NYMEX Natural Gas Future February 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.570 |
3.452 |
-0.118 |
-3.3% |
3.572 |
| High |
3.592 |
3.480 |
-0.112 |
-3.1% |
3.645 |
| Low |
3.441 |
3.411 |
-0.030 |
-0.9% |
3.411 |
| Close |
3.446 |
3.444 |
-0.002 |
-0.1% |
3.444 |
| Range |
0.151 |
0.069 |
-0.082 |
-54.3% |
0.234 |
| ATR |
0.122 |
0.118 |
-0.004 |
-3.1% |
0.000 |
| Volume |
165,774 |
69,906 |
-95,868 |
-57.8% |
502,969 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.652 |
3.617 |
3.482 |
|
| R3 |
3.583 |
3.548 |
3.463 |
|
| R2 |
3.514 |
3.514 |
3.457 |
|
| R1 |
3.479 |
3.479 |
3.450 |
3.462 |
| PP |
3.445 |
3.445 |
3.445 |
3.437 |
| S1 |
3.410 |
3.410 |
3.438 |
3.393 |
| S2 |
3.376 |
3.376 |
3.431 |
|
| S3 |
3.307 |
3.341 |
3.425 |
|
| S4 |
3.238 |
3.272 |
3.406 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.202 |
4.057 |
3.573 |
|
| R3 |
3.968 |
3.823 |
3.508 |
|
| R2 |
3.734 |
3.734 |
3.487 |
|
| R1 |
3.589 |
3.589 |
3.465 |
3.545 |
| PP |
3.500 |
3.500 |
3.500 |
3.478 |
| S1 |
3.355 |
3.355 |
3.423 |
3.311 |
| S2 |
3.266 |
3.266 |
3.401 |
|
| S3 |
3.032 |
3.121 |
3.380 |
|
| S4 |
2.798 |
2.887 |
3.315 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.645 |
3.411 |
0.234 |
6.8% |
0.110 |
3.2% |
14% |
False |
True |
123,208 |
| 10 |
3.645 |
3.178 |
0.467 |
13.6% |
0.117 |
3.4% |
57% |
False |
False |
141,846 |
| 20 |
3.645 |
3.050 |
0.595 |
17.3% |
0.121 |
3.5% |
66% |
False |
False |
120,703 |
| 40 |
3.899 |
3.050 |
0.849 |
24.7% |
0.121 |
3.5% |
46% |
False |
False |
90,105 |
| 60 |
4.074 |
3.050 |
1.024 |
29.7% |
0.119 |
3.5% |
38% |
False |
False |
67,051 |
| 80 |
4.090 |
3.050 |
1.040 |
30.2% |
0.117 |
3.4% |
38% |
False |
False |
54,781 |
| 100 |
4.090 |
3.050 |
1.040 |
30.2% |
0.112 |
3.2% |
38% |
False |
False |
45,916 |
| 120 |
4.090 |
3.050 |
1.040 |
30.2% |
0.107 |
3.1% |
38% |
False |
False |
39,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.773 |
|
2.618 |
3.661 |
|
1.618 |
3.592 |
|
1.000 |
3.549 |
|
0.618 |
3.523 |
|
HIGH |
3.480 |
|
0.618 |
3.454 |
|
0.500 |
3.446 |
|
0.382 |
3.437 |
|
LOW |
3.411 |
|
0.618 |
3.368 |
|
1.000 |
3.342 |
|
1.618 |
3.299 |
|
2.618 |
3.230 |
|
4.250 |
3.118 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.446 |
3.504 |
| PP |
3.445 |
3.484 |
| S1 |
3.445 |
3.464 |
|