NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.943 |
3.875 |
-0.068 |
-1.7% |
3.907 |
| High |
3.996 |
3.991 |
-0.005 |
-0.1% |
4.025 |
| Low |
3.860 |
3.862 |
0.002 |
0.1% |
3.858 |
| Close |
3.865 |
3.976 |
0.111 |
2.9% |
3.927 |
| Range |
0.136 |
0.129 |
-0.007 |
-5.1% |
0.167 |
| ATR |
0.104 |
0.106 |
0.002 |
1.7% |
0.000 |
| Volume |
63,312 |
14,493 |
-48,819 |
-77.1% |
727,436 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.330 |
4.282 |
4.047 |
|
| R3 |
4.201 |
4.153 |
4.011 |
|
| R2 |
4.072 |
4.072 |
4.000 |
|
| R1 |
4.024 |
4.024 |
3.988 |
4.048 |
| PP |
3.943 |
3.943 |
3.943 |
3.955 |
| S1 |
3.895 |
3.895 |
3.964 |
3.919 |
| S2 |
3.814 |
3.814 |
3.952 |
|
| S3 |
3.685 |
3.766 |
3.941 |
|
| S4 |
3.556 |
3.637 |
3.905 |
|
|
| 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 |
3.860 |
0.165 |
4.1% |
0.117 |
2.9% |
70% |
False |
False |
101,408 |
| 10 |
4.025 |
3.623 |
0.402 |
10.1% |
0.113 |
2.8% |
88% |
False |
False |
133,147 |
| 20 |
4.025 |
3.395 |
0.630 |
15.8% |
0.105 |
2.6% |
92% |
False |
False |
134,582 |
| 40 |
4.025 |
3.191 |
0.834 |
21.0% |
0.100 |
2.5% |
94% |
False |
False |
106,634 |
| 60 |
4.025 |
3.150 |
0.875 |
22.0% |
0.104 |
2.6% |
94% |
False |
False |
85,107 |
| 80 |
4.025 |
3.150 |
0.875 |
22.0% |
0.105 |
2.6% |
94% |
False |
False |
72,230 |
| 100 |
4.025 |
3.150 |
0.875 |
22.0% |
0.104 |
2.6% |
94% |
False |
False |
62,702 |
| 120 |
4.025 |
3.150 |
0.875 |
22.0% |
0.103 |
2.6% |
94% |
False |
False |
56,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.539 |
|
2.618 |
4.329 |
|
1.618 |
4.200 |
|
1.000 |
4.120 |
|
0.618 |
4.071 |
|
HIGH |
3.991 |
|
0.618 |
3.942 |
|
0.500 |
3.927 |
|
0.382 |
3.911 |
|
LOW |
3.862 |
|
0.618 |
3.782 |
|
1.000 |
3.733 |
|
1.618 |
3.653 |
|
2.618 |
3.524 |
|
4.250 |
3.314 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.960 |
3.962 |
| PP |
3.943 |
3.947 |
| S1 |
3.927 |
3.933 |
|