NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.708 |
3.698 |
-0.010 |
-0.3% |
3.518 |
| High |
3.763 |
3.710 |
-0.053 |
-1.4% |
3.692 |
| Low |
3.630 |
3.647 |
0.017 |
0.5% |
3.493 |
| Close |
3.685 |
3.690 |
0.005 |
0.1% |
3.685 |
| Range |
0.133 |
0.063 |
-0.070 |
-52.6% |
0.199 |
| ATR |
0.099 |
0.096 |
-0.003 |
-2.6% |
0.000 |
| Volume |
9,144 |
11,179 |
2,035 |
22.3% |
54,559 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.871 |
3.844 |
3.725 |
|
| R3 |
3.808 |
3.781 |
3.707 |
|
| R2 |
3.745 |
3.745 |
3.702 |
|
| R1 |
3.718 |
3.718 |
3.696 |
3.700 |
| PP |
3.682 |
3.682 |
3.682 |
3.674 |
| S1 |
3.655 |
3.655 |
3.684 |
3.637 |
| S2 |
3.619 |
3.619 |
3.678 |
|
| S3 |
3.556 |
3.592 |
3.673 |
|
| S4 |
3.493 |
3.529 |
3.655 |
|
|
| 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 |
3.763 |
3.493 |
0.270 |
7.3% |
0.093 |
2.5% |
73% |
False |
False |
11,428 |
| 10 |
3.763 |
3.275 |
0.488 |
13.2% |
0.090 |
2.4% |
85% |
False |
False |
10,563 |
| 20 |
3.763 |
3.204 |
0.559 |
15.1% |
0.094 |
2.5% |
87% |
False |
False |
7,850 |
| 40 |
3.980 |
3.204 |
0.776 |
21.0% |
0.094 |
2.6% |
63% |
False |
False |
6,459 |
| 60 |
4.035 |
3.204 |
0.831 |
22.5% |
0.091 |
2.5% |
58% |
False |
False |
5,191 |
| 80 |
4.035 |
3.204 |
0.831 |
22.5% |
0.087 |
2.4% |
58% |
False |
False |
4,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.978 |
|
2.618 |
3.875 |
|
1.618 |
3.812 |
|
1.000 |
3.773 |
|
0.618 |
3.749 |
|
HIGH |
3.710 |
|
0.618 |
3.686 |
|
0.500 |
3.679 |
|
0.382 |
3.671 |
|
LOW |
3.647 |
|
0.618 |
3.608 |
|
1.000 |
3.584 |
|
1.618 |
3.545 |
|
2.618 |
3.482 |
|
4.250 |
3.379 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.686 |
3.691 |
| PP |
3.682 |
3.691 |
| S1 |
3.679 |
3.690 |
|