NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.999 |
4.091 |
0.092 |
2.3% |
3.914 |
| High |
4.103 |
4.121 |
0.018 |
0.4% |
4.050 |
| Low |
3.983 |
3.973 |
-0.010 |
-0.3% |
3.890 |
| Close |
4.068 |
4.024 |
-0.044 |
-1.1% |
3.952 |
| Range |
0.120 |
0.148 |
0.028 |
23.3% |
0.160 |
| ATR |
0.105 |
0.108 |
0.003 |
2.9% |
0.000 |
| Volume |
172,865 |
205,182 |
32,317 |
18.7% |
537,825 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.483 |
4.402 |
4.105 |
|
| R3 |
4.335 |
4.254 |
4.065 |
|
| R2 |
4.187 |
4.187 |
4.051 |
|
| R1 |
4.106 |
4.106 |
4.038 |
4.073 |
| PP |
4.039 |
4.039 |
4.039 |
4.023 |
| S1 |
3.958 |
3.958 |
4.010 |
3.925 |
| S2 |
3.891 |
3.891 |
3.997 |
|
| S3 |
3.743 |
3.810 |
3.983 |
|
| S4 |
3.595 |
3.662 |
3.943 |
|
|
| 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 |
4.121 |
3.885 |
0.236 |
5.9% |
0.127 |
3.2% |
59% |
True |
False |
149,866 |
| 10 |
4.121 |
3.856 |
0.265 |
6.6% |
0.118 |
2.9% |
63% |
True |
False |
131,776 |
| 20 |
4.121 |
3.459 |
0.662 |
16.5% |
0.104 |
2.6% |
85% |
True |
False |
97,857 |
| 40 |
4.121 |
3.260 |
0.861 |
21.4% |
0.098 |
2.4% |
89% |
True |
False |
72,434 |
| 60 |
4.121 |
3.150 |
0.971 |
24.1% |
0.100 |
2.5% |
90% |
True |
False |
54,471 |
| 80 |
4.121 |
3.150 |
0.971 |
24.1% |
0.099 |
2.5% |
90% |
True |
False |
43,459 |
| 100 |
4.121 |
3.150 |
0.971 |
24.1% |
0.098 |
2.4% |
90% |
True |
False |
36,100 |
| 120 |
4.121 |
3.150 |
0.971 |
24.1% |
0.095 |
2.4% |
90% |
True |
False |
31,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.750 |
|
2.618 |
4.508 |
|
1.618 |
4.360 |
|
1.000 |
4.269 |
|
0.618 |
4.212 |
|
HIGH |
4.121 |
|
0.618 |
4.064 |
|
0.500 |
4.047 |
|
0.382 |
4.030 |
|
LOW |
3.973 |
|
0.618 |
3.882 |
|
1.000 |
3.825 |
|
1.618 |
3.734 |
|
2.618 |
3.586 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.047 |
4.018 |
| PP |
4.039 |
4.011 |
| S1 |
4.032 |
4.005 |
|