NYMEX Natural Gas Future July 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 |
3.756 |
3.768 |
0.012 |
0.3% |
3.567 |
High |
3.758 |
3.768 |
0.010 |
0.3% |
3.739 |
Low |
3.699 |
3.652 |
-0.047 |
-1.3% |
3.535 |
Close |
3.741 |
3.655 |
-0.086 |
-2.3% |
3.733 |
Range |
0.059 |
0.116 |
0.057 |
96.6% |
0.204 |
ATR |
0.091 |
0.093 |
0.002 |
1.9% |
0.000 |
Volume |
13,342 |
9,822 |
-3,520 |
-26.4% |
55,738 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.040 |
3.963 |
3.719 |
|
R3 |
3.924 |
3.847 |
3.687 |
|
R2 |
3.808 |
3.808 |
3.676 |
|
R1 |
3.731 |
3.731 |
3.666 |
3.712 |
PP |
3.692 |
3.692 |
3.692 |
3.682 |
S1 |
3.615 |
3.615 |
3.644 |
3.596 |
S2 |
3.576 |
3.576 |
3.634 |
|
S3 |
3.460 |
3.499 |
3.623 |
|
S4 |
3.344 |
3.383 |
3.591 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.281 |
4.211 |
3.845 |
|
R3 |
4.077 |
4.007 |
3.789 |
|
R2 |
3.873 |
3.873 |
3.770 |
|
R1 |
3.803 |
3.803 |
3.752 |
3.838 |
PP |
3.669 |
3.669 |
3.669 |
3.687 |
S1 |
3.599 |
3.599 |
3.714 |
3.634 |
S2 |
3.465 |
3.465 |
3.696 |
|
S3 |
3.261 |
3.395 |
3.677 |
|
S4 |
3.057 |
3.191 |
3.621 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.810 |
3.575 |
0.235 |
6.4% |
0.099 |
2.7% |
34% |
False |
False |
10,978 |
10 |
3.810 |
3.374 |
0.436 |
11.9% |
0.091 |
2.5% |
64% |
False |
False |
11,045 |
20 |
3.810 |
3.336 |
0.474 |
13.0% |
0.089 |
2.4% |
67% |
False |
False |
7,976 |
40 |
3.980 |
3.336 |
0.644 |
17.6% |
0.085 |
2.3% |
50% |
False |
False |
6,627 |
60 |
4.077 |
3.336 |
0.741 |
20.3% |
0.085 |
2.3% |
43% |
False |
False |
5,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.261 |
2.618 |
4.072 |
1.618 |
3.956 |
1.000 |
3.884 |
0.618 |
3.840 |
HIGH |
3.768 |
0.618 |
3.724 |
0.500 |
3.710 |
0.382 |
3.696 |
LOW |
3.652 |
0.618 |
3.580 |
1.000 |
3.536 |
1.618 |
3.464 |
2.618 |
3.348 |
4.250 |
3.159 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.710 |
3.731 |
PP |
3.692 |
3.706 |
S1 |
3.673 |
3.680 |
|