NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.913 |
3.992 |
0.079 |
2.0% |
3.680 |
| High |
4.000 |
4.000 |
0.000 |
0.0% |
3.958 |
| Low |
3.898 |
3.913 |
0.015 |
0.4% |
3.632 |
| Close |
3.995 |
3.985 |
-0.010 |
-0.3% |
3.909 |
| Range |
0.102 |
0.087 |
-0.015 |
-14.7% |
0.326 |
| ATR |
0.097 |
0.096 |
-0.001 |
-0.7% |
0.000 |
| Volume |
95,344 |
97,939 |
2,595 |
2.7% |
445,476 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.227 |
4.193 |
4.033 |
|
| R3 |
4.140 |
4.106 |
4.009 |
|
| R2 |
4.053 |
4.053 |
4.001 |
|
| R1 |
4.019 |
4.019 |
3.993 |
3.993 |
| PP |
3.966 |
3.966 |
3.966 |
3.953 |
| S1 |
3.932 |
3.932 |
3.977 |
3.906 |
| S2 |
3.879 |
3.879 |
3.969 |
|
| S3 |
3.792 |
3.845 |
3.961 |
|
| S4 |
3.705 |
3.758 |
3.937 |
|
|
| 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 |
3.716 |
0.287 |
7.2% |
0.111 |
2.8% |
94% |
False |
False |
108,041 |
| 10 |
4.003 |
3.512 |
0.491 |
12.3% |
0.095 |
2.4% |
96% |
False |
False |
85,048 |
| 20 |
4.003 |
3.337 |
0.666 |
16.7% |
0.089 |
2.2% |
97% |
False |
False |
64,001 |
| 40 |
4.003 |
3.260 |
0.743 |
18.6% |
0.092 |
2.3% |
98% |
False |
False |
52,770 |
| 60 |
4.003 |
3.150 |
0.853 |
21.4% |
0.096 |
2.4% |
98% |
False |
False |
40,013 |
| 80 |
4.015 |
3.150 |
0.865 |
21.7% |
0.097 |
2.4% |
97% |
False |
False |
32,533 |
| 100 |
4.015 |
3.150 |
0.865 |
21.7% |
0.095 |
2.4% |
97% |
False |
False |
27,225 |
| 120 |
4.015 |
3.150 |
0.865 |
21.7% |
0.093 |
2.3% |
97% |
False |
False |
23,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.370 |
|
2.618 |
4.228 |
|
1.618 |
4.141 |
|
1.000 |
4.087 |
|
0.618 |
4.054 |
|
HIGH |
4.000 |
|
0.618 |
3.967 |
|
0.500 |
3.957 |
|
0.382 |
3.946 |
|
LOW |
3.913 |
|
0.618 |
3.859 |
|
1.000 |
3.826 |
|
1.618 |
3.772 |
|
2.618 |
3.685 |
|
4.250 |
3.543 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.976 |
3.972 |
| PP |
3.966 |
3.959 |
| S1 |
3.957 |
3.947 |
|