NYMEX Natural Gas Future March 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 |
3.481 |
3.571 |
0.090 |
2.6% |
3.365 |
| High |
3.576 |
3.646 |
0.070 |
2.0% |
3.576 |
| Low |
3.473 |
3.502 |
0.029 |
0.8% |
3.331 |
| Close |
3.565 |
3.558 |
-0.007 |
-0.2% |
3.565 |
| Range |
0.103 |
0.144 |
0.041 |
39.8% |
0.245 |
| ATR |
0.116 |
0.118 |
0.002 |
1.7% |
0.000 |
| Volume |
66,288 |
120,048 |
53,760 |
81.1% |
456,680 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.001 |
3.923 |
3.637 |
|
| R3 |
3.857 |
3.779 |
3.598 |
|
| R2 |
3.713 |
3.713 |
3.584 |
|
| R1 |
3.635 |
3.635 |
3.571 |
3.602 |
| PP |
3.569 |
3.569 |
3.569 |
3.552 |
| S1 |
3.491 |
3.491 |
3.545 |
3.458 |
| S2 |
3.425 |
3.425 |
3.532 |
|
| S3 |
3.281 |
3.347 |
3.518 |
|
| S4 |
3.137 |
3.203 |
3.479 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.226 |
4.140 |
3.700 |
|
| R3 |
3.981 |
3.895 |
3.632 |
|
| R2 |
3.736 |
3.736 |
3.610 |
|
| R1 |
3.650 |
3.650 |
3.587 |
3.693 |
| PP |
3.491 |
3.491 |
3.491 |
3.512 |
| S1 |
3.405 |
3.405 |
3.543 |
3.448 |
| S2 |
3.246 |
3.246 |
3.520 |
|
| S3 |
3.001 |
3.160 |
3.498 |
|
| S4 |
2.756 |
2.915 |
3.430 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.646 |
3.331 |
0.315 |
8.9% |
0.122 |
3.4% |
72% |
True |
False |
96,833 |
| 10 |
3.646 |
3.105 |
0.541 |
15.2% |
0.114 |
3.2% |
84% |
True |
False |
88,155 |
| 20 |
3.646 |
3.100 |
0.546 |
15.3% |
0.117 |
3.3% |
84% |
True |
False |
61,668 |
| 40 |
4.036 |
3.100 |
0.936 |
26.3% |
0.117 |
3.3% |
49% |
False |
False |
54,327 |
| 60 |
4.036 |
3.100 |
0.936 |
26.3% |
0.115 |
3.2% |
49% |
False |
False |
43,008 |
| 80 |
4.049 |
3.100 |
0.949 |
26.7% |
0.112 |
3.1% |
48% |
False |
False |
37,452 |
| 100 |
4.049 |
3.100 |
0.949 |
26.7% |
0.107 |
3.0% |
48% |
False |
False |
32,349 |
| 120 |
4.049 |
3.100 |
0.949 |
26.7% |
0.103 |
2.9% |
48% |
False |
False |
28,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.258 |
|
2.618 |
4.023 |
|
1.618 |
3.879 |
|
1.000 |
3.790 |
|
0.618 |
3.735 |
|
HIGH |
3.646 |
|
0.618 |
3.591 |
|
0.500 |
3.574 |
|
0.382 |
3.557 |
|
LOW |
3.502 |
|
0.618 |
3.413 |
|
1.000 |
3.358 |
|
1.618 |
3.269 |
|
2.618 |
3.125 |
|
4.250 |
2.890 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.574 |
3.544 |
| PP |
3.569 |
3.529 |
| S1 |
3.563 |
3.515 |
|