NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.959 |
3.964 |
0.005 |
0.1% |
3.914 |
| High |
4.035 |
4.016 |
-0.019 |
-0.5% |
4.050 |
| Low |
3.941 |
3.885 |
-0.056 |
-1.4% |
3.890 |
| Close |
3.952 |
3.888 |
-0.064 |
-1.6% |
3.952 |
| Range |
0.094 |
0.131 |
0.037 |
39.4% |
0.160 |
| ATR |
0.099 |
0.101 |
0.002 |
2.3% |
0.000 |
| Volume |
89,984 |
127,744 |
37,760 |
42.0% |
537,825 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.323 |
4.236 |
3.960 |
|
| R3 |
4.192 |
4.105 |
3.924 |
|
| R2 |
4.061 |
4.061 |
3.912 |
|
| R1 |
3.974 |
3.974 |
3.900 |
3.952 |
| PP |
3.930 |
3.930 |
3.930 |
3.919 |
| S1 |
3.843 |
3.843 |
3.876 |
3.821 |
| S2 |
3.799 |
3.799 |
3.864 |
|
| S3 |
3.668 |
3.712 |
3.852 |
|
| S4 |
3.537 |
3.581 |
3.816 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.444 |
4.358 |
4.040 |
|
| R3 |
4.284 |
4.198 |
3.996 |
|
| R2 |
4.124 |
4.124 |
3.981 |
|
| R1 |
4.038 |
4.038 |
3.967 |
4.081 |
| PP |
3.964 |
3.964 |
3.964 |
3.986 |
| S1 |
3.878 |
3.878 |
3.937 |
3.921 |
| S2 |
3.804 |
3.804 |
3.923 |
|
| S3 |
3.644 |
3.718 |
3.908 |
|
| S4 |
3.484 |
3.558 |
3.864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.050 |
3.885 |
0.165 |
4.2% |
0.110 |
2.8% |
2% |
False |
True |
115,371 |
| 10 |
4.050 |
3.660 |
0.390 |
10.0% |
0.104 |
2.7% |
58% |
False |
False |
103,782 |
| 20 |
4.050 |
3.457 |
0.593 |
15.3% |
0.095 |
2.4% |
73% |
False |
False |
77,669 |
| 40 |
4.050 |
3.260 |
0.790 |
20.3% |
0.095 |
2.4% |
79% |
False |
False |
60,466 |
| 60 |
4.050 |
3.150 |
0.900 |
23.1% |
0.098 |
2.5% |
82% |
False |
False |
45,960 |
| 80 |
4.050 |
3.150 |
0.900 |
23.1% |
0.099 |
2.5% |
82% |
False |
False |
37,094 |
| 100 |
4.050 |
3.150 |
0.900 |
23.1% |
0.096 |
2.5% |
82% |
False |
False |
30,923 |
| 120 |
4.050 |
3.150 |
0.900 |
23.1% |
0.094 |
2.4% |
82% |
False |
False |
26,785 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.573 |
|
2.618 |
4.359 |
|
1.618 |
4.228 |
|
1.000 |
4.147 |
|
0.618 |
4.097 |
|
HIGH |
4.016 |
|
0.618 |
3.966 |
|
0.500 |
3.951 |
|
0.382 |
3.935 |
|
LOW |
3.885 |
|
0.618 |
3.804 |
|
1.000 |
3.754 |
|
1.618 |
3.673 |
|
2.618 |
3.542 |
|
4.250 |
3.328 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.951 |
3.968 |
| PP |
3.930 |
3.941 |
| S1 |
3.909 |
3.915 |
|