NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.193 |
3.379 |
0.186 |
5.8% |
3.277 |
| High |
3.341 |
3.411 |
0.070 |
2.1% |
3.352 |
| Low |
3.178 |
3.337 |
0.159 |
5.0% |
3.087 |
| Close |
3.327 |
3.373 |
0.046 |
1.4% |
3.327 |
| Range |
0.163 |
0.074 |
-0.089 |
-54.6% |
0.265 |
| ATR |
0.124 |
0.121 |
-0.003 |
-2.3% |
0.000 |
| Volume |
163,034 |
134,646 |
-28,388 |
-17.4% |
623,248 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.596 |
3.558 |
3.414 |
|
| R3 |
3.522 |
3.484 |
3.393 |
|
| R2 |
3.448 |
3.448 |
3.387 |
|
| R1 |
3.410 |
3.410 |
3.380 |
3.392 |
| PP |
3.374 |
3.374 |
3.374 |
3.365 |
| S1 |
3.336 |
3.336 |
3.366 |
3.318 |
| S2 |
3.300 |
3.300 |
3.359 |
|
| S3 |
3.226 |
3.262 |
3.353 |
|
| S4 |
3.152 |
3.188 |
3.332 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.050 |
3.954 |
3.473 |
|
| R3 |
3.785 |
3.689 |
3.400 |
|
| R2 |
3.520 |
3.520 |
3.376 |
|
| R1 |
3.424 |
3.424 |
3.351 |
3.472 |
| PP |
3.255 |
3.255 |
3.255 |
3.280 |
| S1 |
3.159 |
3.159 |
3.303 |
3.207 |
| S2 |
2.990 |
2.990 |
3.278 |
|
| S3 |
2.725 |
2.894 |
3.254 |
|
| S4 |
2.460 |
2.629 |
3.181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.411 |
3.087 |
0.324 |
9.6% |
0.112 |
3.3% |
88% |
True |
False |
135,710 |
| 10 |
3.481 |
3.050 |
0.431 |
12.8% |
0.130 |
3.9% |
75% |
False |
False |
115,739 |
| 20 |
3.532 |
3.050 |
0.482 |
14.3% |
0.120 |
3.6% |
67% |
False |
False |
93,277 |
| 40 |
4.074 |
3.050 |
1.024 |
30.4% |
0.122 |
3.6% |
32% |
False |
False |
66,591 |
| 60 |
4.090 |
3.050 |
1.040 |
30.8% |
0.120 |
3.6% |
31% |
False |
False |
50,585 |
| 80 |
4.090 |
3.050 |
1.040 |
30.8% |
0.114 |
3.4% |
31% |
False |
False |
41,989 |
| 100 |
4.090 |
3.050 |
1.040 |
30.8% |
0.109 |
3.2% |
31% |
False |
False |
35,159 |
| 120 |
4.090 |
3.050 |
1.040 |
30.8% |
0.106 |
3.1% |
31% |
False |
False |
30,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.726 |
|
2.618 |
3.605 |
|
1.618 |
3.531 |
|
1.000 |
3.485 |
|
0.618 |
3.457 |
|
HIGH |
3.411 |
|
0.618 |
3.383 |
|
0.500 |
3.374 |
|
0.382 |
3.365 |
|
LOW |
3.337 |
|
0.618 |
3.291 |
|
1.000 |
3.263 |
|
1.618 |
3.217 |
|
2.618 |
3.143 |
|
4.250 |
3.023 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.374 |
3.335 |
| PP |
3.374 |
3.297 |
| S1 |
3.373 |
3.260 |
|