NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
3.751 |
3.756 |
0.005 |
0.1% |
3.567 |
| High |
3.810 |
3.758 |
-0.052 |
-1.4% |
3.739 |
| Low |
3.685 |
3.699 |
0.014 |
0.4% |
3.535 |
| Close |
3.733 |
3.741 |
0.008 |
0.2% |
3.733 |
| Range |
0.125 |
0.059 |
-0.066 |
-52.8% |
0.204 |
| ATR |
0.094 |
0.091 |
-0.002 |
-2.7% |
0.000 |
| Volume |
10,387 |
13,342 |
2,955 |
28.4% |
55,738 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.910 |
3.884 |
3.773 |
|
| R3 |
3.851 |
3.825 |
3.757 |
|
| R2 |
3.792 |
3.792 |
3.752 |
|
| R1 |
3.766 |
3.766 |
3.746 |
3.750 |
| PP |
3.733 |
3.733 |
3.733 |
3.724 |
| S1 |
3.707 |
3.707 |
3.736 |
3.691 |
| S2 |
3.674 |
3.674 |
3.730 |
|
| S3 |
3.615 |
3.648 |
3.725 |
|
| S4 |
3.556 |
3.589 |
3.709 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.281 |
4.211 |
3.845 |
|
| R3 |
4.077 |
4.007 |
3.789 |
|
| R2 |
3.873 |
3.873 |
3.770 |
|
| R1 |
3.803 |
3.803 |
3.752 |
3.838 |
| PP |
3.669 |
3.669 |
3.669 |
3.687 |
| S1 |
3.599 |
3.599 |
3.714 |
3.634 |
| S2 |
3.465 |
3.465 |
3.696 |
|
| S3 |
3.261 |
3.395 |
3.677 |
|
| S4 |
3.057 |
3.191 |
3.621 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.810 |
3.543 |
0.267 |
7.1% |
0.091 |
2.4% |
74% |
False |
False |
11,808 |
| 10 |
3.810 |
3.336 |
0.474 |
12.7% |
0.089 |
2.4% |
85% |
False |
False |
10,751 |
| 20 |
3.810 |
3.336 |
0.474 |
12.7% |
0.087 |
2.3% |
85% |
False |
False |
7,805 |
| 40 |
4.038 |
3.336 |
0.702 |
18.8% |
0.085 |
2.3% |
58% |
False |
False |
6,404 |
| 60 |
4.077 |
3.336 |
0.741 |
19.8% |
0.084 |
2.3% |
55% |
False |
False |
5,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.009 |
|
2.618 |
3.912 |
|
1.618 |
3.853 |
|
1.000 |
3.817 |
|
0.618 |
3.794 |
|
HIGH |
3.758 |
|
0.618 |
3.735 |
|
0.500 |
3.729 |
|
0.382 |
3.722 |
|
LOW |
3.699 |
|
0.618 |
3.663 |
|
1.000 |
3.640 |
|
1.618 |
3.604 |
|
2.618 |
3.545 |
|
4.250 |
3.448 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.737 |
3.740 |
| PP |
3.733 |
3.739 |
| S1 |
3.729 |
3.739 |
|