NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.594 |
3.594 |
0.000 |
0.0% |
3.401 |
| High |
3.670 |
3.616 |
-0.054 |
-1.5% |
3.599 |
| Low |
3.527 |
3.538 |
0.011 |
0.3% |
3.368 |
| Close |
3.583 |
3.581 |
-0.002 |
-0.1% |
3.590 |
| Range |
0.143 |
0.078 |
-0.065 |
-45.5% |
0.231 |
| ATR |
0.110 |
0.108 |
-0.002 |
-2.1% |
0.000 |
| Volume |
36,457 |
56,209 |
19,752 |
54.2% |
253,197 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.812 |
3.775 |
3.624 |
|
| R3 |
3.734 |
3.697 |
3.602 |
|
| R2 |
3.656 |
3.656 |
3.595 |
|
| R1 |
3.619 |
3.619 |
3.588 |
3.599 |
| PP |
3.578 |
3.578 |
3.578 |
3.568 |
| S1 |
3.541 |
3.541 |
3.574 |
3.521 |
| S2 |
3.500 |
3.500 |
3.567 |
|
| S3 |
3.422 |
3.463 |
3.560 |
|
| S4 |
3.344 |
3.385 |
3.538 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.212 |
4.132 |
3.717 |
|
| R3 |
3.981 |
3.901 |
3.654 |
|
| R2 |
3.750 |
3.750 |
3.632 |
|
| R1 |
3.670 |
3.670 |
3.611 |
3.710 |
| PP |
3.519 |
3.519 |
3.519 |
3.539 |
| S1 |
3.439 |
3.439 |
3.569 |
3.479 |
| S2 |
3.288 |
3.288 |
3.548 |
|
| S3 |
3.057 |
3.208 |
3.526 |
|
| S4 |
2.826 |
2.977 |
3.463 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.670 |
3.393 |
0.277 |
7.7% |
0.106 |
3.0% |
68% |
False |
False |
48,109 |
| 10 |
3.670 |
3.155 |
0.515 |
14.4% |
0.106 |
2.9% |
83% |
False |
False |
49,087 |
| 20 |
3.670 |
3.150 |
0.520 |
14.5% |
0.109 |
3.0% |
83% |
False |
False |
37,589 |
| 40 |
3.943 |
3.150 |
0.793 |
22.1% |
0.109 |
3.0% |
54% |
False |
False |
36,147 |
| 60 |
3.997 |
3.150 |
0.847 |
23.7% |
0.107 |
3.0% |
51% |
False |
False |
32,120 |
| 80 |
3.997 |
3.150 |
0.847 |
23.7% |
0.103 |
2.9% |
51% |
False |
False |
30,931 |
| 100 |
3.997 |
3.150 |
0.847 |
23.7% |
0.099 |
2.8% |
51% |
False |
False |
27,799 |
| 120 |
3.997 |
3.150 |
0.847 |
23.7% |
0.099 |
2.8% |
51% |
False |
False |
24,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.948 |
|
2.618 |
3.820 |
|
1.618 |
3.742 |
|
1.000 |
3.694 |
|
0.618 |
3.664 |
|
HIGH |
3.616 |
|
0.618 |
3.586 |
|
0.500 |
3.577 |
|
0.382 |
3.568 |
|
LOW |
3.538 |
|
0.618 |
3.490 |
|
1.000 |
3.460 |
|
1.618 |
3.412 |
|
2.618 |
3.334 |
|
4.250 |
3.207 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.580 |
3.589 |
| PP |
3.578 |
3.586 |
| S1 |
3.577 |
3.584 |
|