NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.435 |
3.485 |
0.050 |
1.5% |
3.379 |
| High |
3.529 |
3.579 |
0.050 |
1.4% |
3.579 |
| Low |
3.380 |
3.473 |
0.093 |
2.8% |
3.328 |
| Close |
3.494 |
3.566 |
0.072 |
2.1% |
3.566 |
| Range |
0.149 |
0.106 |
-0.043 |
-28.9% |
0.251 |
| ATR |
0.122 |
0.121 |
-0.001 |
-1.0% |
0.000 |
| Volume |
181,821 |
113,075 |
-68,746 |
-37.8% |
752,461 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.857 |
3.818 |
3.624 |
|
| R3 |
3.751 |
3.712 |
3.595 |
|
| R2 |
3.645 |
3.645 |
3.585 |
|
| R1 |
3.606 |
3.606 |
3.576 |
3.626 |
| PP |
3.539 |
3.539 |
3.539 |
3.549 |
| S1 |
3.500 |
3.500 |
3.556 |
3.520 |
| S2 |
3.433 |
3.433 |
3.547 |
|
| S3 |
3.327 |
3.394 |
3.537 |
|
| S4 |
3.221 |
3.288 |
3.508 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.244 |
4.156 |
3.704 |
|
| R3 |
3.993 |
3.905 |
3.635 |
|
| R2 |
3.742 |
3.742 |
3.612 |
|
| R1 |
3.654 |
3.654 |
3.589 |
3.698 |
| PP |
3.491 |
3.491 |
3.491 |
3.513 |
| S1 |
3.403 |
3.403 |
3.543 |
3.447 |
| S2 |
3.240 |
3.240 |
3.520 |
|
| S3 |
2.989 |
3.152 |
3.497 |
|
| S4 |
2.738 |
2.901 |
3.428 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.579 |
3.328 |
0.251 |
7.0% |
0.112 |
3.1% |
95% |
True |
False |
150,492 |
| 10 |
3.579 |
3.087 |
0.492 |
13.8% |
0.116 |
3.2% |
97% |
True |
False |
137,570 |
| 20 |
3.579 |
3.050 |
0.529 |
14.8% |
0.122 |
3.4% |
98% |
True |
False |
108,000 |
| 40 |
4.074 |
3.050 |
1.024 |
28.7% |
0.122 |
3.4% |
50% |
False |
False |
79,627 |
| 60 |
4.074 |
3.050 |
1.024 |
28.7% |
0.119 |
3.3% |
50% |
False |
False |
59,786 |
| 80 |
4.090 |
3.050 |
1.040 |
29.2% |
0.116 |
3.3% |
50% |
False |
False |
49,208 |
| 100 |
4.090 |
3.050 |
1.040 |
29.2% |
0.110 |
3.1% |
50% |
False |
False |
41,116 |
| 120 |
4.090 |
3.050 |
1.040 |
29.2% |
0.107 |
3.0% |
50% |
False |
False |
35,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.030 |
|
2.618 |
3.857 |
|
1.618 |
3.751 |
|
1.000 |
3.685 |
|
0.618 |
3.645 |
|
HIGH |
3.579 |
|
0.618 |
3.539 |
|
0.500 |
3.526 |
|
0.382 |
3.513 |
|
LOW |
3.473 |
|
0.618 |
3.407 |
|
1.000 |
3.367 |
|
1.618 |
3.301 |
|
2.618 |
3.195 |
|
4.250 |
3.023 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.553 |
3.535 |
| PP |
3.539 |
3.503 |
| S1 |
3.526 |
3.472 |
|