NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
3.943 |
-0.057 |
-1.4% |
3.985 |
| High |
4.052 |
4.068 |
0.016 |
0.4% |
4.082 |
| Low |
3.927 |
3.931 |
0.004 |
0.1% |
3.932 |
| Close |
3.930 |
4.031 |
0.101 |
2.6% |
3.993 |
| Range |
0.125 |
0.137 |
0.012 |
9.6% |
0.150 |
| ATR |
0.097 |
0.100 |
0.003 |
3.0% |
0.000 |
| Volume |
20,722 |
32,005 |
11,283 |
54.4% |
187,124 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.363 |
4.106 |
|
| R3 |
4.284 |
4.226 |
4.069 |
|
| R2 |
4.147 |
4.147 |
4.056 |
|
| R1 |
4.089 |
4.089 |
4.044 |
4.118 |
| PP |
4.010 |
4.010 |
4.010 |
4.025 |
| S1 |
3.952 |
3.952 |
4.018 |
3.981 |
| S2 |
3.873 |
3.873 |
4.006 |
|
| S3 |
3.736 |
3.815 |
3.993 |
|
| S4 |
3.599 |
3.678 |
3.956 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.452 |
4.373 |
4.076 |
|
| R3 |
4.302 |
4.223 |
4.034 |
|
| R2 |
4.152 |
4.152 |
4.021 |
|
| R1 |
4.073 |
4.073 |
4.007 |
4.113 |
| PP |
4.002 |
4.002 |
4.002 |
4.022 |
| S1 |
3.923 |
3.923 |
3.979 |
3.963 |
| S2 |
3.852 |
3.852 |
3.966 |
|
| S3 |
3.702 |
3.773 |
3.952 |
|
| S4 |
3.552 |
3.623 |
3.911 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.082 |
3.927 |
0.155 |
3.8% |
0.114 |
2.8% |
67% |
False |
False |
31,005 |
| 10 |
4.082 |
3.708 |
0.374 |
9.3% |
0.107 |
2.7% |
86% |
False |
False |
33,740 |
| 20 |
4.082 |
3.500 |
0.582 |
14.4% |
0.098 |
2.4% |
91% |
False |
False |
28,694 |
| 40 |
4.082 |
3.325 |
0.757 |
18.8% |
0.093 |
2.3% |
93% |
False |
False |
21,760 |
| 60 |
4.082 |
3.204 |
0.878 |
21.8% |
0.096 |
2.4% |
94% |
False |
False |
17,426 |
| 80 |
4.082 |
3.204 |
0.878 |
21.8% |
0.094 |
2.3% |
94% |
False |
False |
14,430 |
| 100 |
4.082 |
3.204 |
0.878 |
21.8% |
0.092 |
2.3% |
94% |
False |
False |
12,079 |
| 120 |
4.082 |
3.204 |
0.878 |
21.8% |
0.090 |
2.2% |
94% |
False |
False |
10,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.650 |
|
2.618 |
4.427 |
|
1.618 |
4.290 |
|
1.000 |
4.205 |
|
0.618 |
4.153 |
|
HIGH |
4.068 |
|
0.618 |
4.016 |
|
0.500 |
4.000 |
|
0.382 |
3.983 |
|
LOW |
3.931 |
|
0.618 |
3.846 |
|
1.000 |
3.794 |
|
1.618 |
3.709 |
|
2.618 |
3.572 |
|
4.250 |
3.349 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.021 |
4.020 |
| PP |
4.010 |
4.009 |
| S1 |
4.000 |
3.999 |
|