NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.724 |
3.727 |
0.003 |
0.1% |
3.562 |
| High |
3.736 |
3.757 |
0.021 |
0.6% |
3.722 |
| Low |
3.681 |
3.705 |
0.024 |
0.7% |
3.511 |
| Close |
3.734 |
3.726 |
-0.008 |
-0.2% |
3.718 |
| Range |
0.055 |
0.052 |
-0.003 |
-5.5% |
0.211 |
| ATR |
0.092 |
0.089 |
-0.003 |
-3.1% |
0.000 |
| Volume |
29,015 |
22,572 |
-6,443 |
-22.2% |
132,661 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.858 |
3.755 |
|
| R3 |
3.833 |
3.806 |
3.740 |
|
| R2 |
3.781 |
3.781 |
3.736 |
|
| R1 |
3.754 |
3.754 |
3.731 |
3.742 |
| PP |
3.729 |
3.729 |
3.729 |
3.723 |
| S1 |
3.702 |
3.702 |
3.721 |
3.690 |
| S2 |
3.677 |
3.677 |
3.716 |
|
| S3 |
3.625 |
3.650 |
3.712 |
|
| S4 |
3.573 |
3.598 |
3.697 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.283 |
4.212 |
3.834 |
|
| R3 |
4.072 |
4.001 |
3.776 |
|
| R2 |
3.861 |
3.861 |
3.757 |
|
| R1 |
3.790 |
3.790 |
3.737 |
3.826 |
| PP |
3.650 |
3.650 |
3.650 |
3.668 |
| S1 |
3.579 |
3.579 |
3.699 |
3.615 |
| S2 |
3.439 |
3.439 |
3.679 |
|
| S3 |
3.228 |
3.368 |
3.660 |
|
| S4 |
3.017 |
3.157 |
3.602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.757 |
3.562 |
0.195 |
5.2% |
0.077 |
2.1% |
84% |
True |
False |
29,640 |
| 10 |
3.757 |
3.500 |
0.257 |
6.9% |
0.089 |
2.4% |
88% |
True |
False |
23,649 |
| 20 |
3.757 |
3.325 |
0.432 |
11.6% |
0.089 |
2.4% |
93% |
True |
False |
20,116 |
| 40 |
3.763 |
3.325 |
0.438 |
11.8% |
0.089 |
2.4% |
92% |
False |
False |
16,002 |
| 60 |
3.763 |
3.204 |
0.559 |
15.0% |
0.091 |
2.5% |
93% |
False |
False |
12,684 |
| 80 |
4.035 |
3.204 |
0.831 |
22.3% |
0.092 |
2.5% |
63% |
False |
False |
10,571 |
| 100 |
4.035 |
3.204 |
0.831 |
22.3% |
0.090 |
2.4% |
63% |
False |
False |
8,920 |
| 120 |
4.035 |
3.204 |
0.831 |
22.3% |
0.086 |
2.3% |
63% |
False |
False |
7,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.978 |
|
2.618 |
3.893 |
|
1.618 |
3.841 |
|
1.000 |
3.809 |
|
0.618 |
3.789 |
|
HIGH |
3.757 |
|
0.618 |
3.737 |
|
0.500 |
3.731 |
|
0.382 |
3.725 |
|
LOW |
3.705 |
|
0.618 |
3.673 |
|
1.000 |
3.653 |
|
1.618 |
3.621 |
|
2.618 |
3.569 |
|
4.250 |
3.484 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.731 |
3.720 |
| PP |
3.729 |
3.713 |
| S1 |
3.728 |
3.707 |
|