NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.650 |
3.708 |
0.058 |
1.6% |
3.518 |
| High |
3.692 |
3.763 |
0.071 |
1.9% |
3.692 |
| Low |
3.619 |
3.630 |
0.011 |
0.3% |
3.493 |
| Close |
3.685 |
3.685 |
0.000 |
0.0% |
3.685 |
| Range |
0.073 |
0.133 |
0.060 |
82.2% |
0.199 |
| ATR |
0.096 |
0.099 |
0.003 |
2.7% |
0.000 |
| Volume |
9,779 |
9,144 |
-635 |
-6.5% |
54,559 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.092 |
4.021 |
3.758 |
|
| R3 |
3.959 |
3.888 |
3.722 |
|
| R2 |
3.826 |
3.826 |
3.709 |
|
| R1 |
3.755 |
3.755 |
3.697 |
3.724 |
| PP |
3.693 |
3.693 |
3.693 |
3.677 |
| S1 |
3.622 |
3.622 |
3.673 |
3.591 |
| S2 |
3.560 |
3.560 |
3.661 |
|
| S3 |
3.427 |
3.489 |
3.648 |
|
| S4 |
3.294 |
3.356 |
3.612 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.220 |
4.152 |
3.794 |
|
| R3 |
4.021 |
3.953 |
3.740 |
|
| R2 |
3.822 |
3.822 |
3.721 |
|
| R1 |
3.754 |
3.754 |
3.703 |
3.788 |
| PP |
3.623 |
3.623 |
3.623 |
3.641 |
| S1 |
3.555 |
3.555 |
3.667 |
3.589 |
| S2 |
3.424 |
3.424 |
3.649 |
|
| S3 |
3.225 |
3.356 |
3.630 |
|
| S4 |
3.026 |
3.157 |
3.576 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.763 |
3.493 |
0.270 |
7.3% |
0.097 |
2.6% |
71% |
True |
False |
10,761 |
| 10 |
3.763 |
3.275 |
0.488 |
13.2% |
0.090 |
2.4% |
84% |
True |
False |
9,900 |
| 20 |
3.763 |
3.204 |
0.559 |
15.2% |
0.094 |
2.5% |
86% |
True |
False |
7,604 |
| 40 |
4.035 |
3.204 |
0.831 |
22.6% |
0.094 |
2.6% |
58% |
False |
False |
6,268 |
| 60 |
4.035 |
3.204 |
0.831 |
22.6% |
0.091 |
2.5% |
58% |
False |
False |
5,030 |
| 80 |
4.035 |
3.204 |
0.831 |
22.6% |
0.087 |
2.4% |
58% |
False |
False |
4,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.328 |
|
2.618 |
4.111 |
|
1.618 |
3.978 |
|
1.000 |
3.896 |
|
0.618 |
3.845 |
|
HIGH |
3.763 |
|
0.618 |
3.712 |
|
0.500 |
3.697 |
|
0.382 |
3.681 |
|
LOW |
3.630 |
|
0.618 |
3.548 |
|
1.000 |
3.497 |
|
1.618 |
3.415 |
|
2.618 |
3.282 |
|
4.250 |
3.065 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.697 |
3.672 |
| PP |
3.693 |
3.660 |
| S1 |
3.689 |
3.647 |
|