NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.379 |
3.383 |
0.004 |
0.1% |
3.277 |
| High |
3.411 |
3.464 |
0.053 |
1.6% |
3.352 |
| Low |
3.337 |
3.328 |
-0.009 |
-0.3% |
3.087 |
| Close |
3.373 |
3.455 |
0.082 |
2.4% |
3.327 |
| Range |
0.074 |
0.136 |
0.062 |
83.8% |
0.265 |
| ATR |
0.121 |
0.122 |
0.001 |
0.9% |
0.000 |
| Volume |
134,646 |
174,189 |
39,543 |
29.4% |
623,248 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.824 |
3.775 |
3.530 |
|
| R3 |
3.688 |
3.639 |
3.492 |
|
| R2 |
3.552 |
3.552 |
3.480 |
|
| R1 |
3.503 |
3.503 |
3.467 |
3.528 |
| PP |
3.416 |
3.416 |
3.416 |
3.428 |
| S1 |
3.367 |
3.367 |
3.443 |
3.392 |
| S2 |
3.280 |
3.280 |
3.430 |
|
| S3 |
3.144 |
3.231 |
3.418 |
|
| S4 |
3.008 |
3.095 |
3.380 |
|
|
| 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 |
3.464 |
3.087 |
0.377 |
10.9% |
0.123 |
3.6% |
98% |
True |
False |
149,446 |
| 10 |
3.464 |
3.050 |
0.414 |
12.0% |
0.130 |
3.8% |
98% |
True |
False |
126,876 |
| 20 |
3.532 |
3.050 |
0.482 |
14.0% |
0.122 |
3.5% |
84% |
False |
False |
97,751 |
| 40 |
4.074 |
3.050 |
1.024 |
29.6% |
0.122 |
3.5% |
40% |
False |
False |
70,318 |
| 60 |
4.090 |
3.050 |
1.040 |
30.1% |
0.120 |
3.5% |
39% |
False |
False |
53,255 |
| 80 |
4.090 |
3.050 |
1.040 |
30.1% |
0.115 |
3.3% |
39% |
False |
False |
44,053 |
| 100 |
4.090 |
3.050 |
1.040 |
30.1% |
0.110 |
3.2% |
39% |
False |
False |
36,833 |
| 120 |
4.090 |
3.050 |
1.040 |
30.1% |
0.106 |
3.1% |
39% |
False |
False |
31,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.042 |
|
2.618 |
3.820 |
|
1.618 |
3.684 |
|
1.000 |
3.600 |
|
0.618 |
3.548 |
|
HIGH |
3.464 |
|
0.618 |
3.412 |
|
0.500 |
3.396 |
|
0.382 |
3.380 |
|
LOW |
3.328 |
|
0.618 |
3.244 |
|
1.000 |
3.192 |
|
1.618 |
3.108 |
|
2.618 |
2.972 |
|
4.250 |
2.750 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.435 |
3.410 |
| PP |
3.416 |
3.366 |
| S1 |
3.396 |
3.321 |
|