NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.398 |
3.390 |
-0.008 |
-0.2% |
3.640 |
| High |
3.406 |
3.454 |
0.048 |
1.4% |
3.716 |
| Low |
3.345 |
3.378 |
0.033 |
1.0% |
3.523 |
| Close |
3.371 |
3.445 |
0.074 |
2.2% |
3.561 |
| Range |
0.061 |
0.076 |
0.015 |
24.6% |
0.193 |
| ATR |
0.105 |
0.103 |
-0.002 |
-1.5% |
0.000 |
| Volume |
19,486 |
16,822 |
-2,664 |
-13.7% |
91,685 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.654 |
3.625 |
3.487 |
|
| R3 |
3.578 |
3.549 |
3.466 |
|
| R2 |
3.502 |
3.502 |
3.459 |
|
| R1 |
3.473 |
3.473 |
3.452 |
3.488 |
| PP |
3.426 |
3.426 |
3.426 |
3.433 |
| S1 |
3.397 |
3.397 |
3.438 |
3.412 |
| S2 |
3.350 |
3.350 |
3.431 |
|
| S3 |
3.274 |
3.321 |
3.424 |
|
| S4 |
3.198 |
3.245 |
3.403 |
|
|
| 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 |
3.666 |
3.345 |
0.321 |
9.3% |
0.092 |
2.7% |
31% |
False |
False |
20,122 |
| 10 |
3.716 |
3.345 |
0.371 |
10.8% |
0.098 |
2.9% |
27% |
False |
False |
19,936 |
| 20 |
3.716 |
3.150 |
0.566 |
16.4% |
0.104 |
3.0% |
52% |
False |
False |
18,546 |
| 40 |
3.784 |
3.150 |
0.634 |
18.4% |
0.100 |
2.9% |
47% |
False |
False |
14,484 |
| 60 |
4.015 |
3.150 |
0.865 |
25.1% |
0.097 |
2.8% |
34% |
False |
False |
11,878 |
| 80 |
4.015 |
3.150 |
0.865 |
25.1% |
0.093 |
2.7% |
34% |
False |
False |
10,374 |
| 100 |
4.015 |
3.150 |
0.865 |
25.1% |
0.090 |
2.6% |
34% |
False |
False |
9,176 |
| 120 |
4.015 |
3.150 |
0.865 |
25.1% |
0.086 |
2.5% |
34% |
False |
False |
7,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.777 |
|
2.618 |
3.653 |
|
1.618 |
3.577 |
|
1.000 |
3.530 |
|
0.618 |
3.501 |
|
HIGH |
3.454 |
|
0.618 |
3.425 |
|
0.500 |
3.416 |
|
0.382 |
3.407 |
|
LOW |
3.378 |
|
0.618 |
3.331 |
|
1.000 |
3.302 |
|
1.618 |
3.255 |
|
2.618 |
3.179 |
|
4.250 |
3.055 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.435 |
3.442 |
| PP |
3.426 |
3.440 |
| S1 |
3.416 |
3.437 |
|