NYMEX Natural Gas Future May 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 |
3.530 |
3.529 |
-0.001 |
0.0% |
3.640 |
| High |
3.592 |
3.529 |
-0.063 |
-1.8% |
3.716 |
| Low |
3.523 |
3.400 |
-0.123 |
-3.5% |
3.523 |
| Close |
3.561 |
3.414 |
-0.147 |
-4.1% |
3.561 |
| Range |
0.069 |
0.129 |
0.060 |
87.0% |
0.193 |
| ATR |
0.103 |
0.107 |
0.004 |
4.0% |
0.000 |
| Volume |
23,608 |
16,593 |
-7,015 |
-29.7% |
91,685 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.835 |
3.753 |
3.485 |
|
| R3 |
3.706 |
3.624 |
3.449 |
|
| R2 |
3.577 |
3.577 |
3.438 |
|
| R1 |
3.495 |
3.495 |
3.426 |
3.472 |
| PP |
3.448 |
3.448 |
3.448 |
3.436 |
| S1 |
3.366 |
3.366 |
3.402 |
3.343 |
| S2 |
3.319 |
3.319 |
3.390 |
|
| S3 |
3.190 |
3.237 |
3.379 |
|
| S4 |
3.061 |
3.108 |
3.343 |
|
|
| 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 |
3.400 |
0.316 |
9.3% |
0.108 |
3.2% |
4% |
False |
True |
21,655 |
| 10 |
3.716 |
3.400 |
0.316 |
9.3% |
0.101 |
2.9% |
4% |
False |
True |
20,360 |
| 20 |
3.716 |
3.150 |
0.566 |
16.6% |
0.109 |
3.2% |
47% |
False |
False |
17,453 |
| 40 |
3.806 |
3.150 |
0.656 |
19.2% |
0.103 |
3.0% |
40% |
False |
False |
14,000 |
| 60 |
4.015 |
3.150 |
0.865 |
25.3% |
0.097 |
2.8% |
31% |
False |
False |
11,432 |
| 80 |
4.015 |
3.150 |
0.865 |
25.3% |
0.094 |
2.7% |
31% |
False |
False |
10,051 |
| 100 |
4.015 |
3.150 |
0.865 |
25.3% |
0.089 |
2.6% |
31% |
False |
False |
8,855 |
| 120 |
4.015 |
3.150 |
0.865 |
25.3% |
0.086 |
2.5% |
31% |
False |
False |
7,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.077 |
|
2.618 |
3.867 |
|
1.618 |
3.738 |
|
1.000 |
3.658 |
|
0.618 |
3.609 |
|
HIGH |
3.529 |
|
0.618 |
3.480 |
|
0.500 |
3.465 |
|
0.382 |
3.449 |
|
LOW |
3.400 |
|
0.618 |
3.320 |
|
1.000 |
3.271 |
|
1.618 |
3.191 |
|
2.618 |
3.062 |
|
4.250 |
2.852 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.465 |
3.533 |
| PP |
3.448 |
3.493 |
| S1 |
3.431 |
3.454 |
|