NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.580 |
3.571 |
-0.009 |
-0.3% |
3.708 |
| High |
3.648 |
3.577 |
-0.071 |
-1.9% |
3.763 |
| Low |
3.579 |
3.464 |
-0.115 |
-3.2% |
3.579 |
| Close |
3.617 |
3.475 |
-0.142 |
-3.9% |
3.617 |
| Range |
0.069 |
0.113 |
0.044 |
63.8% |
0.184 |
| ATR |
0.096 |
0.100 |
0.004 |
4.2% |
0.000 |
| Volume |
11,528 |
10,081 |
-1,447 |
-12.6% |
42,422 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.844 |
3.773 |
3.537 |
|
| R3 |
3.731 |
3.660 |
3.506 |
|
| R2 |
3.618 |
3.618 |
3.496 |
|
| R1 |
3.547 |
3.547 |
3.485 |
3.526 |
| PP |
3.505 |
3.505 |
3.505 |
3.495 |
| S1 |
3.434 |
3.434 |
3.465 |
3.413 |
| S2 |
3.392 |
3.392 |
3.454 |
|
| S3 |
3.279 |
3.321 |
3.444 |
|
| S4 |
3.166 |
3.208 |
3.413 |
|
|
| 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 |
3.464 |
0.299 |
8.6% |
0.101 |
2.9% |
4% |
False |
True |
10,500 |
| 10 |
3.763 |
3.464 |
0.299 |
8.6% |
0.091 |
2.6% |
4% |
False |
True |
10,706 |
| 20 |
3.763 |
3.204 |
0.559 |
16.1% |
0.101 |
2.9% |
48% |
False |
False |
8,757 |
| 40 |
3.809 |
3.204 |
0.605 |
17.4% |
0.094 |
2.7% |
45% |
False |
False |
7,099 |
| 60 |
4.035 |
3.204 |
0.831 |
23.9% |
0.092 |
2.6% |
33% |
False |
False |
5,626 |
| 80 |
4.035 |
3.204 |
0.831 |
23.9% |
0.088 |
2.5% |
33% |
False |
False |
4,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.057 |
|
2.618 |
3.873 |
|
1.618 |
3.760 |
|
1.000 |
3.690 |
|
0.618 |
3.647 |
|
HIGH |
3.577 |
|
0.618 |
3.534 |
|
0.500 |
3.521 |
|
0.382 |
3.507 |
|
LOW |
3.464 |
|
0.618 |
3.394 |
|
1.000 |
3.351 |
|
1.618 |
3.281 |
|
2.618 |
3.168 |
|
4.250 |
2.984 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.521 |
3.591 |
| PP |
3.505 |
3.552 |
| S1 |
3.490 |
3.514 |
|