NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.365 |
3.374 |
0.009 |
0.3% |
3.290 |
| High |
3.416 |
3.459 |
0.043 |
1.3% |
3.365 |
| Low |
3.346 |
3.331 |
-0.015 |
-0.4% |
3.105 |
| Close |
3.378 |
3.453 |
0.075 |
2.2% |
3.336 |
| Range |
0.070 |
0.128 |
0.058 |
82.9% |
0.260 |
| ATR |
0.116 |
0.117 |
0.001 |
0.8% |
0.000 |
| Volume |
92,562 |
107,777 |
15,215 |
16.4% |
349,109 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.798 |
3.754 |
3.523 |
|
| R3 |
3.670 |
3.626 |
3.488 |
|
| R2 |
3.542 |
3.542 |
3.476 |
|
| R1 |
3.498 |
3.498 |
3.465 |
3.520 |
| PP |
3.414 |
3.414 |
3.414 |
3.426 |
| S1 |
3.370 |
3.370 |
3.441 |
3.392 |
| S2 |
3.286 |
3.286 |
3.430 |
|
| S3 |
3.158 |
3.242 |
3.418 |
|
| S4 |
3.030 |
3.114 |
3.383 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.049 |
3.952 |
3.479 |
|
| R3 |
3.789 |
3.692 |
3.408 |
|
| R2 |
3.529 |
3.529 |
3.384 |
|
| R1 |
3.432 |
3.432 |
3.360 |
3.481 |
| PP |
3.269 |
3.269 |
3.269 |
3.293 |
| S1 |
3.172 |
3.172 |
3.312 |
3.221 |
| S2 |
3.009 |
3.009 |
3.288 |
|
| S3 |
2.749 |
2.912 |
3.265 |
|
| S4 |
2.489 |
2.652 |
3.193 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.459 |
3.105 |
0.354 |
10.3% |
0.116 |
3.4% |
98% |
True |
False |
94,683 |
| 10 |
3.459 |
3.100 |
0.359 |
10.4% |
0.122 |
3.5% |
98% |
True |
False |
68,625 |
| 20 |
3.551 |
3.100 |
0.451 |
13.1% |
0.116 |
3.4% |
78% |
False |
False |
51,918 |
| 40 |
4.036 |
3.100 |
0.936 |
27.1% |
0.116 |
3.4% |
38% |
False |
False |
46,894 |
| 60 |
4.049 |
3.100 |
0.949 |
27.5% |
0.115 |
3.3% |
37% |
False |
False |
38,030 |
| 80 |
4.049 |
3.100 |
0.949 |
27.5% |
0.110 |
3.2% |
37% |
False |
False |
33,287 |
| 100 |
4.049 |
3.100 |
0.949 |
27.5% |
0.106 |
3.1% |
37% |
False |
False |
28,847 |
| 120 |
4.049 |
3.100 |
0.949 |
27.5% |
0.102 |
2.9% |
37% |
False |
False |
25,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.003 |
|
2.618 |
3.794 |
|
1.618 |
3.666 |
|
1.000 |
3.587 |
|
0.618 |
3.538 |
|
HIGH |
3.459 |
|
0.618 |
3.410 |
|
0.500 |
3.395 |
|
0.382 |
3.380 |
|
LOW |
3.331 |
|
0.618 |
3.252 |
|
1.000 |
3.203 |
|
1.618 |
3.124 |
|
2.618 |
2.996 |
|
4.250 |
2.787 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.434 |
3.410 |
| PP |
3.414 |
3.368 |
| S1 |
3.395 |
3.325 |
|