NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.458 |
3.525 |
0.067 |
1.9% |
3.708 |
| High |
3.514 |
3.560 |
0.046 |
1.3% |
3.763 |
| Low |
3.441 |
3.420 |
-0.021 |
-0.6% |
3.579 |
| Close |
3.506 |
3.515 |
0.009 |
0.3% |
3.617 |
| Range |
0.073 |
0.140 |
0.067 |
91.8% |
0.184 |
| ATR |
0.097 |
0.100 |
0.003 |
3.2% |
0.000 |
| Volume |
11,338 |
6,810 |
-4,528 |
-39.9% |
42,422 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.857 |
3.592 |
|
| R3 |
3.778 |
3.717 |
3.554 |
|
| R2 |
3.638 |
3.638 |
3.541 |
|
| R1 |
3.577 |
3.577 |
3.528 |
3.538 |
| PP |
3.498 |
3.498 |
3.498 |
3.479 |
| S1 |
3.437 |
3.437 |
3.502 |
3.398 |
| S2 |
3.358 |
3.358 |
3.489 |
|
| S3 |
3.218 |
3.297 |
3.477 |
|
| S4 |
3.078 |
3.157 |
3.438 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.095 |
3.718 |
|
| R3 |
4.021 |
3.911 |
3.668 |
|
| R2 |
3.837 |
3.837 |
3.651 |
|
| R1 |
3.727 |
3.727 |
3.634 |
3.690 |
| PP |
3.653 |
3.653 |
3.653 |
3.635 |
| S1 |
3.543 |
3.543 |
3.600 |
3.506 |
| S2 |
3.469 |
3.469 |
3.583 |
|
| S3 |
3.285 |
3.359 |
3.566 |
|
| S4 |
3.101 |
3.175 |
3.516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.648 |
3.407 |
0.241 |
6.9% |
0.091 |
2.6% |
45% |
False |
False |
10,395 |
| 10 |
3.763 |
3.407 |
0.356 |
10.1% |
0.097 |
2.8% |
30% |
False |
False |
10,469 |
| 20 |
3.763 |
3.275 |
0.488 |
13.9% |
0.089 |
2.5% |
49% |
False |
False |
9,603 |
| 40 |
3.808 |
3.204 |
0.604 |
17.2% |
0.094 |
2.7% |
51% |
False |
False |
7,468 |
| 60 |
4.035 |
3.204 |
0.831 |
23.6% |
0.092 |
2.6% |
37% |
False |
False |
6,024 |
| 80 |
4.035 |
3.204 |
0.831 |
23.6% |
0.089 |
2.5% |
37% |
False |
False |
5,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.155 |
|
2.618 |
3.927 |
|
1.618 |
3.787 |
|
1.000 |
3.700 |
|
0.618 |
3.647 |
|
HIGH |
3.560 |
|
0.618 |
3.507 |
|
0.500 |
3.490 |
|
0.382 |
3.473 |
|
LOW |
3.420 |
|
0.618 |
3.333 |
|
1.000 |
3.280 |
|
1.618 |
3.193 |
|
2.618 |
3.053 |
|
4.250 |
2.825 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.507 |
3.505 |
| PP |
3.498 |
3.494 |
| S1 |
3.490 |
3.484 |
|