NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.262 |
3.335 |
0.073 |
2.2% |
3.571 |
| High |
3.344 |
3.395 |
0.051 |
1.5% |
3.646 |
| Low |
3.261 |
3.243 |
-0.018 |
-0.6% |
3.423 |
| Close |
3.335 |
3.339 |
0.004 |
0.1% |
3.463 |
| Range |
0.083 |
0.152 |
0.069 |
83.1% |
0.223 |
| ATR |
0.113 |
0.116 |
0.003 |
2.5% |
0.000 |
| Volume |
113,310 |
212,223 |
98,913 |
87.3% |
412,383 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.782 |
3.712 |
3.423 |
|
| R3 |
3.630 |
3.560 |
3.381 |
|
| R2 |
3.478 |
3.478 |
3.367 |
|
| R1 |
3.408 |
3.408 |
3.353 |
3.443 |
| PP |
3.326 |
3.326 |
3.326 |
3.343 |
| S1 |
3.256 |
3.256 |
3.325 |
3.291 |
| S2 |
3.174 |
3.174 |
3.311 |
|
| S3 |
3.022 |
3.104 |
3.297 |
|
| S4 |
2.870 |
2.952 |
3.255 |
|
|
| 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 |
3.495 |
3.232 |
0.263 |
7.9% |
0.100 |
3.0% |
41% |
False |
False |
135,323 |
| 10 |
3.646 |
3.232 |
0.414 |
12.4% |
0.111 |
3.3% |
26% |
False |
False |
117,251 |
| 20 |
3.646 |
3.105 |
0.541 |
16.2% |
0.108 |
3.2% |
43% |
False |
False |
96,008 |
| 40 |
3.750 |
3.100 |
0.650 |
19.5% |
0.114 |
3.4% |
37% |
False |
False |
71,645 |
| 60 |
4.036 |
3.100 |
0.936 |
28.0% |
0.114 |
3.4% |
26% |
False |
False |
55,677 |
| 80 |
4.049 |
3.100 |
0.949 |
28.4% |
0.112 |
3.4% |
25% |
False |
False |
46,693 |
| 100 |
4.049 |
3.100 |
0.949 |
28.4% |
0.109 |
3.3% |
25% |
False |
False |
40,708 |
| 120 |
4.049 |
3.100 |
0.949 |
28.4% |
0.103 |
3.1% |
25% |
False |
False |
35,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.041 |
|
2.618 |
3.793 |
|
1.618 |
3.641 |
|
1.000 |
3.547 |
|
0.618 |
3.489 |
|
HIGH |
3.395 |
|
0.618 |
3.337 |
|
0.500 |
3.319 |
|
0.382 |
3.301 |
|
LOW |
3.243 |
|
0.618 |
3.149 |
|
1.000 |
3.091 |
|
1.618 |
2.997 |
|
2.618 |
2.845 |
|
4.250 |
2.597 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.332 |
3.331 |
| PP |
3.326 |
3.322 |
| S1 |
3.319 |
3.314 |
|