NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.757 |
3.907 |
0.150 |
4.0% |
3.724 |
| High |
3.904 |
3.991 |
0.087 |
2.2% |
3.991 |
| Low |
3.757 |
3.904 |
0.147 |
3.9% |
3.681 |
| Close |
3.887 |
3.952 |
0.065 |
1.7% |
3.952 |
| Range |
0.147 |
0.087 |
-0.060 |
-40.8% |
0.310 |
| ATR |
0.091 |
0.092 |
0.001 |
1.0% |
0.000 |
| Volume |
24,089 |
43,596 |
19,507 |
81.0% |
149,141 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.210 |
4.168 |
4.000 |
|
| R3 |
4.123 |
4.081 |
3.976 |
|
| R2 |
4.036 |
4.036 |
3.968 |
|
| R1 |
3.994 |
3.994 |
3.960 |
4.015 |
| PP |
3.949 |
3.949 |
3.949 |
3.960 |
| S1 |
3.907 |
3.907 |
3.944 |
3.928 |
| S2 |
3.862 |
3.862 |
3.936 |
|
| S3 |
3.775 |
3.820 |
3.928 |
|
| S4 |
3.688 |
3.733 |
3.904 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.805 |
4.688 |
4.123 |
|
| R3 |
4.495 |
4.378 |
4.037 |
|
| R2 |
4.185 |
4.185 |
4.009 |
|
| R1 |
4.068 |
4.068 |
3.980 |
4.127 |
| PP |
3.875 |
3.875 |
3.875 |
3.904 |
| S1 |
3.758 |
3.758 |
3.924 |
3.817 |
| S2 |
3.565 |
3.565 |
3.895 |
|
| S3 |
3.255 |
3.448 |
3.867 |
|
| S4 |
2.945 |
3.138 |
3.782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.991 |
3.681 |
0.310 |
7.8% |
0.081 |
2.1% |
87% |
True |
False |
29,828 |
| 10 |
3.991 |
3.511 |
0.480 |
12.1% |
0.088 |
2.2% |
92% |
True |
False |
28,180 |
| 20 |
3.991 |
3.325 |
0.666 |
16.9% |
0.088 |
2.2% |
94% |
True |
False |
22,937 |
| 40 |
3.991 |
3.325 |
0.666 |
16.9% |
0.092 |
2.3% |
94% |
True |
False |
17,622 |
| 60 |
3.991 |
3.204 |
0.787 |
19.9% |
0.092 |
2.3% |
95% |
True |
False |
13,963 |
| 80 |
4.035 |
3.204 |
0.831 |
21.0% |
0.092 |
2.3% |
90% |
False |
False |
11,633 |
| 100 |
4.035 |
3.204 |
0.831 |
21.0% |
0.091 |
2.3% |
90% |
False |
False |
9,821 |
| 120 |
4.035 |
3.204 |
0.831 |
21.0% |
0.087 |
2.2% |
90% |
False |
False |
8,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.361 |
|
2.618 |
4.219 |
|
1.618 |
4.132 |
|
1.000 |
4.078 |
|
0.618 |
4.045 |
|
HIGH |
3.991 |
|
0.618 |
3.958 |
|
0.500 |
3.948 |
|
0.382 |
3.937 |
|
LOW |
3.904 |
|
0.618 |
3.850 |
|
1.000 |
3.817 |
|
1.618 |
3.763 |
|
2.618 |
3.676 |
|
4.250 |
3.534 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.951 |
3.918 |
| PP |
3.949 |
3.884 |
| S1 |
3.948 |
3.850 |
|