NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.950 |
3.930 |
-0.020 |
-0.5% |
3.907 |
| High |
4.025 |
4.006 |
-0.019 |
-0.5% |
4.025 |
| Low |
3.891 |
3.913 |
0.022 |
0.6% |
3.858 |
| Close |
3.935 |
3.927 |
-0.008 |
-0.2% |
3.927 |
| Range |
0.134 |
0.093 |
-0.041 |
-30.6% |
0.167 |
| ATR |
0.103 |
0.102 |
-0.001 |
-0.7% |
0.000 |
| Volume |
208,091 |
77,778 |
-130,313 |
-62.6% |
727,436 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.228 |
4.170 |
3.978 |
|
| R3 |
4.135 |
4.077 |
3.953 |
|
| R2 |
4.042 |
4.042 |
3.944 |
|
| R1 |
3.984 |
3.984 |
3.936 |
3.967 |
| PP |
3.949 |
3.949 |
3.949 |
3.940 |
| S1 |
3.891 |
3.891 |
3.918 |
3.874 |
| S2 |
3.856 |
3.856 |
3.910 |
|
| S3 |
3.763 |
3.798 |
3.901 |
|
| S4 |
3.670 |
3.705 |
3.876 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.438 |
4.349 |
4.019 |
|
| R3 |
4.271 |
4.182 |
3.973 |
|
| R2 |
4.104 |
4.104 |
3.958 |
|
| R1 |
4.015 |
4.015 |
3.942 |
4.060 |
| PP |
3.937 |
3.937 |
3.937 |
3.959 |
| S1 |
3.848 |
3.848 |
3.912 |
3.893 |
| S2 |
3.770 |
3.770 |
3.896 |
|
| S3 |
3.603 |
3.681 |
3.881 |
|
| S4 |
3.436 |
3.514 |
3.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.025 |
3.858 |
0.167 |
4.3% |
0.106 |
2.7% |
41% |
False |
False |
145,487 |
| 10 |
4.025 |
3.590 |
0.435 |
11.1% |
0.098 |
2.5% |
77% |
False |
False |
149,072 |
| 20 |
4.025 |
3.385 |
0.640 |
16.3% |
0.101 |
2.6% |
85% |
False |
False |
143,019 |
| 40 |
4.025 |
3.191 |
0.834 |
21.2% |
0.099 |
2.5% |
88% |
False |
False |
107,034 |
| 60 |
4.025 |
3.150 |
0.875 |
22.3% |
0.102 |
2.6% |
89% |
False |
False |
84,248 |
| 80 |
4.025 |
3.150 |
0.875 |
22.3% |
0.104 |
2.6% |
89% |
False |
False |
71,980 |
| 100 |
4.025 |
3.150 |
0.875 |
22.3% |
0.104 |
2.6% |
89% |
False |
False |
62,291 |
| 120 |
4.025 |
3.150 |
0.875 |
22.3% |
0.102 |
2.6% |
89% |
False |
False |
56,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.401 |
|
2.618 |
4.249 |
|
1.618 |
4.156 |
|
1.000 |
4.099 |
|
0.618 |
4.063 |
|
HIGH |
4.006 |
|
0.618 |
3.970 |
|
0.500 |
3.960 |
|
0.382 |
3.949 |
|
LOW |
3.913 |
|
0.618 |
3.856 |
|
1.000 |
3.820 |
|
1.618 |
3.763 |
|
2.618 |
3.670 |
|
4.250 |
3.518 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.960 |
3.955 |
| PP |
3.949 |
3.946 |
| S1 |
3.938 |
3.936 |
|