NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.368 |
3.518 |
0.150 |
4.5% |
3.458 |
| High |
3.488 |
3.548 |
0.060 |
1.7% |
3.500 |
| Low |
3.363 |
3.493 |
0.130 |
3.9% |
3.275 |
| Close |
3.481 |
3.519 |
0.038 |
1.1% |
3.481 |
| Range |
0.125 |
0.055 |
-0.070 |
-56.0% |
0.225 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.4% |
0.000 |
| Volume |
10,815 |
9,898 |
-917 |
-8.5% |
40,224 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.685 |
3.657 |
3.549 |
|
| R3 |
3.630 |
3.602 |
3.534 |
|
| R2 |
3.575 |
3.575 |
3.529 |
|
| R1 |
3.547 |
3.547 |
3.524 |
3.561 |
| PP |
3.520 |
3.520 |
3.520 |
3.527 |
| S1 |
3.492 |
3.492 |
3.514 |
3.506 |
| S2 |
3.465 |
3.465 |
3.509 |
|
| S3 |
3.410 |
3.437 |
3.504 |
|
| S4 |
3.355 |
3.382 |
3.489 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.094 |
4.012 |
3.605 |
|
| R3 |
3.869 |
3.787 |
3.543 |
|
| R2 |
3.644 |
3.644 |
3.522 |
|
| R1 |
3.562 |
3.562 |
3.502 |
3.603 |
| PP |
3.419 |
3.419 |
3.419 |
3.439 |
| S1 |
3.337 |
3.337 |
3.460 |
3.378 |
| S2 |
3.194 |
3.194 |
3.440 |
|
| S3 |
2.969 |
3.112 |
3.419 |
|
| S4 |
2.744 |
2.887 |
3.357 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.548 |
3.275 |
0.273 |
7.8% |
0.082 |
2.3% |
89% |
True |
False |
9,040 |
| 10 |
3.617 |
3.204 |
0.413 |
11.7% |
0.108 |
3.1% |
76% |
False |
False |
7,339 |
| 20 |
3.655 |
3.204 |
0.451 |
12.8% |
0.094 |
2.7% |
70% |
False |
False |
6,111 |
| 40 |
4.035 |
3.204 |
0.831 |
23.6% |
0.093 |
2.7% |
38% |
False |
False |
5,297 |
| 60 |
4.035 |
3.204 |
0.831 |
23.6% |
0.090 |
2.6% |
38% |
False |
False |
4,316 |
| 80 |
4.035 |
3.204 |
0.831 |
23.6% |
0.085 |
2.4% |
38% |
False |
False |
3,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.782 |
|
2.618 |
3.692 |
|
1.618 |
3.637 |
|
1.000 |
3.603 |
|
0.618 |
3.582 |
|
HIGH |
3.548 |
|
0.618 |
3.527 |
|
0.500 |
3.521 |
|
0.382 |
3.514 |
|
LOW |
3.493 |
|
0.618 |
3.459 |
|
1.000 |
3.438 |
|
1.618 |
3.404 |
|
2.618 |
3.349 |
|
4.250 |
3.259 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.521 |
3.489 |
| PP |
3.520 |
3.459 |
| S1 |
3.520 |
3.429 |
|