NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.727 |
3.722 |
-0.005 |
-0.1% |
3.562 |
| High |
3.757 |
3.774 |
0.017 |
0.5% |
3.722 |
| Low |
3.705 |
3.708 |
0.003 |
0.1% |
3.511 |
| Close |
3.726 |
3.759 |
0.033 |
0.9% |
3.718 |
| Range |
0.052 |
0.066 |
0.014 |
26.9% |
0.211 |
| ATR |
0.089 |
0.087 |
-0.002 |
-1.8% |
0.000 |
| Volume |
22,572 |
29,869 |
7,297 |
32.3% |
132,661 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.945 |
3.918 |
3.795 |
|
| R3 |
3.879 |
3.852 |
3.777 |
|
| R2 |
3.813 |
3.813 |
3.771 |
|
| R1 |
3.786 |
3.786 |
3.765 |
3.800 |
| PP |
3.747 |
3.747 |
3.747 |
3.754 |
| S1 |
3.720 |
3.720 |
3.753 |
3.734 |
| S2 |
3.681 |
3.681 |
3.747 |
|
| S3 |
3.615 |
3.654 |
3.741 |
|
| S4 |
3.549 |
3.588 |
3.723 |
|
|
| 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 |
3.774 |
3.562 |
0.212 |
5.6% |
0.074 |
2.0% |
93% |
True |
False |
28,454 |
| 10 |
3.774 |
3.500 |
0.274 |
7.3% |
0.082 |
2.2% |
95% |
True |
False |
25,378 |
| 20 |
3.774 |
3.325 |
0.449 |
11.9% |
0.088 |
2.3% |
97% |
True |
False |
20,946 |
| 40 |
3.774 |
3.325 |
0.449 |
11.9% |
0.090 |
2.4% |
97% |
True |
False |
16,501 |
| 60 |
3.774 |
3.204 |
0.570 |
15.2% |
0.091 |
2.4% |
97% |
True |
False |
13,038 |
| 80 |
4.035 |
3.204 |
0.831 |
22.1% |
0.092 |
2.4% |
67% |
False |
False |
10,899 |
| 100 |
4.035 |
3.204 |
0.831 |
22.1% |
0.090 |
2.4% |
67% |
False |
False |
9,190 |
| 120 |
4.035 |
3.204 |
0.831 |
22.1% |
0.087 |
2.3% |
67% |
False |
False |
8,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.055 |
|
2.618 |
3.947 |
|
1.618 |
3.881 |
|
1.000 |
3.840 |
|
0.618 |
3.815 |
|
HIGH |
3.774 |
|
0.618 |
3.749 |
|
0.500 |
3.741 |
|
0.382 |
3.733 |
|
LOW |
3.708 |
|
0.618 |
3.667 |
|
1.000 |
3.642 |
|
1.618 |
3.601 |
|
2.618 |
3.535 |
|
4.250 |
3.428 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.753 |
3.749 |
| PP |
3.747 |
3.738 |
| S1 |
3.741 |
3.728 |
|