NYMEX Natural Gas Future May 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 |
3.680 |
3.677 |
-0.003 |
-0.1% |
3.513 |
| High |
3.692 |
3.715 |
0.023 |
0.6% |
3.679 |
| Low |
3.632 |
3.660 |
0.028 |
0.8% |
3.459 |
| Close |
3.689 |
3.684 |
-0.005 |
-0.1% |
3.673 |
| Range |
0.060 |
0.055 |
-0.005 |
-8.3% |
0.220 |
| ATR |
0.094 |
0.091 |
-0.003 |
-2.9% |
0.000 |
| Volume |
73,217 |
56,784 |
-16,433 |
-22.4% |
266,509 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.851 |
3.823 |
3.714 |
|
| R3 |
3.796 |
3.768 |
3.699 |
|
| R2 |
3.741 |
3.741 |
3.694 |
|
| R1 |
3.713 |
3.713 |
3.689 |
3.727 |
| PP |
3.686 |
3.686 |
3.686 |
3.694 |
| S1 |
3.658 |
3.658 |
3.679 |
3.672 |
| S2 |
3.631 |
3.631 |
3.674 |
|
| S3 |
3.576 |
3.603 |
3.669 |
|
| S4 |
3.521 |
3.548 |
3.654 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.188 |
3.794 |
|
| R3 |
4.044 |
3.968 |
3.734 |
|
| R2 |
3.824 |
3.824 |
3.713 |
|
| R1 |
3.748 |
3.748 |
3.693 |
3.786 |
| PP |
3.604 |
3.604 |
3.604 |
3.623 |
| S1 |
3.528 |
3.528 |
3.653 |
3.566 |
| S2 |
3.384 |
3.384 |
3.633 |
|
| S3 |
3.164 |
3.308 |
3.613 |
|
| S4 |
2.944 |
3.088 |
3.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.715 |
3.511 |
0.204 |
5.5% |
0.081 |
2.2% |
85% |
True |
False |
63,248 |
| 10 |
3.715 |
3.457 |
0.258 |
7.0% |
0.083 |
2.2% |
88% |
True |
False |
53,298 |
| 20 |
3.715 |
3.260 |
0.455 |
12.4% |
0.087 |
2.4% |
93% |
True |
False |
53,717 |
| 40 |
3.716 |
3.260 |
0.456 |
12.4% |
0.092 |
2.5% |
93% |
False |
False |
40,615 |
| 60 |
3.716 |
3.150 |
0.566 |
15.4% |
0.096 |
2.6% |
94% |
False |
False |
31,318 |
| 80 |
4.015 |
3.150 |
0.865 |
23.5% |
0.096 |
2.6% |
62% |
False |
False |
25,571 |
| 100 |
4.015 |
3.150 |
0.865 |
23.5% |
0.094 |
2.5% |
62% |
False |
False |
21,537 |
| 120 |
4.015 |
3.150 |
0.865 |
23.5% |
0.090 |
2.5% |
62% |
False |
False |
18,904 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.949 |
|
2.618 |
3.859 |
|
1.618 |
3.804 |
|
1.000 |
3.770 |
|
0.618 |
3.749 |
|
HIGH |
3.715 |
|
0.618 |
3.694 |
|
0.500 |
3.688 |
|
0.382 |
3.681 |
|
LOW |
3.660 |
|
0.618 |
3.626 |
|
1.000 |
3.605 |
|
1.618 |
3.571 |
|
2.618 |
3.516 |
|
4.250 |
3.426 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.688 |
3.677 |
| PP |
3.686 |
3.671 |
| S1 |
3.685 |
3.664 |
|