NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.575 |
3.650 |
0.075 |
2.1% |
3.518 |
| High |
3.650 |
3.692 |
0.042 |
1.2% |
3.692 |
| Low |
3.531 |
3.619 |
0.088 |
2.5% |
3.493 |
| Close |
3.622 |
3.685 |
0.063 |
1.7% |
3.685 |
| Range |
0.119 |
0.073 |
-0.046 |
-38.7% |
0.199 |
| ATR |
0.098 |
0.096 |
-0.002 |
-1.8% |
0.000 |
| Volume |
12,047 |
9,779 |
-2,268 |
-18.8% |
54,559 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.884 |
3.858 |
3.725 |
|
| R3 |
3.811 |
3.785 |
3.705 |
|
| R2 |
3.738 |
3.738 |
3.698 |
|
| R1 |
3.712 |
3.712 |
3.692 |
3.725 |
| PP |
3.665 |
3.665 |
3.665 |
3.672 |
| S1 |
3.639 |
3.639 |
3.678 |
3.652 |
| S2 |
3.592 |
3.592 |
3.672 |
|
| S3 |
3.519 |
3.566 |
3.665 |
|
| S4 |
3.446 |
3.493 |
3.645 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.220 |
4.152 |
3.794 |
|
| R3 |
4.021 |
3.953 |
3.740 |
|
| R2 |
3.822 |
3.822 |
3.721 |
|
| R1 |
3.754 |
3.754 |
3.703 |
3.788 |
| PP |
3.623 |
3.623 |
3.623 |
3.641 |
| S1 |
3.555 |
3.555 |
3.667 |
3.589 |
| S2 |
3.424 |
3.424 |
3.649 |
|
| S3 |
3.225 |
3.356 |
3.630 |
|
| S4 |
3.026 |
3.157 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.692 |
3.493 |
0.199 |
5.4% |
0.082 |
2.2% |
96% |
True |
False |
10,911 |
| 10 |
3.692 |
3.275 |
0.417 |
11.3% |
0.086 |
2.3% |
98% |
True |
False |
9,478 |
| 20 |
3.692 |
3.204 |
0.488 |
13.2% |
0.093 |
2.5% |
99% |
True |
False |
7,360 |
| 40 |
4.035 |
3.204 |
0.831 |
22.6% |
0.094 |
2.5% |
58% |
False |
False |
6,070 |
| 60 |
4.035 |
3.204 |
0.831 |
22.6% |
0.091 |
2.5% |
58% |
False |
False |
4,906 |
| 80 |
4.035 |
3.204 |
0.831 |
22.6% |
0.087 |
2.3% |
58% |
False |
False |
4,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.002 |
|
2.618 |
3.883 |
|
1.618 |
3.810 |
|
1.000 |
3.765 |
|
0.618 |
3.737 |
|
HIGH |
3.692 |
|
0.618 |
3.664 |
|
0.500 |
3.656 |
|
0.382 |
3.647 |
|
LOW |
3.619 |
|
0.618 |
3.574 |
|
1.000 |
3.546 |
|
1.618 |
3.501 |
|
2.618 |
3.428 |
|
4.250 |
3.309 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.675 |
3.654 |
| PP |
3.665 |
3.623 |
| S1 |
3.656 |
3.593 |
|