NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.698 |
3.702 |
0.004 |
0.1% |
3.518 |
High |
3.710 |
3.718 |
0.008 |
0.2% |
3.692 |
Low |
3.647 |
3.593 |
-0.054 |
-1.5% |
3.493 |
Close |
3.690 |
3.603 |
-0.087 |
-2.4% |
3.685 |
Range |
0.063 |
0.125 |
0.062 |
98.4% |
0.199 |
ATR |
0.096 |
0.098 |
0.002 |
2.1% |
0.000 |
Volume |
11,179 |
10,571 |
-608 |
-5.4% |
54,559 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.013 |
3.933 |
3.672 |
|
R3 |
3.888 |
3.808 |
3.637 |
|
R2 |
3.763 |
3.763 |
3.626 |
|
R1 |
3.683 |
3.683 |
3.614 |
3.661 |
PP |
3.638 |
3.638 |
3.638 |
3.627 |
S1 |
3.558 |
3.558 |
3.592 |
3.536 |
S2 |
3.513 |
3.513 |
3.580 |
|
S3 |
3.388 |
3.433 |
3.569 |
|
S4 |
3.263 |
3.308 |
3.534 |
|
|
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 |
3.531 |
0.232 |
6.4% |
0.103 |
2.8% |
31% |
False |
False |
10,544 |
10 |
3.763 |
3.309 |
0.454 |
12.6% |
0.093 |
2.6% |
65% |
False |
False |
10,953 |
20 |
3.763 |
3.204 |
0.559 |
15.5% |
0.097 |
2.7% |
71% |
False |
False |
8,077 |
40 |
3.947 |
3.204 |
0.743 |
20.6% |
0.095 |
2.6% |
54% |
False |
False |
6,695 |
60 |
4.035 |
3.204 |
0.831 |
23.1% |
0.091 |
2.5% |
48% |
False |
False |
5,334 |
80 |
4.035 |
3.204 |
0.831 |
23.1% |
0.088 |
2.4% |
48% |
False |
False |
4,679 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.249 |
2.618 |
4.045 |
1.618 |
3.920 |
1.000 |
3.843 |
0.618 |
3.795 |
HIGH |
3.718 |
0.618 |
3.670 |
0.500 |
3.656 |
0.382 |
3.641 |
LOW |
3.593 |
0.618 |
3.516 |
1.000 |
3.468 |
1.618 |
3.391 |
2.618 |
3.266 |
4.250 |
3.062 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.656 |
3.678 |
PP |
3.638 |
3.653 |
S1 |
3.621 |
3.628 |
|