NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4.044 |
4.130 |
0.086 |
2.1% |
3.985 |
| High |
4.142 |
4.160 |
0.018 |
0.4% |
4.082 |
| Low |
4.023 |
4.013 |
-0.010 |
-0.2% |
3.932 |
| Close |
4.108 |
4.066 |
-0.042 |
-1.0% |
3.993 |
| Range |
0.119 |
0.147 |
0.028 |
23.5% |
0.150 |
| ATR |
0.102 |
0.105 |
0.003 |
3.2% |
0.000 |
| Volume |
30,503 |
46,688 |
16,185 |
53.1% |
187,124 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.521 |
4.440 |
4.147 |
|
| R3 |
4.374 |
4.293 |
4.106 |
|
| R2 |
4.227 |
4.227 |
4.093 |
|
| R1 |
4.146 |
4.146 |
4.079 |
4.113 |
| PP |
4.080 |
4.080 |
4.080 |
4.063 |
| S1 |
3.999 |
3.999 |
4.053 |
3.966 |
| S2 |
3.933 |
3.933 |
4.039 |
|
| S3 |
3.786 |
3.852 |
4.026 |
|
| S4 |
3.639 |
3.705 |
3.985 |
|
|
| 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 |
4.160 |
3.927 |
0.233 |
5.7% |
0.124 |
3.0% |
60% |
True |
False |
33,649 |
| 10 |
4.160 |
3.904 |
0.256 |
6.3% |
0.112 |
2.8% |
63% |
True |
False |
36,063 |
| 20 |
4.160 |
3.511 |
0.649 |
16.0% |
0.099 |
2.4% |
86% |
True |
False |
30,926 |
| 40 |
4.160 |
3.325 |
0.835 |
20.5% |
0.097 |
2.4% |
89% |
True |
False |
23,101 |
| 60 |
4.160 |
3.204 |
0.956 |
23.5% |
0.097 |
2.4% |
90% |
True |
False |
18,561 |
| 80 |
4.160 |
3.204 |
0.956 |
23.5% |
0.095 |
2.3% |
90% |
True |
False |
15,276 |
| 100 |
4.160 |
3.204 |
0.956 |
23.5% |
0.094 |
2.3% |
90% |
True |
False |
12,811 |
| 120 |
4.160 |
3.204 |
0.956 |
23.5% |
0.091 |
2.2% |
90% |
True |
False |
11,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.785 |
|
2.618 |
4.545 |
|
1.618 |
4.398 |
|
1.000 |
4.307 |
|
0.618 |
4.251 |
|
HIGH |
4.160 |
|
0.618 |
4.104 |
|
0.500 |
4.087 |
|
0.382 |
4.069 |
|
LOW |
4.013 |
|
0.618 |
3.922 |
|
1.000 |
3.866 |
|
1.618 |
3.775 |
|
2.618 |
3.628 |
|
4.250 |
3.388 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.087 |
4.059 |
| PP |
4.080 |
4.052 |
| S1 |
4.073 |
4.046 |
|