NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.573 |
3.570 |
-0.003 |
-0.1% |
3.379 |
| High |
3.596 |
3.592 |
-0.004 |
-0.1% |
3.579 |
| Low |
3.512 |
3.441 |
-0.071 |
-2.0% |
3.328 |
| Close |
3.554 |
3.446 |
-0.108 |
-3.0% |
3.566 |
| Range |
0.084 |
0.151 |
0.067 |
79.8% |
0.251 |
| ATR |
0.120 |
0.122 |
0.002 |
1.9% |
0.000 |
| Volume |
101,485 |
165,774 |
64,289 |
63.3% |
752,461 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.946 |
3.847 |
3.529 |
|
| R3 |
3.795 |
3.696 |
3.488 |
|
| R2 |
3.644 |
3.644 |
3.474 |
|
| R1 |
3.545 |
3.545 |
3.460 |
3.519 |
| PP |
3.493 |
3.493 |
3.493 |
3.480 |
| S1 |
3.394 |
3.394 |
3.432 |
3.368 |
| S2 |
3.342 |
3.342 |
3.418 |
|
| S3 |
3.191 |
3.243 |
3.404 |
|
| S4 |
3.040 |
3.092 |
3.363 |
|
|
| 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 |
3.380 |
0.265 |
7.7% |
0.126 |
3.7% |
25% |
False |
False |
145,591 |
| 10 |
3.645 |
3.108 |
0.537 |
15.6% |
0.120 |
3.5% |
63% |
False |
False |
149,010 |
| 20 |
3.645 |
3.050 |
0.595 |
17.3% |
0.124 |
3.6% |
67% |
False |
False |
120,065 |
| 40 |
3.925 |
3.050 |
0.875 |
25.4% |
0.121 |
3.5% |
45% |
False |
False |
89,025 |
| 60 |
4.074 |
3.050 |
1.024 |
29.7% |
0.120 |
3.5% |
39% |
False |
False |
66,122 |
| 80 |
4.090 |
3.050 |
1.040 |
30.2% |
0.117 |
3.4% |
38% |
False |
False |
54,105 |
| 100 |
4.090 |
3.050 |
1.040 |
30.2% |
0.112 |
3.2% |
38% |
False |
False |
45,272 |
| 120 |
4.090 |
3.050 |
1.040 |
30.2% |
0.107 |
3.1% |
38% |
False |
False |
38,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.234 |
|
2.618 |
3.987 |
|
1.618 |
3.836 |
|
1.000 |
3.743 |
|
0.618 |
3.685 |
|
HIGH |
3.592 |
|
0.618 |
3.534 |
|
0.500 |
3.517 |
|
0.382 |
3.499 |
|
LOW |
3.441 |
|
0.618 |
3.348 |
|
1.000 |
3.290 |
|
1.618 |
3.197 |
|
2.618 |
3.046 |
|
4.250 |
2.799 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.517 |
3.543 |
| PP |
3.493 |
3.511 |
| S1 |
3.470 |
3.478 |
|