NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.571 |
3.450 |
-0.121 |
-3.4% |
3.708 |
| High |
3.577 |
3.467 |
-0.110 |
-3.1% |
3.763 |
| Low |
3.464 |
3.407 |
-0.057 |
-1.6% |
3.579 |
| Close |
3.475 |
3.432 |
-0.043 |
-1.2% |
3.617 |
| Range |
0.113 |
0.060 |
-0.053 |
-46.9% |
0.184 |
| ATR |
0.100 |
0.098 |
-0.002 |
-2.3% |
0.000 |
| Volume |
10,081 |
12,221 |
2,140 |
21.2% |
42,422 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.615 |
3.584 |
3.465 |
|
| R3 |
3.555 |
3.524 |
3.449 |
|
| R2 |
3.495 |
3.495 |
3.443 |
|
| R1 |
3.464 |
3.464 |
3.438 |
3.450 |
| PP |
3.435 |
3.435 |
3.435 |
3.428 |
| S1 |
3.404 |
3.404 |
3.427 |
3.390 |
| S2 |
3.375 |
3.375 |
3.421 |
|
| S3 |
3.315 |
3.344 |
3.416 |
|
| S4 |
3.255 |
3.284 |
3.399 |
|
|
| 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 |
3.718 |
3.407 |
0.311 |
9.1% |
0.086 |
2.5% |
8% |
False |
True |
11,116 |
| 10 |
3.763 |
3.407 |
0.356 |
10.4% |
0.092 |
2.7% |
7% |
False |
True |
10,938 |
| 20 |
3.763 |
3.204 |
0.559 |
16.3% |
0.100 |
2.9% |
41% |
False |
False |
9,138 |
| 40 |
3.808 |
3.204 |
0.604 |
17.6% |
0.093 |
2.7% |
38% |
False |
False |
7,305 |
| 60 |
4.035 |
3.204 |
0.831 |
24.2% |
0.092 |
2.7% |
27% |
False |
False |
5,800 |
| 80 |
4.035 |
3.204 |
0.831 |
24.2% |
0.088 |
2.6% |
27% |
False |
False |
4,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.722 |
|
2.618 |
3.624 |
|
1.618 |
3.564 |
|
1.000 |
3.527 |
|
0.618 |
3.504 |
|
HIGH |
3.467 |
|
0.618 |
3.444 |
|
0.500 |
3.437 |
|
0.382 |
3.430 |
|
LOW |
3.407 |
|
0.618 |
3.370 |
|
1.000 |
3.347 |
|
1.618 |
3.310 |
|
2.618 |
3.250 |
|
4.250 |
3.152 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.437 |
3.528 |
| PP |
3.435 |
3.496 |
| S1 |
3.434 |
3.464 |
|