NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.575 |
3.611 |
0.036 |
1.0% |
3.518 |
High |
3.630 |
3.622 |
-0.008 |
-0.2% |
3.556 |
Low |
3.535 |
3.543 |
0.008 |
0.2% |
3.336 |
Close |
3.622 |
3.613 |
-0.009 |
-0.2% |
3.537 |
Range |
0.095 |
0.079 |
-0.016 |
-16.8% |
0.220 |
ATR |
0.092 |
0.091 |
-0.001 |
-1.0% |
0.000 |
Volume |
10,738 |
13,976 |
3,238 |
30.2% |
35,935 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.830 |
3.800 |
3.656 |
|
R3 |
3.751 |
3.721 |
3.635 |
|
R2 |
3.672 |
3.672 |
3.627 |
|
R1 |
3.642 |
3.642 |
3.620 |
3.657 |
PP |
3.593 |
3.593 |
3.593 |
3.600 |
S1 |
3.563 |
3.563 |
3.606 |
3.578 |
S2 |
3.514 |
3.514 |
3.599 |
|
S3 |
3.435 |
3.484 |
3.591 |
|
S4 |
3.356 |
3.405 |
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 |
3.374 |
0.256 |
7.1% |
0.083 |
2.3% |
93% |
False |
False |
11,113 |
10 |
3.630 |
3.336 |
0.294 |
8.1% |
0.079 |
2.2% |
94% |
False |
False |
8,520 |
20 |
3.700 |
3.336 |
0.364 |
10.1% |
0.087 |
2.4% |
76% |
False |
False |
6,635 |
40 |
4.077 |
3.336 |
0.741 |
20.5% |
0.084 |
2.3% |
37% |
False |
False |
5,479 |
60 |
4.077 |
3.336 |
0.741 |
20.5% |
0.085 |
2.3% |
37% |
False |
False |
4,353 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.958 |
2.618 |
3.829 |
1.618 |
3.750 |
1.000 |
3.701 |
0.618 |
3.671 |
HIGH |
3.622 |
0.618 |
3.592 |
0.500 |
3.583 |
0.382 |
3.573 |
LOW |
3.543 |
0.618 |
3.494 |
1.000 |
3.464 |
1.618 |
3.415 |
2.618 |
3.336 |
4.250 |
3.207 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.603 |
3.603 |
PP |
3.593 |
3.593 |
S1 |
3.583 |
3.583 |
|