NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.567 |
3.575 |
0.008 |
0.2% |
3.518 |
High |
3.603 |
3.630 |
0.027 |
0.7% |
3.556 |
Low |
3.551 |
3.535 |
-0.016 |
-0.5% |
3.336 |
Close |
3.574 |
3.622 |
0.048 |
1.3% |
3.537 |
Range |
0.052 |
0.095 |
0.043 |
82.7% |
0.220 |
ATR |
0.091 |
0.092 |
0.000 |
0.3% |
0.000 |
Volume |
9,685 |
10,738 |
1,053 |
10.9% |
35,935 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.881 |
3.846 |
3.674 |
|
R3 |
3.786 |
3.751 |
3.648 |
|
R2 |
3.691 |
3.691 |
3.639 |
|
R1 |
3.656 |
3.656 |
3.631 |
3.674 |
PP |
3.596 |
3.596 |
3.596 |
3.604 |
S1 |
3.561 |
3.561 |
3.613 |
3.579 |
S2 |
3.501 |
3.501 |
3.605 |
|
S3 |
3.406 |
3.466 |
3.596 |
|
S4 |
3.311 |
3.371 |
3.570 |
|
|
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 |
3.630 |
3.336 |
0.294 |
8.1% |
0.087 |
2.4% |
97% |
True |
False |
9,693 |
10 |
3.630 |
3.336 |
0.294 |
8.1% |
0.086 |
2.4% |
97% |
True |
False |
7,589 |
20 |
3.700 |
3.336 |
0.364 |
10.0% |
0.087 |
2.4% |
79% |
False |
False |
6,230 |
40 |
4.077 |
3.336 |
0.741 |
20.5% |
0.084 |
2.3% |
39% |
False |
False |
5,214 |
60 |
4.077 |
3.336 |
0.741 |
20.5% |
0.084 |
2.3% |
39% |
False |
False |
4,160 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.034 |
2.618 |
3.879 |
1.618 |
3.784 |
1.000 |
3.725 |
0.618 |
3.689 |
HIGH |
3.630 |
0.618 |
3.594 |
0.500 |
3.583 |
0.382 |
3.571 |
LOW |
3.535 |
0.618 |
3.476 |
1.000 |
3.440 |
1.618 |
3.381 |
2.618 |
3.286 |
4.250 |
3.131 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.609 |
3.591 |
PP |
3.596 |
3.559 |
S1 |
3.583 |
3.528 |
|