NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.297 |
3.262 |
-0.035 |
-1.1% |
3.571 |
| High |
3.300 |
3.344 |
0.044 |
1.3% |
3.646 |
| Low |
3.232 |
3.261 |
0.029 |
0.9% |
3.423 |
| Close |
3.258 |
3.335 |
0.077 |
2.4% |
3.463 |
| Range |
0.068 |
0.083 |
0.015 |
22.1% |
0.223 |
| ATR |
0.115 |
0.113 |
-0.002 |
-1.8% |
0.000 |
| Volume |
116,115 |
113,310 |
-2,805 |
-2.4% |
412,383 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.562 |
3.532 |
3.381 |
|
| R3 |
3.479 |
3.449 |
3.358 |
|
| R2 |
3.396 |
3.396 |
3.350 |
|
| R1 |
3.366 |
3.366 |
3.343 |
3.381 |
| PP |
3.313 |
3.313 |
3.313 |
3.321 |
| S1 |
3.283 |
3.283 |
3.327 |
3.298 |
| S2 |
3.230 |
3.230 |
3.320 |
|
| S3 |
3.147 |
3.200 |
3.312 |
|
| S4 |
3.064 |
3.117 |
3.289 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.180 |
4.044 |
3.586 |
|
| R3 |
3.957 |
3.821 |
3.524 |
|
| R2 |
3.734 |
3.734 |
3.504 |
|
| R1 |
3.598 |
3.598 |
3.483 |
3.555 |
| PP |
3.511 |
3.511 |
3.511 |
3.489 |
| S1 |
3.375 |
3.375 |
3.443 |
3.332 |
| S2 |
3.288 |
3.288 |
3.422 |
|
| S3 |
3.065 |
3.152 |
3.402 |
|
| S4 |
2.842 |
2.929 |
3.340 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.588 |
3.232 |
0.356 |
10.7% |
0.097 |
2.9% |
29% |
False |
False |
118,511 |
| 10 |
3.646 |
3.232 |
0.414 |
12.4% |
0.105 |
3.2% |
25% |
False |
False |
104,858 |
| 20 |
3.646 |
3.100 |
0.546 |
16.4% |
0.114 |
3.4% |
43% |
False |
False |
86,741 |
| 40 |
3.750 |
3.100 |
0.650 |
19.5% |
0.113 |
3.4% |
36% |
False |
False |
67,185 |
| 60 |
4.036 |
3.100 |
0.936 |
28.1% |
0.114 |
3.4% |
25% |
False |
False |
52,503 |
| 80 |
4.049 |
3.100 |
0.949 |
28.5% |
0.111 |
3.3% |
25% |
False |
False |
44,266 |
| 100 |
4.049 |
3.100 |
0.949 |
28.5% |
0.108 |
3.2% |
25% |
False |
False |
38,684 |
| 120 |
4.049 |
3.100 |
0.949 |
28.5% |
0.103 |
3.1% |
25% |
False |
False |
33,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.697 |
|
2.618 |
3.561 |
|
1.618 |
3.478 |
|
1.000 |
3.427 |
|
0.618 |
3.395 |
|
HIGH |
3.344 |
|
0.618 |
3.312 |
|
0.500 |
3.303 |
|
0.382 |
3.293 |
|
LOW |
3.261 |
|
0.618 |
3.210 |
|
1.000 |
3.178 |
|
1.618 |
3.127 |
|
2.618 |
3.044 |
|
4.250 |
2.908 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.324 |
3.331 |
| PP |
3.313 |
3.327 |
| S1 |
3.303 |
3.323 |
|