NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
3.626 |
3.530 |
-0.096 |
-2.6% |
3.751 |
High |
3.636 |
3.530 |
-0.106 |
-2.9% |
3.810 |
Low |
3.524 |
3.467 |
-0.057 |
-1.6% |
3.644 |
Close |
3.534 |
3.491 |
-0.043 |
-1.2% |
3.672 |
Range |
0.112 |
0.063 |
-0.049 |
-43.8% |
0.166 |
ATR |
0.095 |
0.093 |
-0.002 |
-2.1% |
0.000 |
Volume |
8,615 |
10,468 |
1,853 |
21.5% |
44,305 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.685 |
3.651 |
3.526 |
|
R3 |
3.622 |
3.588 |
3.508 |
|
R2 |
3.559 |
3.559 |
3.503 |
|
R1 |
3.525 |
3.525 |
3.497 |
3.511 |
PP |
3.496 |
3.496 |
3.496 |
3.489 |
S1 |
3.462 |
3.462 |
3.485 |
3.448 |
S2 |
3.433 |
3.433 |
3.479 |
|
S3 |
3.370 |
3.399 |
3.474 |
|
S4 |
3.307 |
3.336 |
3.456 |
|
|
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 |
3.768 |
3.467 |
0.301 |
8.6% |
0.081 |
2.3% |
8% |
False |
True |
10,600 |
10 |
3.810 |
3.467 |
0.343 |
9.8% |
0.090 |
2.6% |
7% |
False |
True |
10,944 |
20 |
3.810 |
3.336 |
0.474 |
13.6% |
0.089 |
2.5% |
33% |
False |
False |
8,942 |
40 |
3.841 |
3.336 |
0.505 |
14.5% |
0.085 |
2.4% |
31% |
False |
False |
7,123 |
60 |
4.077 |
3.336 |
0.741 |
21.2% |
0.084 |
2.4% |
21% |
False |
False |
5,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.798 |
2.618 |
3.695 |
1.618 |
3.632 |
1.000 |
3.593 |
0.618 |
3.569 |
HIGH |
3.530 |
0.618 |
3.506 |
0.500 |
3.499 |
0.382 |
3.491 |
LOW |
3.467 |
0.618 |
3.428 |
1.000 |
3.404 |
1.618 |
3.365 |
2.618 |
3.302 |
4.250 |
3.199 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
3.499 |
3.584 |
PP |
3.496 |
3.553 |
S1 |
3.494 |
3.522 |
|