NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.636 |
3.640 |
0.004 |
0.1% |
3.469 |
| High |
3.652 |
3.676 |
0.024 |
0.7% |
3.635 |
| Low |
3.590 |
3.620 |
0.030 |
0.8% |
3.408 |
| Close |
3.649 |
3.645 |
-0.004 |
-0.1% |
3.629 |
| Range |
0.062 |
0.056 |
-0.006 |
-9.7% |
0.227 |
| ATR |
0.100 |
0.097 |
-0.003 |
-3.1% |
0.000 |
| Volume |
96,725 |
140,325 |
43,600 |
45.1% |
683,312 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.815 |
3.786 |
3.676 |
|
| R3 |
3.759 |
3.730 |
3.660 |
|
| R2 |
3.703 |
3.703 |
3.655 |
|
| R1 |
3.674 |
3.674 |
3.650 |
3.689 |
| PP |
3.647 |
3.647 |
3.647 |
3.654 |
| S1 |
3.618 |
3.618 |
3.640 |
3.633 |
| S2 |
3.591 |
3.591 |
3.635 |
|
| S3 |
3.535 |
3.562 |
3.630 |
|
| S4 |
3.479 |
3.506 |
3.614 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.161 |
3.754 |
|
| R3 |
4.011 |
3.934 |
3.691 |
|
| R2 |
3.784 |
3.784 |
3.671 |
|
| R1 |
3.707 |
3.707 |
3.650 |
3.746 |
| PP |
3.557 |
3.557 |
3.557 |
3.577 |
| S1 |
3.480 |
3.480 |
3.608 |
3.519 |
| S2 |
3.330 |
3.330 |
3.587 |
|
| S3 |
3.103 |
3.253 |
3.567 |
|
| S4 |
2.876 |
3.026 |
3.504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.676 |
3.462 |
0.214 |
5.9% |
0.083 |
2.3% |
86% |
True |
False |
129,023 |
| 10 |
3.676 |
3.395 |
0.281 |
7.7% |
0.097 |
2.7% |
89% |
True |
False |
136,017 |
| 20 |
3.676 |
3.191 |
0.485 |
13.3% |
0.096 |
2.6% |
94% |
True |
False |
119,521 |
| 40 |
3.676 |
3.191 |
0.485 |
13.3% |
0.098 |
2.7% |
94% |
True |
False |
85,451 |
| 60 |
3.676 |
3.150 |
0.526 |
14.4% |
0.102 |
2.8% |
94% |
True |
False |
68,028 |
| 80 |
3.997 |
3.150 |
0.847 |
23.2% |
0.103 |
2.8% |
58% |
False |
False |
59,052 |
| 100 |
3.997 |
3.150 |
0.847 |
23.2% |
0.103 |
2.8% |
58% |
False |
False |
51,537 |
| 120 |
3.997 |
3.150 |
0.847 |
23.2% |
0.100 |
2.7% |
58% |
False |
False |
47,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.914 |
|
2.618 |
3.823 |
|
1.618 |
3.767 |
|
1.000 |
3.732 |
|
0.618 |
3.711 |
|
HIGH |
3.676 |
|
0.618 |
3.655 |
|
0.500 |
3.648 |
|
0.382 |
3.641 |
|
LOW |
3.620 |
|
0.618 |
3.585 |
|
1.000 |
3.564 |
|
1.618 |
3.529 |
|
2.618 |
3.473 |
|
4.250 |
3.382 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.648 |
3.637 |
| PP |
3.647 |
3.629 |
| S1 |
3.646 |
3.621 |
|