NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.563 |
3.575 |
0.012 |
0.3% |
3.458 |
| High |
3.572 |
3.650 |
0.078 |
2.2% |
3.500 |
| Low |
3.493 |
3.531 |
0.038 |
1.1% |
3.275 |
| Close |
3.565 |
3.622 |
0.057 |
1.6% |
3.481 |
| Range |
0.079 |
0.119 |
0.040 |
50.6% |
0.225 |
| ATR |
0.096 |
0.098 |
0.002 |
1.7% |
0.000 |
| Volume |
14,992 |
12,047 |
-2,945 |
-19.6% |
40,224 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.958 |
3.909 |
3.687 |
|
| R3 |
3.839 |
3.790 |
3.655 |
|
| R2 |
3.720 |
3.720 |
3.644 |
|
| R1 |
3.671 |
3.671 |
3.633 |
3.696 |
| PP |
3.601 |
3.601 |
3.601 |
3.613 |
| S1 |
3.552 |
3.552 |
3.611 |
3.577 |
| S2 |
3.482 |
3.482 |
3.600 |
|
| S3 |
3.363 |
3.433 |
3.589 |
|
| S4 |
3.244 |
3.314 |
3.557 |
|
|
| 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 |
3.650 |
3.363 |
0.287 |
7.9% |
0.092 |
2.5% |
90% |
True |
False |
11,119 |
| 10 |
3.650 |
3.275 |
0.375 |
10.4% |
0.087 |
2.4% |
93% |
True |
False |
9,309 |
| 20 |
3.655 |
3.204 |
0.451 |
12.5% |
0.094 |
2.6% |
93% |
False |
False |
7,084 |
| 40 |
4.035 |
3.204 |
0.831 |
22.9% |
0.094 |
2.6% |
50% |
False |
False |
5,870 |
| 60 |
4.035 |
3.204 |
0.831 |
22.9% |
0.090 |
2.5% |
50% |
False |
False |
4,770 |
| 80 |
4.035 |
3.204 |
0.831 |
22.9% |
0.086 |
2.4% |
50% |
False |
False |
4,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.156 |
|
2.618 |
3.962 |
|
1.618 |
3.843 |
|
1.000 |
3.769 |
|
0.618 |
3.724 |
|
HIGH |
3.650 |
|
0.618 |
3.605 |
|
0.500 |
3.591 |
|
0.382 |
3.576 |
|
LOW |
3.531 |
|
0.618 |
3.457 |
|
1.000 |
3.412 |
|
1.618 |
3.338 |
|
2.618 |
3.219 |
|
4.250 |
3.025 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.605 |
| PP |
3.601 |
3.588 |
| S1 |
3.591 |
3.572 |
|