NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.500 |
3.465 |
-0.035 |
-1.0% |
3.594 |
| High |
3.533 |
3.465 |
-0.068 |
-1.9% |
3.670 |
| Low |
3.460 |
3.339 |
-0.121 |
-3.5% |
3.460 |
| Close |
3.503 |
3.354 |
-0.149 |
-4.3% |
3.503 |
| Range |
0.073 |
0.126 |
0.053 |
72.6% |
0.210 |
| ATR |
0.107 |
0.111 |
0.004 |
3.8% |
0.000 |
| Volume |
59,507 |
34,301 |
-25,206 |
-42.4% |
196,675 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.764 |
3.685 |
3.423 |
|
| R3 |
3.638 |
3.559 |
3.389 |
|
| R2 |
3.512 |
3.512 |
3.377 |
|
| R1 |
3.433 |
3.433 |
3.366 |
3.410 |
| PP |
3.386 |
3.386 |
3.386 |
3.374 |
| S1 |
3.307 |
3.307 |
3.342 |
3.284 |
| S2 |
3.260 |
3.260 |
3.331 |
|
| S3 |
3.134 |
3.181 |
3.319 |
|
| S4 |
3.008 |
3.055 |
3.285 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
4.049 |
3.619 |
|
| R3 |
3.964 |
3.839 |
3.561 |
|
| R2 |
3.754 |
3.754 |
3.542 |
|
| R1 |
3.629 |
3.629 |
3.522 |
3.587 |
| PP |
3.544 |
3.544 |
3.544 |
3.523 |
| S1 |
3.419 |
3.419 |
3.484 |
3.377 |
| S2 |
3.334 |
3.334 |
3.465 |
|
| S3 |
3.124 |
3.209 |
3.445 |
|
| S4 |
2.914 |
2.999 |
3.388 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.670 |
3.339 |
0.331 |
9.9% |
0.110 |
3.3% |
5% |
False |
True |
46,195 |
| 10 |
3.670 |
3.339 |
0.331 |
9.9% |
0.105 |
3.1% |
5% |
False |
True |
48,417 |
| 20 |
3.670 |
3.150 |
0.520 |
15.5% |
0.112 |
3.3% |
39% |
False |
False |
42,052 |
| 40 |
3.775 |
3.150 |
0.625 |
18.6% |
0.109 |
3.2% |
33% |
False |
False |
37,825 |
| 60 |
3.997 |
3.150 |
0.847 |
25.3% |
0.107 |
3.2% |
24% |
False |
False |
33,413 |
| 80 |
3.997 |
3.150 |
0.847 |
25.3% |
0.104 |
3.1% |
24% |
False |
False |
31,293 |
| 100 |
3.997 |
3.150 |
0.847 |
25.3% |
0.100 |
3.0% |
24% |
False |
False |
28,928 |
| 120 |
3.997 |
3.150 |
0.847 |
25.3% |
0.098 |
2.9% |
24% |
False |
False |
25,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.001 |
|
2.618 |
3.795 |
|
1.618 |
3.669 |
|
1.000 |
3.591 |
|
0.618 |
3.543 |
|
HIGH |
3.465 |
|
0.618 |
3.417 |
|
0.500 |
3.402 |
|
0.382 |
3.387 |
|
LOW |
3.339 |
|
0.618 |
3.261 |
|
1.000 |
3.213 |
|
1.618 |
3.135 |
|
2.618 |
3.009 |
|
4.250 |
2.804 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.402 |
3.476 |
| PP |
3.386 |
3.435 |
| S1 |
3.370 |
3.395 |
|