NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.653 |
3.530 |
-0.123 |
-3.4% |
3.640 |
| High |
3.666 |
3.592 |
-0.074 |
-2.0% |
3.716 |
| Low |
3.540 |
3.523 |
-0.017 |
-0.5% |
3.523 |
| Close |
3.549 |
3.561 |
0.012 |
0.3% |
3.561 |
| Range |
0.126 |
0.069 |
-0.057 |
-45.2% |
0.193 |
| ATR |
0.106 |
0.103 |
-0.003 |
-2.5% |
0.000 |
| Volume |
24,104 |
23,608 |
-496 |
-2.1% |
91,685 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.766 |
3.732 |
3.599 |
|
| R3 |
3.697 |
3.663 |
3.580 |
|
| R2 |
3.628 |
3.628 |
3.574 |
|
| R1 |
3.594 |
3.594 |
3.567 |
3.611 |
| PP |
3.559 |
3.559 |
3.559 |
3.567 |
| S1 |
3.525 |
3.525 |
3.555 |
3.542 |
| S2 |
3.490 |
3.490 |
3.548 |
|
| S3 |
3.421 |
3.456 |
3.542 |
|
| S4 |
3.352 |
3.387 |
3.523 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.179 |
4.063 |
3.667 |
|
| R3 |
3.986 |
3.870 |
3.614 |
|
| R2 |
3.793 |
3.793 |
3.596 |
|
| R1 |
3.677 |
3.677 |
3.579 |
3.639 |
| PP |
3.600 |
3.600 |
3.600 |
3.581 |
| S1 |
3.484 |
3.484 |
3.543 |
3.446 |
| S2 |
3.407 |
3.407 |
3.526 |
|
| S3 |
3.214 |
3.291 |
3.508 |
|
| S4 |
3.021 |
3.098 |
3.455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.716 |
3.523 |
0.193 |
5.4% |
0.100 |
2.8% |
20% |
False |
True |
21,885 |
| 10 |
3.716 |
3.304 |
0.412 |
11.6% |
0.101 |
2.8% |
62% |
False |
False |
20,990 |
| 20 |
3.716 |
3.150 |
0.566 |
15.9% |
0.106 |
3.0% |
73% |
False |
False |
16,949 |
| 40 |
3.865 |
3.150 |
0.715 |
20.1% |
0.103 |
2.9% |
57% |
False |
False |
13,722 |
| 60 |
4.015 |
3.150 |
0.865 |
24.3% |
0.097 |
2.7% |
48% |
False |
False |
11,228 |
| 80 |
4.015 |
3.150 |
0.865 |
24.3% |
0.094 |
2.6% |
48% |
False |
False |
9,945 |
| 100 |
4.015 |
3.150 |
0.865 |
24.3% |
0.089 |
2.5% |
48% |
False |
False |
8,700 |
| 120 |
4.015 |
3.150 |
0.865 |
24.3% |
0.086 |
2.4% |
48% |
False |
False |
7,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.885 |
|
2.618 |
3.773 |
|
1.618 |
3.704 |
|
1.000 |
3.661 |
|
0.618 |
3.635 |
|
HIGH |
3.592 |
|
0.618 |
3.566 |
|
0.500 |
3.558 |
|
0.382 |
3.549 |
|
LOW |
3.523 |
|
0.618 |
3.480 |
|
1.000 |
3.454 |
|
1.618 |
3.411 |
|
2.618 |
3.342 |
|
4.250 |
3.230 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.560 |
3.597 |
| PP |
3.559 |
3.585 |
| S1 |
3.558 |
3.573 |
|