NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.914 |
3.913 |
-0.001 |
0.0% |
3.680 |
| High |
4.003 |
4.000 |
-0.003 |
-0.1% |
3.958 |
| Low |
3.890 |
3.898 |
0.008 |
0.2% |
3.632 |
| Close |
3.914 |
3.995 |
0.081 |
2.1% |
3.909 |
| Range |
0.113 |
0.102 |
-0.011 |
-9.7% |
0.326 |
| ATR |
0.096 |
0.097 |
0.000 |
0.4% |
0.000 |
| Volume |
88,713 |
95,344 |
6,631 |
7.5% |
445,476 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.270 |
4.235 |
4.051 |
|
| R3 |
4.168 |
4.133 |
4.023 |
|
| R2 |
4.066 |
4.066 |
4.014 |
|
| R1 |
4.031 |
4.031 |
4.004 |
4.049 |
| PP |
3.964 |
3.964 |
3.964 |
3.973 |
| S1 |
3.929 |
3.929 |
3.986 |
3.947 |
| S2 |
3.862 |
3.862 |
3.976 |
|
| S3 |
3.760 |
3.827 |
3.967 |
|
| S4 |
3.658 |
3.725 |
3.939 |
|
|
| 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 |
4.003 |
3.663 |
0.340 |
8.5% |
0.108 |
2.7% |
98% |
False |
False |
99,906 |
| 10 |
4.003 |
3.511 |
0.492 |
12.3% |
0.094 |
2.4% |
98% |
False |
False |
81,577 |
| 20 |
4.003 |
3.337 |
0.666 |
16.7% |
0.088 |
2.2% |
99% |
False |
False |
61,581 |
| 40 |
4.003 |
3.260 |
0.743 |
18.6% |
0.094 |
2.3% |
99% |
False |
False |
50,721 |
| 60 |
4.003 |
3.150 |
0.853 |
21.4% |
0.097 |
2.4% |
99% |
False |
False |
38,537 |
| 80 |
4.015 |
3.150 |
0.865 |
21.7% |
0.097 |
2.4% |
98% |
False |
False |
31,356 |
| 100 |
4.015 |
3.150 |
0.865 |
21.7% |
0.095 |
2.4% |
98% |
False |
False |
26,273 |
| 120 |
4.015 |
3.150 |
0.865 |
21.7% |
0.093 |
2.3% |
98% |
False |
False |
22,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.434 |
|
2.618 |
4.267 |
|
1.618 |
4.165 |
|
1.000 |
4.102 |
|
0.618 |
4.063 |
|
HIGH |
4.000 |
|
0.618 |
3.961 |
|
0.500 |
3.949 |
|
0.382 |
3.937 |
|
LOW |
3.898 |
|
0.618 |
3.835 |
|
1.000 |
3.796 |
|
1.618 |
3.733 |
|
2.618 |
3.631 |
|
4.250 |
3.465 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.980 |
3.973 |
| PP |
3.964 |
3.951 |
| S1 |
3.949 |
3.930 |
|