NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.907 |
3.882 |
-0.025 |
-0.6% |
3.636 |
| High |
3.965 |
3.973 |
0.008 |
0.2% |
3.924 |
| Low |
3.858 |
3.869 |
0.011 |
0.3% |
3.590 |
| Close |
3.882 |
3.969 |
0.087 |
2.2% |
3.872 |
| Range |
0.107 |
0.104 |
-0.003 |
-2.8% |
0.334 |
| ATR |
0.101 |
0.101 |
0.000 |
0.2% |
0.000 |
| Volume |
157,789 |
140,408 |
-17,381 |
-11.0% |
763,285 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.249 |
4.213 |
4.026 |
|
| R3 |
4.145 |
4.109 |
3.998 |
|
| R2 |
4.041 |
4.041 |
3.988 |
|
| R1 |
4.005 |
4.005 |
3.979 |
4.023 |
| PP |
3.937 |
3.937 |
3.937 |
3.946 |
| S1 |
3.901 |
3.901 |
3.959 |
3.919 |
| S2 |
3.833 |
3.833 |
3.950 |
|
| S3 |
3.729 |
3.797 |
3.940 |
|
| S4 |
3.625 |
3.693 |
3.912 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.797 |
4.669 |
4.056 |
|
| R3 |
4.463 |
4.335 |
3.964 |
|
| R2 |
4.129 |
4.129 |
3.933 |
|
| R1 |
4.001 |
4.001 |
3.903 |
4.065 |
| PP |
3.795 |
3.795 |
3.795 |
3.828 |
| S1 |
3.667 |
3.667 |
3.841 |
3.731 |
| S2 |
3.461 |
3.461 |
3.811 |
|
| S3 |
3.127 |
3.333 |
3.780 |
|
| S4 |
2.793 |
2.999 |
3.688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.973 |
3.623 |
0.350 |
8.8% |
0.108 |
2.7% |
99% |
True |
False |
164,886 |
| 10 |
3.973 |
3.462 |
0.511 |
12.9% |
0.096 |
2.4% |
99% |
True |
False |
146,954 |
| 20 |
3.973 |
3.274 |
0.699 |
17.6% |
0.096 |
2.4% |
99% |
True |
False |
136,520 |
| 40 |
3.973 |
3.191 |
0.782 |
19.7% |
0.100 |
2.5% |
99% |
True |
False |
99,732 |
| 60 |
3.973 |
3.150 |
0.823 |
20.7% |
0.102 |
2.6% |
100% |
True |
False |
78,551 |
| 80 |
3.997 |
3.150 |
0.847 |
21.3% |
0.104 |
2.6% |
97% |
False |
False |
67,369 |
| 100 |
3.997 |
3.150 |
0.847 |
21.3% |
0.104 |
2.6% |
97% |
False |
False |
58,596 |
| 120 |
3.997 |
3.150 |
0.847 |
21.3% |
0.102 |
2.6% |
97% |
False |
False |
53,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.415 |
|
2.618 |
4.245 |
|
1.618 |
4.141 |
|
1.000 |
4.077 |
|
0.618 |
4.037 |
|
HIGH |
3.973 |
|
0.618 |
3.933 |
|
0.500 |
3.921 |
|
0.382 |
3.909 |
|
LOW |
3.869 |
|
0.618 |
3.805 |
|
1.000 |
3.765 |
|
1.618 |
3.701 |
|
2.618 |
3.597 |
|
4.250 |
3.427 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.953 |
3.945 |
| PP |
3.937 |
3.921 |
| S1 |
3.921 |
3.897 |
|