NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.690 |
3.626 |
-0.064 |
-1.7% |
3.751 |
High |
3.701 |
3.636 |
-0.065 |
-1.8% |
3.810 |
Low |
3.644 |
3.524 |
-0.120 |
-3.3% |
3.644 |
Close |
3.672 |
3.534 |
-0.138 |
-3.8% |
3.672 |
Range |
0.057 |
0.112 |
0.055 |
96.5% |
0.166 |
ATR |
0.091 |
0.095 |
0.004 |
4.5% |
0.000 |
Volume |
10,754 |
8,615 |
-2,139 |
-19.9% |
44,305 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.901 |
3.829 |
3.596 |
|
R3 |
3.789 |
3.717 |
3.565 |
|
R2 |
3.677 |
3.677 |
3.555 |
|
R1 |
3.605 |
3.605 |
3.544 |
3.585 |
PP |
3.565 |
3.565 |
3.565 |
3.555 |
S1 |
3.493 |
3.493 |
3.524 |
3.473 |
S2 |
3.453 |
3.453 |
3.513 |
|
S3 |
3.341 |
3.381 |
3.503 |
|
S4 |
3.229 |
3.269 |
3.472 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.207 |
4.105 |
3.763 |
|
R3 |
4.041 |
3.939 |
3.718 |
|
R2 |
3.875 |
3.875 |
3.702 |
|
R1 |
3.773 |
3.773 |
3.687 |
3.741 |
PP |
3.709 |
3.709 |
3.709 |
3.693 |
S1 |
3.607 |
3.607 |
3.657 |
3.575 |
S2 |
3.543 |
3.543 |
3.642 |
|
S3 |
3.377 |
3.441 |
3.626 |
|
S4 |
3.211 |
3.275 |
3.581 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.810 |
3.524 |
0.286 |
8.1% |
0.094 |
2.7% |
3% |
False |
True |
10,584 |
10 |
3.810 |
3.524 |
0.286 |
8.1% |
0.089 |
2.5% |
3% |
False |
True |
10,865 |
20 |
3.810 |
3.336 |
0.474 |
13.4% |
0.091 |
2.6% |
42% |
False |
False |
8,654 |
40 |
3.852 |
3.336 |
0.516 |
14.6% |
0.086 |
2.4% |
38% |
False |
False |
6,983 |
60 |
4.077 |
3.336 |
0.741 |
21.0% |
0.084 |
2.4% |
27% |
False |
False |
5,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.112 |
2.618 |
3.929 |
1.618 |
3.817 |
1.000 |
3.748 |
0.618 |
3.705 |
HIGH |
3.636 |
0.618 |
3.593 |
0.500 |
3.580 |
0.382 |
3.567 |
LOW |
3.524 |
0.618 |
3.455 |
1.000 |
3.412 |
1.618 |
3.343 |
2.618 |
3.231 |
4.250 |
3.048 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.580 |
3.646 |
PP |
3.565 |
3.609 |
S1 |
3.549 |
3.571 |
|