NYMEX Natural Gas Future May 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 |
3.640 |
3.647 |
0.007 |
0.2% |
3.464 |
| High |
3.716 |
3.670 |
-0.046 |
-1.2% |
3.644 |
| Low |
3.578 |
3.594 |
0.016 |
0.4% |
3.425 |
| Close |
3.634 |
3.637 |
0.003 |
0.1% |
3.636 |
| Range |
0.138 |
0.076 |
-0.062 |
-44.9% |
0.219 |
| ATR |
0.107 |
0.104 |
-0.002 |
-2.0% |
0.000 |
| Volume |
15,969 |
28,004 |
12,035 |
75.4% |
95,324 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.862 |
3.825 |
3.679 |
|
| R3 |
3.786 |
3.749 |
3.658 |
|
| R2 |
3.710 |
3.710 |
3.651 |
|
| R1 |
3.673 |
3.673 |
3.644 |
3.654 |
| PP |
3.634 |
3.634 |
3.634 |
3.624 |
| S1 |
3.597 |
3.597 |
3.630 |
3.578 |
| S2 |
3.558 |
3.558 |
3.623 |
|
| S3 |
3.482 |
3.521 |
3.616 |
|
| S4 |
3.406 |
3.445 |
3.595 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.225 |
4.150 |
3.756 |
|
| R3 |
4.006 |
3.931 |
3.696 |
|
| R2 |
3.787 |
3.787 |
3.676 |
|
| R1 |
3.712 |
3.712 |
3.656 |
3.750 |
| PP |
3.568 |
3.568 |
3.568 |
3.587 |
| S1 |
3.493 |
3.493 |
3.616 |
3.531 |
| S2 |
3.349 |
3.349 |
3.596 |
|
| S3 |
3.130 |
3.274 |
3.576 |
|
| S4 |
2.911 |
3.055 |
3.516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.716 |
3.440 |
0.276 |
7.6% |
0.104 |
2.9% |
71% |
False |
False |
19,750 |
| 10 |
3.716 |
3.214 |
0.502 |
13.8% |
0.099 |
2.7% |
84% |
False |
False |
20,700 |
| 20 |
3.716 |
3.150 |
0.566 |
15.6% |
0.105 |
2.9% |
86% |
False |
False |
15,325 |
| 40 |
3.942 |
3.150 |
0.792 |
21.8% |
0.102 |
2.8% |
61% |
False |
False |
12,818 |
| 60 |
4.015 |
3.150 |
0.865 |
23.8% |
0.097 |
2.7% |
56% |
False |
False |
10,588 |
| 80 |
4.015 |
3.150 |
0.865 |
23.8% |
0.093 |
2.6% |
56% |
False |
False |
9,497 |
| 100 |
4.015 |
3.150 |
0.865 |
23.8% |
0.088 |
2.4% |
56% |
False |
False |
8,259 |
| 120 |
4.015 |
3.150 |
0.865 |
23.8% |
0.086 |
2.4% |
56% |
False |
False |
7,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.993 |
|
2.618 |
3.869 |
|
1.618 |
3.793 |
|
1.000 |
3.746 |
|
0.618 |
3.717 |
|
HIGH |
3.670 |
|
0.618 |
3.641 |
|
0.500 |
3.632 |
|
0.382 |
3.623 |
|
LOW |
3.594 |
|
0.618 |
3.547 |
|
1.000 |
3.518 |
|
1.618 |
3.471 |
|
2.618 |
3.395 |
|
4.250 |
3.271 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.635 |
3.637 |
| PP |
3.634 |
3.636 |
| S1 |
3.632 |
3.636 |
|