NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.718 |
3.856 |
0.138 |
3.7% |
3.680 |
| High |
3.868 |
3.958 |
0.090 |
2.3% |
3.958 |
| Low |
3.716 |
3.856 |
0.140 |
3.8% |
3.632 |
| Close |
3.848 |
3.909 |
0.061 |
1.6% |
3.909 |
| Range |
0.152 |
0.102 |
-0.050 |
-32.9% |
0.326 |
| ATR |
0.094 |
0.095 |
0.001 |
1.2% |
0.000 |
| Volume |
137,626 |
120,587 |
-17,039 |
-12.4% |
445,476 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.214 |
4.163 |
3.965 |
|
| R3 |
4.112 |
4.061 |
3.937 |
|
| R2 |
4.010 |
4.010 |
3.928 |
|
| R1 |
3.959 |
3.959 |
3.918 |
3.985 |
| PP |
3.908 |
3.908 |
3.908 |
3.920 |
| S1 |
3.857 |
3.857 |
3.900 |
3.883 |
| S2 |
3.806 |
3.806 |
3.890 |
|
| S3 |
3.704 |
3.755 |
3.881 |
|
| S4 |
3.602 |
3.653 |
3.853 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.811 |
4.686 |
4.088 |
|
| R3 |
4.485 |
4.360 |
3.999 |
|
| R2 |
4.159 |
4.159 |
3.969 |
|
| R1 |
4.034 |
4.034 |
3.939 |
4.097 |
| PP |
3.833 |
3.833 |
3.833 |
3.864 |
| S1 |
3.708 |
3.708 |
3.879 |
3.771 |
| S2 |
3.507 |
3.507 |
3.849 |
|
| S3 |
3.181 |
3.382 |
3.819 |
|
| S4 |
2.855 |
3.056 |
3.730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.958 |
3.632 |
0.326 |
8.3% |
0.088 |
2.3% |
85% |
True |
False |
89,095 |
| 10 |
3.958 |
3.459 |
0.499 |
12.8% |
0.093 |
2.4% |
90% |
True |
False |
71,198 |
| 20 |
3.958 |
3.260 |
0.698 |
17.9% |
0.087 |
2.2% |
93% |
True |
False |
57,676 |
| 40 |
3.958 |
3.260 |
0.698 |
17.9% |
0.094 |
2.4% |
93% |
True |
False |
46,903 |
| 60 |
3.958 |
3.150 |
0.808 |
20.7% |
0.097 |
2.5% |
94% |
True |
False |
35,834 |
| 80 |
4.015 |
3.150 |
0.865 |
22.1% |
0.097 |
2.5% |
88% |
False |
False |
29,163 |
| 100 |
4.015 |
3.150 |
0.865 |
22.1% |
0.095 |
2.4% |
88% |
False |
False |
24,546 |
| 120 |
4.015 |
3.150 |
0.865 |
22.1% |
0.092 |
2.3% |
88% |
False |
False |
21,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.392 |
|
2.618 |
4.225 |
|
1.618 |
4.123 |
|
1.000 |
4.060 |
|
0.618 |
4.021 |
|
HIGH |
3.958 |
|
0.618 |
3.919 |
|
0.500 |
3.907 |
|
0.382 |
3.895 |
|
LOW |
3.856 |
|
0.618 |
3.793 |
|
1.000 |
3.754 |
|
1.618 |
3.691 |
|
2.618 |
3.589 |
|
4.250 |
3.423 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.908 |
3.876 |
| PP |
3.908 |
3.843 |
| S1 |
3.907 |
3.811 |
|