NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.770 |
3.808 |
0.038 |
1.0% |
3.589 |
| High |
3.824 |
3.947 |
0.123 |
3.2% |
3.772 |
| Low |
3.770 |
3.806 |
0.036 |
1.0% |
3.569 |
| Close |
3.809 |
3.933 |
0.124 |
3.3% |
3.770 |
| Range |
0.054 |
0.141 |
0.087 |
161.1% |
0.203 |
| ATR |
0.084 |
0.088 |
0.004 |
4.9% |
0.000 |
| Volume |
27,708 |
18,275 |
-9,433 |
-34.0% |
134,012 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.318 |
4.267 |
4.011 |
|
| R3 |
4.177 |
4.126 |
3.972 |
|
| R2 |
4.036 |
4.036 |
3.959 |
|
| R1 |
3.985 |
3.985 |
3.946 |
4.011 |
| PP |
3.895 |
3.895 |
3.895 |
3.908 |
| S1 |
3.844 |
3.844 |
3.920 |
3.870 |
| S2 |
3.754 |
3.754 |
3.907 |
|
| S3 |
3.613 |
3.703 |
3.894 |
|
| S4 |
3.472 |
3.562 |
3.855 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.244 |
3.882 |
|
| R3 |
4.110 |
4.041 |
3.826 |
|
| R2 |
3.907 |
3.907 |
3.807 |
|
| R1 |
3.838 |
3.838 |
3.789 |
3.873 |
| PP |
3.704 |
3.704 |
3.704 |
3.721 |
| S1 |
3.635 |
3.635 |
3.751 |
3.670 |
| S2 |
3.501 |
3.501 |
3.733 |
|
| S3 |
3.298 |
3.432 |
3.714 |
|
| S4 |
3.095 |
3.229 |
3.658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.947 |
3.707 |
0.240 |
6.1% |
0.073 |
1.9% |
94% |
True |
False |
26,482 |
| 10 |
3.947 |
3.569 |
0.378 |
9.6% |
0.083 |
2.1% |
96% |
True |
False |
24,995 |
| 20 |
3.947 |
3.382 |
0.565 |
14.4% |
0.088 |
2.2% |
98% |
True |
False |
22,009 |
| 40 |
3.947 |
3.382 |
0.565 |
14.4% |
0.088 |
2.2% |
98% |
True |
False |
16,985 |
| 60 |
3.947 |
3.336 |
0.611 |
15.5% |
0.088 |
2.2% |
98% |
True |
False |
13,400 |
| 80 |
4.077 |
3.336 |
0.741 |
18.8% |
0.086 |
2.2% |
81% |
False |
False |
11,099 |
| 100 |
4.077 |
3.336 |
0.741 |
18.8% |
0.086 |
2.2% |
81% |
False |
False |
9,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.546 |
|
2.618 |
4.316 |
|
1.618 |
4.175 |
|
1.000 |
4.088 |
|
0.618 |
4.034 |
|
HIGH |
3.947 |
|
0.618 |
3.893 |
|
0.500 |
3.877 |
|
0.382 |
3.860 |
|
LOW |
3.806 |
|
0.618 |
3.719 |
|
1.000 |
3.665 |
|
1.618 |
3.578 |
|
2.618 |
3.437 |
|
4.250 |
3.207 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.914 |
3.906 |
| PP |
3.895 |
3.879 |
| S1 |
3.877 |
3.852 |
|