NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.535 |
3.563 |
0.028 |
0.8% |
3.458 |
High |
3.576 |
3.572 |
-0.004 |
-0.1% |
3.500 |
Low |
3.493 |
3.493 |
0.000 |
0.0% |
3.275 |
Close |
3.572 |
3.565 |
-0.007 |
-0.2% |
3.481 |
Range |
0.083 |
0.079 |
-0.004 |
-4.8% |
0.225 |
ATR |
0.098 |
0.096 |
-0.001 |
-1.4% |
0.000 |
Volume |
7,843 |
14,992 |
7,149 |
91.2% |
40,224 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.780 |
3.752 |
3.608 |
|
R3 |
3.701 |
3.673 |
3.587 |
|
R2 |
3.622 |
3.622 |
3.579 |
|
R1 |
3.594 |
3.594 |
3.572 |
3.608 |
PP |
3.543 |
3.543 |
3.543 |
3.551 |
S1 |
3.515 |
3.515 |
3.558 |
3.529 |
S2 |
3.464 |
3.464 |
3.551 |
|
S3 |
3.385 |
3.436 |
3.543 |
|
S4 |
3.306 |
3.357 |
3.522 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.094 |
4.012 |
3.605 |
|
R3 |
3.869 |
3.787 |
3.543 |
|
R2 |
3.644 |
3.644 |
3.522 |
|
R1 |
3.562 |
3.562 |
3.502 |
3.603 |
PP |
3.419 |
3.419 |
3.419 |
3.439 |
S1 |
3.337 |
3.337 |
3.460 |
3.378 |
S2 |
3.194 |
3.194 |
3.440 |
|
S3 |
2.969 |
3.112 |
3.419 |
|
S4 |
2.744 |
2.887 |
3.357 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.576 |
3.309 |
0.267 |
7.5% |
0.084 |
2.3% |
96% |
False |
False |
11,363 |
10 |
3.576 |
3.275 |
0.301 |
8.4% |
0.082 |
2.3% |
96% |
False |
False |
8,737 |
20 |
3.655 |
3.204 |
0.451 |
12.7% |
0.093 |
2.6% |
80% |
False |
False |
6,645 |
40 |
4.035 |
3.204 |
0.831 |
23.3% |
0.093 |
2.6% |
43% |
False |
False |
5,643 |
60 |
4.035 |
3.204 |
0.831 |
23.3% |
0.091 |
2.5% |
43% |
False |
False |
4,621 |
80 |
4.035 |
3.204 |
0.831 |
23.3% |
0.085 |
2.4% |
43% |
False |
False |
4,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.908 |
2.618 |
3.779 |
1.618 |
3.700 |
1.000 |
3.651 |
0.618 |
3.621 |
HIGH |
3.572 |
0.618 |
3.542 |
0.500 |
3.533 |
0.382 |
3.523 |
LOW |
3.493 |
0.618 |
3.444 |
1.000 |
3.414 |
1.618 |
3.365 |
2.618 |
3.286 |
4.250 |
3.157 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.554 |
3.555 |
PP |
3.543 |
3.545 |
S1 |
3.533 |
3.535 |
|