NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.304 |
3.464 |
0.160 |
4.8% |
3.390 |
| High |
3.434 |
3.496 |
0.062 |
1.8% |
3.447 |
| Low |
3.304 |
3.437 |
0.133 |
4.0% |
3.214 |
| Close |
3.425 |
3.464 |
0.039 |
1.1% |
3.425 |
| Range |
0.130 |
0.059 |
-0.071 |
-54.6% |
0.233 |
| ATR |
0.107 |
0.105 |
-0.003 |
-2.4% |
0.000 |
| Volume |
22,891 |
23,020 |
129 |
0.6% |
93,237 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.612 |
3.496 |
|
| R3 |
3.584 |
3.553 |
3.480 |
|
| R2 |
3.525 |
3.525 |
3.475 |
|
| R1 |
3.494 |
3.494 |
3.469 |
3.494 |
| PP |
3.466 |
3.466 |
3.466 |
3.465 |
| S1 |
3.435 |
3.435 |
3.459 |
3.435 |
| S2 |
3.407 |
3.407 |
3.453 |
|
| S3 |
3.348 |
3.376 |
3.448 |
|
| S4 |
3.289 |
3.317 |
3.432 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.061 |
3.976 |
3.553 |
|
| R3 |
3.828 |
3.743 |
3.489 |
|
| R2 |
3.595 |
3.595 |
3.468 |
|
| R1 |
3.510 |
3.510 |
3.446 |
3.553 |
| PP |
3.362 |
3.362 |
3.362 |
3.383 |
| S1 |
3.277 |
3.277 |
3.404 |
3.320 |
| S2 |
3.129 |
3.129 |
3.382 |
|
| S3 |
2.896 |
3.044 |
3.361 |
|
| S4 |
2.663 |
2.811 |
3.297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.496 |
3.214 |
0.282 |
8.1% |
0.086 |
2.5% |
89% |
True |
False |
20,573 |
| 10 |
3.571 |
3.150 |
0.421 |
12.2% |
0.112 |
3.2% |
75% |
False |
False |
16,022 |
| 20 |
3.612 |
3.150 |
0.462 |
13.3% |
0.103 |
3.0% |
68% |
False |
False |
13,222 |
| 40 |
4.015 |
3.150 |
0.865 |
25.0% |
0.100 |
2.9% |
36% |
False |
False |
10,824 |
| 60 |
4.015 |
3.150 |
0.865 |
25.0% |
0.095 |
2.7% |
36% |
False |
False |
9,150 |
| 80 |
4.015 |
3.150 |
0.865 |
25.0% |
0.090 |
2.6% |
36% |
False |
False |
8,301 |
| 100 |
4.015 |
3.150 |
0.865 |
25.0% |
0.087 |
2.5% |
36% |
False |
False |
7,197 |
| 120 |
4.015 |
3.150 |
0.865 |
25.0% |
0.084 |
2.4% |
36% |
False |
False |
6,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.747 |
|
2.618 |
3.650 |
|
1.618 |
3.591 |
|
1.000 |
3.555 |
|
0.618 |
3.532 |
|
HIGH |
3.496 |
|
0.618 |
3.473 |
|
0.500 |
3.467 |
|
0.382 |
3.460 |
|
LOW |
3.437 |
|
0.618 |
3.401 |
|
1.000 |
3.378 |
|
1.618 |
3.342 |
|
2.618 |
3.283 |
|
4.250 |
3.186 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.467 |
3.433 |
| PP |
3.466 |
3.402 |
| S1 |
3.465 |
3.372 |
|