NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.450 |
3.458 |
0.008 |
0.2% |
3.708 |
| High |
3.467 |
3.514 |
0.047 |
1.4% |
3.763 |
| Low |
3.407 |
3.441 |
0.034 |
1.0% |
3.579 |
| Close |
3.432 |
3.506 |
0.074 |
2.2% |
3.617 |
| Range |
0.060 |
0.073 |
0.013 |
21.7% |
0.184 |
| ATR |
0.098 |
0.097 |
-0.001 |
-1.2% |
0.000 |
| Volume |
12,221 |
11,338 |
-883 |
-7.2% |
42,422 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.706 |
3.679 |
3.546 |
|
| R3 |
3.633 |
3.606 |
3.526 |
|
| R2 |
3.560 |
3.560 |
3.519 |
|
| R1 |
3.533 |
3.533 |
3.513 |
3.547 |
| PP |
3.487 |
3.487 |
3.487 |
3.494 |
| S1 |
3.460 |
3.460 |
3.499 |
3.474 |
| S2 |
3.414 |
3.414 |
3.493 |
|
| S3 |
3.341 |
3.387 |
3.486 |
|
| S4 |
3.268 |
3.314 |
3.466 |
|
|
| 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 |
8.9% |
0.088 |
2.5% |
32% |
False |
False |
11,147 |
| 10 |
3.763 |
3.407 |
0.356 |
10.2% |
0.091 |
2.6% |
28% |
False |
False |
11,288 |
| 20 |
3.763 |
3.204 |
0.559 |
15.9% |
0.098 |
2.8% |
54% |
False |
False |
9,481 |
| 40 |
3.808 |
3.204 |
0.604 |
17.2% |
0.093 |
2.6% |
50% |
False |
False |
7,451 |
| 60 |
4.035 |
3.204 |
0.831 |
23.7% |
0.092 |
2.6% |
36% |
False |
False |
5,951 |
| 80 |
4.035 |
3.204 |
0.831 |
23.7% |
0.088 |
2.5% |
36% |
False |
False |
5,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.824 |
|
2.618 |
3.705 |
|
1.618 |
3.632 |
|
1.000 |
3.587 |
|
0.618 |
3.559 |
|
HIGH |
3.514 |
|
0.618 |
3.486 |
|
0.500 |
3.478 |
|
0.382 |
3.469 |
|
LOW |
3.441 |
|
0.618 |
3.396 |
|
1.000 |
3.368 |
|
1.618 |
3.323 |
|
2.618 |
3.250 |
|
4.250 |
3.131 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.497 |
3.501 |
| PP |
3.487 |
3.497 |
| S1 |
3.478 |
3.492 |
|