NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.390 |
3.440 |
0.050 |
1.5% |
3.640 |
| High |
3.454 |
3.499 |
0.045 |
1.3% |
3.716 |
| Low |
3.378 |
3.356 |
-0.022 |
-0.7% |
3.523 |
| Close |
3.445 |
3.452 |
0.007 |
0.2% |
3.561 |
| Range |
0.076 |
0.143 |
0.067 |
88.2% |
0.193 |
| ATR |
0.103 |
0.106 |
0.003 |
2.8% |
0.000 |
| Volume |
16,822 |
15,111 |
-1,711 |
-10.2% |
91,685 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.865 |
3.801 |
3.531 |
|
| R3 |
3.722 |
3.658 |
3.491 |
|
| R2 |
3.579 |
3.579 |
3.478 |
|
| R1 |
3.515 |
3.515 |
3.465 |
3.547 |
| PP |
3.436 |
3.436 |
3.436 |
3.452 |
| S1 |
3.372 |
3.372 |
3.439 |
3.404 |
| S2 |
3.293 |
3.293 |
3.426 |
|
| S3 |
3.150 |
3.229 |
3.413 |
|
| S4 |
3.007 |
3.086 |
3.373 |
|
|
| 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 |
3.592 |
3.345 |
0.247 |
7.2% |
0.096 |
2.8% |
43% |
False |
False |
18,324 |
| 10 |
3.716 |
3.345 |
0.371 |
10.7% |
0.104 |
3.0% |
29% |
False |
False |
19,104 |
| 20 |
3.716 |
3.214 |
0.502 |
14.5% |
0.095 |
2.8% |
47% |
False |
False |
18,902 |
| 40 |
3.784 |
3.150 |
0.634 |
18.4% |
0.102 |
2.9% |
48% |
False |
False |
14,626 |
| 60 |
4.015 |
3.150 |
0.865 |
25.1% |
0.098 |
2.8% |
35% |
False |
False |
12,050 |
| 80 |
4.015 |
3.150 |
0.865 |
25.1% |
0.094 |
2.7% |
35% |
False |
False |
10,461 |
| 100 |
4.015 |
3.150 |
0.865 |
25.1% |
0.091 |
2.6% |
35% |
False |
False |
9,302 |
| 120 |
4.015 |
3.150 |
0.865 |
25.1% |
0.086 |
2.5% |
35% |
False |
False |
8,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.107 |
|
2.618 |
3.873 |
|
1.618 |
3.730 |
|
1.000 |
3.642 |
|
0.618 |
3.587 |
|
HIGH |
3.499 |
|
0.618 |
3.444 |
|
0.500 |
3.428 |
|
0.382 |
3.411 |
|
LOW |
3.356 |
|
0.618 |
3.268 |
|
1.000 |
3.213 |
|
1.618 |
3.125 |
|
2.618 |
2.982 |
|
4.250 |
2.748 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.444 |
3.442 |
| PP |
3.436 |
3.432 |
| S1 |
3.428 |
3.422 |
|