NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.677 |
3.672 |
-0.005 |
-0.1% |
3.513 |
| High |
3.715 |
3.734 |
0.019 |
0.5% |
3.679 |
| Low |
3.660 |
3.663 |
0.003 |
0.1% |
3.459 |
| Close |
3.684 |
3.718 |
0.034 |
0.9% |
3.673 |
| Range |
0.055 |
0.071 |
0.016 |
29.1% |
0.220 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.6% |
0.000 |
| Volume |
56,784 |
57,262 |
478 |
0.8% |
266,509 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.918 |
3.889 |
3.757 |
|
| R3 |
3.847 |
3.818 |
3.738 |
|
| R2 |
3.776 |
3.776 |
3.731 |
|
| R1 |
3.747 |
3.747 |
3.725 |
3.762 |
| PP |
3.705 |
3.705 |
3.705 |
3.712 |
| S1 |
3.676 |
3.676 |
3.711 |
3.691 |
| S2 |
3.634 |
3.634 |
3.705 |
|
| S3 |
3.563 |
3.605 |
3.698 |
|
| S4 |
3.492 |
3.534 |
3.679 |
|
|
| 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 |
3.734 |
3.512 |
0.222 |
6.0% |
0.078 |
2.1% |
93% |
True |
False |
62,055 |
| 10 |
3.734 |
3.459 |
0.275 |
7.4% |
0.075 |
2.0% |
94% |
True |
False |
55,494 |
| 20 |
3.734 |
3.260 |
0.474 |
12.7% |
0.087 |
2.3% |
97% |
True |
False |
52,850 |
| 40 |
3.734 |
3.260 |
0.474 |
12.7% |
0.092 |
2.5% |
97% |
True |
False |
41,471 |
| 60 |
3.734 |
3.150 |
0.584 |
15.7% |
0.096 |
2.6% |
97% |
True |
False |
32,055 |
| 80 |
4.015 |
3.150 |
0.865 |
23.3% |
0.096 |
2.6% |
66% |
False |
False |
26,148 |
| 100 |
4.015 |
3.150 |
0.865 |
23.3% |
0.094 |
2.5% |
66% |
False |
False |
22,079 |
| 120 |
4.015 |
3.150 |
0.865 |
23.3% |
0.091 |
2.4% |
66% |
False |
False |
19,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.036 |
|
2.618 |
3.920 |
|
1.618 |
3.849 |
|
1.000 |
3.805 |
|
0.618 |
3.778 |
|
HIGH |
3.734 |
|
0.618 |
3.707 |
|
0.500 |
3.699 |
|
0.382 |
3.690 |
|
LOW |
3.663 |
|
0.618 |
3.619 |
|
1.000 |
3.592 |
|
1.618 |
3.548 |
|
2.618 |
3.477 |
|
4.250 |
3.361 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.712 |
3.706 |
| PP |
3.705 |
3.695 |
| S1 |
3.699 |
3.683 |
|