NYMEX Natural Gas Future February 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 |
3.485 |
3.572 |
0.087 |
2.5% |
3.379 |
| High |
3.579 |
3.645 |
0.066 |
1.8% |
3.579 |
| Low |
3.473 |
3.505 |
0.032 |
0.9% |
3.328 |
| Close |
3.566 |
3.558 |
-0.008 |
-0.2% |
3.566 |
| Range |
0.106 |
0.140 |
0.034 |
32.1% |
0.251 |
| ATR |
0.121 |
0.123 |
0.001 |
1.1% |
0.000 |
| Volume |
113,075 |
165,804 |
52,729 |
46.6% |
752,461 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.989 |
3.914 |
3.635 |
|
| R3 |
3.849 |
3.774 |
3.597 |
|
| R2 |
3.709 |
3.709 |
3.584 |
|
| R1 |
3.634 |
3.634 |
3.571 |
3.602 |
| PP |
3.569 |
3.569 |
3.569 |
3.553 |
| S1 |
3.494 |
3.494 |
3.545 |
3.462 |
| S2 |
3.429 |
3.429 |
3.532 |
|
| S3 |
3.289 |
3.354 |
3.520 |
|
| S4 |
3.149 |
3.214 |
3.481 |
|
|
| 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 |
3.645 |
3.328 |
0.317 |
8.9% |
0.125 |
3.5% |
73% |
True |
False |
156,723 |
| 10 |
3.645 |
3.087 |
0.558 |
15.7% |
0.118 |
3.3% |
84% |
True |
False |
146,217 |
| 20 |
3.645 |
3.050 |
0.595 |
16.7% |
0.122 |
3.4% |
85% |
True |
False |
112,168 |
| 40 |
4.074 |
3.050 |
1.024 |
28.8% |
0.122 |
3.4% |
50% |
False |
False |
83,270 |
| 60 |
4.074 |
3.050 |
1.024 |
28.8% |
0.120 |
3.4% |
50% |
False |
False |
62,292 |
| 80 |
4.090 |
3.050 |
1.040 |
29.2% |
0.117 |
3.3% |
49% |
False |
False |
51,190 |
| 100 |
4.090 |
3.050 |
1.040 |
29.2% |
0.111 |
3.1% |
49% |
False |
False |
42,715 |
| 120 |
4.090 |
3.050 |
1.040 |
29.2% |
0.108 |
3.0% |
49% |
False |
False |
36,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.240 |
|
2.618 |
4.012 |
|
1.618 |
3.872 |
|
1.000 |
3.785 |
|
0.618 |
3.732 |
|
HIGH |
3.645 |
|
0.618 |
3.592 |
|
0.500 |
3.575 |
|
0.382 |
3.558 |
|
LOW |
3.505 |
|
0.618 |
3.418 |
|
1.000 |
3.365 |
|
1.618 |
3.278 |
|
2.618 |
3.138 |
|
4.250 |
2.910 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.575 |
3.543 |
| PP |
3.569 |
3.528 |
| S1 |
3.564 |
3.513 |
|