NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.409 |
3.462 |
0.053 |
1.6% |
3.342 |
| High |
3.484 |
3.478 |
-0.006 |
-0.2% |
3.396 |
| Low |
3.368 |
3.393 |
0.025 |
0.7% |
3.155 |
| Close |
3.478 |
3.466 |
-0.012 |
-0.3% |
3.371 |
| Range |
0.116 |
0.085 |
-0.031 |
-26.7% |
0.241 |
| ATR |
0.109 |
0.107 |
-0.002 |
-1.6% |
0.000 |
| Volume |
49,310 |
55,531 |
6,221 |
12.6% |
213,857 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.701 |
3.668 |
3.513 |
|
| R3 |
3.616 |
3.583 |
3.489 |
|
| R2 |
3.531 |
3.531 |
3.482 |
|
| R1 |
3.498 |
3.498 |
3.474 |
3.515 |
| PP |
3.446 |
3.446 |
3.446 |
3.454 |
| S1 |
3.413 |
3.413 |
3.458 |
3.430 |
| S2 |
3.361 |
3.361 |
3.450 |
|
| S3 |
3.276 |
3.328 |
3.443 |
|
| S4 |
3.191 |
3.243 |
3.419 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.942 |
3.504 |
|
| R3 |
3.789 |
3.701 |
3.437 |
|
| R2 |
3.548 |
3.548 |
3.415 |
|
| R1 |
3.460 |
3.460 |
3.393 |
3.504 |
| PP |
3.307 |
3.307 |
3.307 |
3.330 |
| S1 |
3.219 |
3.219 |
3.349 |
3.263 |
| S2 |
3.066 |
3.066 |
3.327 |
|
| S3 |
2.825 |
2.978 |
3.305 |
|
| S4 |
2.584 |
2.737 |
3.238 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.484 |
3.189 |
0.295 |
8.5% |
0.098 |
2.8% |
94% |
False |
False |
53,183 |
| 10 |
3.484 |
3.155 |
0.329 |
9.5% |
0.096 |
2.8% |
95% |
False |
False |
46,477 |
| 20 |
3.577 |
3.150 |
0.427 |
12.3% |
0.108 |
3.1% |
74% |
False |
False |
35,011 |
| 40 |
3.997 |
3.150 |
0.847 |
24.4% |
0.107 |
3.1% |
37% |
False |
False |
33,800 |
| 60 |
3.997 |
3.150 |
0.847 |
24.4% |
0.107 |
3.1% |
37% |
False |
False |
30,448 |
| 80 |
3.997 |
3.150 |
0.847 |
24.4% |
0.101 |
2.9% |
37% |
False |
False |
29,495 |
| 100 |
3.997 |
3.150 |
0.847 |
24.4% |
0.099 |
2.8% |
37% |
False |
False |
26,279 |
| 120 |
3.997 |
3.150 |
0.847 |
24.4% |
0.097 |
2.8% |
37% |
False |
False |
23,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.839 |
|
2.618 |
3.701 |
|
1.618 |
3.616 |
|
1.000 |
3.563 |
|
0.618 |
3.531 |
|
HIGH |
3.478 |
|
0.618 |
3.446 |
|
0.500 |
3.436 |
|
0.382 |
3.425 |
|
LOW |
3.393 |
|
0.618 |
3.340 |
|
1.000 |
3.308 |
|
1.618 |
3.255 |
|
2.618 |
3.170 |
|
4.250 |
3.032 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.456 |
3.453 |
| PP |
3.446 |
3.439 |
| S1 |
3.436 |
3.426 |
|