NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.521 |
3.523 |
0.002 |
0.1% |
3.390 |
| High |
3.523 |
3.600 |
0.077 |
2.2% |
3.447 |
| Low |
3.440 |
3.464 |
0.024 |
0.7% |
3.214 |
| Close |
3.513 |
3.571 |
0.058 |
1.7% |
3.425 |
| Range |
0.083 |
0.136 |
0.053 |
63.9% |
0.233 |
| ATR |
0.103 |
0.105 |
0.002 |
2.3% |
0.000 |
| Volume |
23,429 |
13,607 |
-9,822 |
-41.9% |
93,237 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.953 |
3.898 |
3.646 |
|
| R3 |
3.817 |
3.762 |
3.608 |
|
| R2 |
3.681 |
3.681 |
3.596 |
|
| R1 |
3.626 |
3.626 |
3.583 |
3.654 |
| PP |
3.545 |
3.545 |
3.545 |
3.559 |
| S1 |
3.490 |
3.490 |
3.559 |
3.518 |
| S2 |
3.409 |
3.409 |
3.546 |
|
| S3 |
3.273 |
3.354 |
3.534 |
|
| S4 |
3.137 |
3.218 |
3.496 |
|
|
| 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 |
3.600 |
3.304 |
0.296 |
8.3% |
0.102 |
2.9% |
90% |
True |
False |
20,094 |
| 10 |
3.600 |
3.214 |
0.386 |
10.8% |
0.094 |
2.6% |
92% |
True |
False |
18,685 |
| 20 |
3.612 |
3.150 |
0.462 |
12.9% |
0.104 |
2.9% |
91% |
False |
False |
13,801 |
| 40 |
4.015 |
3.150 |
0.865 |
24.2% |
0.101 |
2.8% |
49% |
False |
False |
11,643 |
| 60 |
4.015 |
3.150 |
0.865 |
24.2% |
0.096 |
2.7% |
49% |
False |
False |
9,795 |
| 80 |
4.015 |
3.150 |
0.865 |
24.2% |
0.092 |
2.6% |
49% |
False |
False |
8,857 |
| 100 |
4.015 |
3.150 |
0.865 |
24.2% |
0.088 |
2.5% |
49% |
False |
False |
7,687 |
| 120 |
4.015 |
3.150 |
0.865 |
24.2% |
0.085 |
2.4% |
49% |
False |
False |
6,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.178 |
|
2.618 |
3.956 |
|
1.618 |
3.820 |
|
1.000 |
3.736 |
|
0.618 |
3.684 |
|
HIGH |
3.600 |
|
0.618 |
3.548 |
|
0.500 |
3.532 |
|
0.382 |
3.516 |
|
LOW |
3.464 |
|
0.618 |
3.380 |
|
1.000 |
3.328 |
|
1.618 |
3.244 |
|
2.618 |
3.108 |
|
4.250 |
2.886 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.558 |
3.552 |
| PP |
3.545 |
3.532 |
| S1 |
3.532 |
3.513 |
|