NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.425 |
3.567 |
0.142 |
4.1% |
3.518 |
High |
3.543 |
3.603 |
0.060 |
1.7% |
3.556 |
Low |
3.425 |
3.551 |
0.126 |
3.7% |
3.336 |
Close |
3.537 |
3.574 |
0.037 |
1.0% |
3.537 |
Range |
0.118 |
0.052 |
-0.066 |
-55.9% |
0.220 |
ATR |
0.093 |
0.091 |
-0.002 |
-2.1% |
0.000 |
Volume |
10,237 |
9,685 |
-552 |
-5.4% |
35,935 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.732 |
3.705 |
3.603 |
|
R3 |
3.680 |
3.653 |
3.588 |
|
R2 |
3.628 |
3.628 |
3.584 |
|
R1 |
3.601 |
3.601 |
3.579 |
3.615 |
PP |
3.576 |
3.576 |
3.576 |
3.583 |
S1 |
3.549 |
3.549 |
3.569 |
3.563 |
S2 |
3.524 |
3.524 |
3.564 |
|
S3 |
3.472 |
3.497 |
3.560 |
|
S4 |
3.420 |
3.445 |
3.545 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.136 |
4.057 |
3.658 |
|
R3 |
3.916 |
3.837 |
3.598 |
|
R2 |
3.696 |
3.696 |
3.577 |
|
R1 |
3.617 |
3.617 |
3.557 |
3.657 |
PP |
3.476 |
3.476 |
3.476 |
3.496 |
S1 |
3.397 |
3.397 |
3.517 |
3.437 |
S2 |
3.256 |
3.256 |
3.497 |
|
S3 |
3.036 |
3.177 |
3.477 |
|
S4 |
2.816 |
2.957 |
3.416 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.603 |
3.336 |
0.267 |
7.5% |
0.079 |
2.2% |
89% |
True |
False |
8,308 |
10 |
3.677 |
3.336 |
0.341 |
9.5% |
0.088 |
2.5% |
70% |
False |
False |
6,940 |
20 |
3.700 |
3.336 |
0.364 |
10.2% |
0.087 |
2.4% |
65% |
False |
False |
6,025 |
40 |
4.077 |
3.336 |
0.741 |
20.7% |
0.084 |
2.4% |
32% |
False |
False |
5,035 |
60 |
4.077 |
3.336 |
0.741 |
20.7% |
0.084 |
2.3% |
32% |
False |
False |
4,009 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.824 |
2.618 |
3.739 |
1.618 |
3.687 |
1.000 |
3.655 |
0.618 |
3.635 |
HIGH |
3.603 |
0.618 |
3.583 |
0.500 |
3.577 |
0.382 |
3.571 |
LOW |
3.551 |
0.618 |
3.519 |
1.000 |
3.499 |
1.618 |
3.467 |
2.618 |
3.415 |
4.250 |
3.330 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.577 |
3.546 |
PP |
3.576 |
3.517 |
S1 |
3.575 |
3.489 |
|