NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.555 |
3.640 |
0.085 |
2.4% |
3.464 |
| High |
3.644 |
3.716 |
0.072 |
2.0% |
3.644 |
| Low |
3.555 |
3.578 |
0.023 |
0.6% |
3.425 |
| Close |
3.636 |
3.634 |
-0.002 |
-0.1% |
3.636 |
| Range |
0.089 |
0.138 |
0.049 |
55.1% |
0.219 |
| ATR |
0.104 |
0.107 |
0.002 |
2.3% |
0.000 |
| Volume |
17,744 |
15,969 |
-1,775 |
-10.0% |
95,324 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
3.983 |
3.710 |
|
| R3 |
3.919 |
3.845 |
3.672 |
|
| R2 |
3.781 |
3.781 |
3.659 |
|
| R1 |
3.707 |
3.707 |
3.647 |
3.675 |
| PP |
3.643 |
3.643 |
3.643 |
3.627 |
| S1 |
3.569 |
3.569 |
3.621 |
3.537 |
| S2 |
3.505 |
3.505 |
3.609 |
|
| S3 |
3.367 |
3.431 |
3.596 |
|
| S4 |
3.229 |
3.293 |
3.558 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.225 |
4.150 |
3.756 |
|
| R3 |
4.006 |
3.931 |
3.696 |
|
| R2 |
3.787 |
3.787 |
3.676 |
|
| R1 |
3.712 |
3.712 |
3.656 |
3.750 |
| PP |
3.568 |
3.568 |
3.568 |
3.587 |
| S1 |
3.493 |
3.493 |
3.616 |
3.531 |
| S2 |
3.349 |
3.349 |
3.596 |
|
| S3 |
3.130 |
3.274 |
3.576 |
|
| S4 |
2.911 |
3.055 |
3.516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.716 |
3.425 |
0.291 |
8.0% |
0.110 |
3.0% |
72% |
True |
False |
17,654 |
| 10 |
3.716 |
3.214 |
0.502 |
13.8% |
0.098 |
2.7% |
84% |
True |
False |
19,114 |
| 20 |
3.716 |
3.150 |
0.566 |
15.6% |
0.104 |
2.9% |
86% |
True |
False |
14,499 |
| 40 |
4.015 |
3.150 |
0.865 |
23.8% |
0.102 |
2.8% |
56% |
False |
False |
12,297 |
| 60 |
4.015 |
3.150 |
0.865 |
23.8% |
0.097 |
2.7% |
56% |
False |
False |
10,196 |
| 80 |
4.015 |
3.150 |
0.865 |
23.8% |
0.093 |
2.6% |
56% |
False |
False |
9,230 |
| 100 |
4.015 |
3.150 |
0.865 |
23.8% |
0.088 |
2.4% |
56% |
False |
False |
7,996 |
| 120 |
4.015 |
3.150 |
0.865 |
23.8% |
0.086 |
2.4% |
56% |
False |
False |
6,918 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.303 |
|
2.618 |
4.077 |
|
1.618 |
3.939 |
|
1.000 |
3.854 |
|
0.618 |
3.801 |
|
HIGH |
3.716 |
|
0.618 |
3.663 |
|
0.500 |
3.647 |
|
0.382 |
3.631 |
|
LOW |
3.578 |
|
0.618 |
3.493 |
|
1.000 |
3.440 |
|
1.618 |
3.355 |
|
2.618 |
3.217 |
|
4.250 |
2.992 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.647 |
3.619 |
| PP |
3.643 |
3.605 |
| S1 |
3.638 |
3.590 |
|