NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.445 |
3.435 |
-0.010 |
-0.3% |
3.277 |
| High |
3.457 |
3.529 |
0.072 |
2.1% |
3.352 |
| Low |
3.364 |
3.380 |
0.016 |
0.5% |
3.087 |
| Close |
3.435 |
3.494 |
0.059 |
1.7% |
3.327 |
| Range |
0.093 |
0.149 |
0.056 |
60.2% |
0.265 |
| ATR |
0.120 |
0.122 |
0.002 |
1.7% |
0.000 |
| Volume |
148,730 |
181,821 |
33,091 |
22.2% |
623,248 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.915 |
3.853 |
3.576 |
|
| R3 |
3.766 |
3.704 |
3.535 |
|
| R2 |
3.617 |
3.617 |
3.521 |
|
| R1 |
3.555 |
3.555 |
3.508 |
3.586 |
| PP |
3.468 |
3.468 |
3.468 |
3.483 |
| S1 |
3.406 |
3.406 |
3.480 |
3.437 |
| S2 |
3.319 |
3.319 |
3.467 |
|
| S3 |
3.170 |
3.257 |
3.453 |
|
| S4 |
3.021 |
3.108 |
3.412 |
|
|
| 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 |
3.529 |
3.178 |
0.351 |
10.0% |
0.123 |
3.5% |
90% |
True |
False |
160,484 |
| 10 |
3.529 |
3.087 |
0.442 |
12.7% |
0.116 |
3.3% |
92% |
True |
False |
137,119 |
| 20 |
3.532 |
3.050 |
0.482 |
13.8% |
0.124 |
3.5% |
92% |
False |
False |
105,927 |
| 40 |
4.074 |
3.050 |
1.024 |
29.3% |
0.122 |
3.5% |
43% |
False |
False |
77,416 |
| 60 |
4.074 |
3.050 |
1.024 |
29.3% |
0.119 |
3.4% |
43% |
False |
False |
58,193 |
| 80 |
4.090 |
3.050 |
1.040 |
29.8% |
0.115 |
3.3% |
43% |
False |
False |
47,910 |
| 100 |
4.090 |
3.050 |
1.040 |
29.8% |
0.110 |
3.2% |
43% |
False |
False |
40,034 |
| 120 |
4.090 |
3.050 |
1.040 |
29.8% |
0.107 |
3.1% |
43% |
False |
False |
34,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.162 |
|
2.618 |
3.919 |
|
1.618 |
3.770 |
|
1.000 |
3.678 |
|
0.618 |
3.621 |
|
HIGH |
3.529 |
|
0.618 |
3.472 |
|
0.500 |
3.455 |
|
0.382 |
3.437 |
|
LOW |
3.380 |
|
0.618 |
3.288 |
|
1.000 |
3.231 |
|
1.618 |
3.139 |
|
2.618 |
2.990 |
|
4.250 |
2.747 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.481 |
3.472 |
| PP |
3.468 |
3.450 |
| S1 |
3.455 |
3.429 |
|