NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.702 |
3.580 |
-0.122 |
-3.3% |
3.708 |
| High |
3.718 |
3.648 |
-0.070 |
-1.9% |
3.763 |
| Low |
3.593 |
3.579 |
-0.014 |
-0.4% |
3.579 |
| Close |
3.603 |
3.617 |
0.014 |
0.4% |
3.617 |
| Range |
0.125 |
0.069 |
-0.056 |
-44.8% |
0.184 |
| ATR |
0.098 |
0.096 |
-0.002 |
-2.1% |
0.000 |
| Volume |
10,571 |
11,528 |
957 |
9.1% |
42,422 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.822 |
3.788 |
3.655 |
|
| R3 |
3.753 |
3.719 |
3.636 |
|
| R2 |
3.684 |
3.684 |
3.630 |
|
| R1 |
3.650 |
3.650 |
3.623 |
3.667 |
| PP |
3.615 |
3.615 |
3.615 |
3.623 |
| S1 |
3.581 |
3.581 |
3.611 |
3.598 |
| S2 |
3.546 |
3.546 |
3.604 |
|
| S3 |
3.477 |
3.512 |
3.598 |
|
| S4 |
3.408 |
3.443 |
3.579 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.205 |
4.095 |
3.718 |
|
| R3 |
4.021 |
3.911 |
3.668 |
|
| R2 |
3.837 |
3.837 |
3.651 |
|
| R1 |
3.727 |
3.727 |
3.634 |
3.690 |
| PP |
3.653 |
3.653 |
3.653 |
3.635 |
| S1 |
3.543 |
3.543 |
3.600 |
3.506 |
| S2 |
3.469 |
3.469 |
3.583 |
|
| S3 |
3.285 |
3.359 |
3.566 |
|
| S4 |
3.101 |
3.175 |
3.516 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.763 |
3.579 |
0.184 |
5.1% |
0.093 |
2.6% |
21% |
False |
True |
10,440 |
| 10 |
3.763 |
3.363 |
0.400 |
11.1% |
0.092 |
2.6% |
64% |
False |
False |
10,779 |
| 20 |
3.763 |
3.204 |
0.559 |
15.5% |
0.098 |
2.7% |
74% |
False |
False |
8,399 |
| 40 |
3.947 |
3.204 |
0.743 |
20.5% |
0.095 |
2.6% |
56% |
False |
False |
6,917 |
| 60 |
4.035 |
3.204 |
0.831 |
23.0% |
0.091 |
2.5% |
50% |
False |
False |
5,501 |
| 80 |
4.035 |
3.204 |
0.831 |
23.0% |
0.088 |
2.4% |
50% |
False |
False |
4,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.941 |
|
2.618 |
3.829 |
|
1.618 |
3.760 |
|
1.000 |
3.717 |
|
0.618 |
3.691 |
|
HIGH |
3.648 |
|
0.618 |
3.622 |
|
0.500 |
3.614 |
|
0.382 |
3.605 |
|
LOW |
3.579 |
|
0.618 |
3.536 |
|
1.000 |
3.510 |
|
1.618 |
3.467 |
|
2.618 |
3.398 |
|
4.250 |
3.286 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.616 |
3.649 |
| PP |
3.615 |
3.638 |
| S1 |
3.614 |
3.628 |
|