NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.953 |
4.021 |
0.068 |
1.7% |
3.724 |
| High |
4.035 |
4.034 |
-0.001 |
0.0% |
3.991 |
| Low |
3.945 |
3.950 |
0.005 |
0.1% |
3.681 |
| Close |
4.031 |
4.020 |
-0.011 |
-0.3% |
3.952 |
| Range |
0.090 |
0.084 |
-0.006 |
-6.7% |
0.310 |
| ATR |
0.093 |
0.093 |
-0.001 |
-0.7% |
0.000 |
| Volume |
32,517 |
33,049 |
532 |
1.6% |
149,141 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.253 |
4.221 |
4.066 |
|
| R3 |
4.169 |
4.137 |
4.043 |
|
| R2 |
4.085 |
4.085 |
4.035 |
|
| R1 |
4.053 |
4.053 |
4.028 |
4.027 |
| PP |
4.001 |
4.001 |
4.001 |
3.989 |
| S1 |
3.969 |
3.969 |
4.012 |
3.943 |
| S2 |
3.917 |
3.917 |
4.005 |
|
| S3 |
3.833 |
3.885 |
3.997 |
|
| S4 |
3.749 |
3.801 |
3.974 |
|
|
| 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 |
4.043 |
3.757 |
0.286 |
7.1% |
0.104 |
2.6% |
92% |
False |
False |
37,112 |
| 10 |
4.043 |
3.562 |
0.481 |
12.0% |
0.089 |
2.2% |
95% |
False |
False |
32,783 |
| 20 |
4.043 |
3.394 |
0.649 |
16.1% |
0.090 |
2.2% |
96% |
False |
False |
25,766 |
| 40 |
4.043 |
3.325 |
0.718 |
17.9% |
0.091 |
2.3% |
97% |
False |
False |
19,795 |
| 60 |
4.043 |
3.204 |
0.839 |
20.9% |
0.092 |
2.3% |
97% |
False |
False |
15,731 |
| 80 |
4.043 |
3.204 |
0.839 |
20.9% |
0.092 |
2.3% |
97% |
False |
False |
13,032 |
| 100 |
4.043 |
3.204 |
0.839 |
20.9% |
0.091 |
2.3% |
97% |
False |
False |
10,936 |
| 120 |
4.043 |
3.204 |
0.839 |
20.9% |
0.088 |
2.2% |
97% |
False |
False |
9,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.391 |
|
2.618 |
4.254 |
|
1.618 |
4.170 |
|
1.000 |
4.118 |
|
0.618 |
4.086 |
|
HIGH |
4.034 |
|
0.618 |
4.002 |
|
0.500 |
3.992 |
|
0.382 |
3.982 |
|
LOW |
3.950 |
|
0.618 |
3.898 |
|
1.000 |
3.866 |
|
1.618 |
3.814 |
|
2.618 |
3.730 |
|
4.250 |
3.593 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.011 |
4.009 |
| PP |
4.001 |
3.998 |
| S1 |
3.992 |
3.988 |
|