NYMEX Natural Gas Future July 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 |
3.768 |
3.690 |
-0.078 |
-2.1% |
3.751 |
| High |
3.768 |
3.701 |
-0.067 |
-1.8% |
3.810 |
| Low |
3.652 |
3.644 |
-0.008 |
-0.2% |
3.644 |
| Close |
3.655 |
3.672 |
0.017 |
0.5% |
3.672 |
| Range |
0.116 |
0.057 |
-0.059 |
-50.9% |
0.166 |
| ATR |
0.093 |
0.091 |
-0.003 |
-2.8% |
0.000 |
| Volume |
9,822 |
10,754 |
932 |
9.5% |
44,305 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.843 |
3.815 |
3.703 |
|
| R3 |
3.786 |
3.758 |
3.688 |
|
| R2 |
3.729 |
3.729 |
3.682 |
|
| R1 |
3.701 |
3.701 |
3.677 |
3.687 |
| PP |
3.672 |
3.672 |
3.672 |
3.665 |
| S1 |
3.644 |
3.644 |
3.667 |
3.630 |
| S2 |
3.615 |
3.615 |
3.662 |
|
| S3 |
3.558 |
3.587 |
3.656 |
|
| S4 |
3.501 |
3.530 |
3.641 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.207 |
4.105 |
3.763 |
|
| R3 |
4.041 |
3.939 |
3.718 |
|
| R2 |
3.875 |
3.875 |
3.702 |
|
| R1 |
3.773 |
3.773 |
3.687 |
3.741 |
| PP |
3.709 |
3.709 |
3.709 |
3.693 |
| S1 |
3.607 |
3.607 |
3.657 |
3.575 |
| S2 |
3.543 |
3.543 |
3.642 |
|
| S3 |
3.377 |
3.441 |
3.626 |
|
| S4 |
3.211 |
3.275 |
3.581 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.810 |
3.644 |
0.166 |
4.5% |
0.086 |
2.3% |
17% |
False |
True |
10,973 |
| 10 |
3.810 |
3.425 |
0.385 |
10.5% |
0.089 |
2.4% |
64% |
False |
False |
11,028 |
| 20 |
3.810 |
3.336 |
0.474 |
12.9% |
0.088 |
2.4% |
71% |
False |
False |
8,354 |
| 40 |
3.942 |
3.336 |
0.606 |
16.5% |
0.085 |
2.3% |
55% |
False |
False |
6,816 |
| 60 |
4.077 |
3.336 |
0.741 |
20.2% |
0.084 |
2.3% |
45% |
False |
False |
5,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.943 |
|
2.618 |
3.850 |
|
1.618 |
3.793 |
|
1.000 |
3.758 |
|
0.618 |
3.736 |
|
HIGH |
3.701 |
|
0.618 |
3.679 |
|
0.500 |
3.673 |
|
0.382 |
3.666 |
|
LOW |
3.644 |
|
0.618 |
3.609 |
|
1.000 |
3.587 |
|
1.618 |
3.552 |
|
2.618 |
3.495 |
|
4.250 |
3.402 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.673 |
3.706 |
| PP |
3.672 |
3.695 |
| S1 |
3.672 |
3.683 |
|