NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.800 |
3.789 |
-0.011 |
-0.3% |
3.638 |
| High |
3.827 |
3.843 |
0.016 |
0.4% |
3.793 |
| Low |
3.782 |
3.785 |
0.003 |
0.1% |
3.608 |
| Close |
3.800 |
3.829 |
0.029 |
0.8% |
3.791 |
| Range |
0.045 |
0.058 |
0.013 |
28.9% |
0.185 |
| ATR |
0.082 |
0.080 |
-0.002 |
-2.1% |
0.000 |
| Volume |
10,033 |
13,634 |
3,601 |
35.9% |
57,755 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.993 |
3.969 |
3.861 |
|
| R3 |
3.935 |
3.911 |
3.845 |
|
| R2 |
3.877 |
3.877 |
3.840 |
|
| R1 |
3.853 |
3.853 |
3.834 |
3.865 |
| PP |
3.819 |
3.819 |
3.819 |
3.825 |
| S1 |
3.795 |
3.795 |
3.824 |
3.807 |
| S2 |
3.761 |
3.761 |
3.818 |
|
| S3 |
3.703 |
3.737 |
3.813 |
|
| S4 |
3.645 |
3.679 |
3.797 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.286 |
4.223 |
3.893 |
|
| R3 |
4.101 |
4.038 |
3.842 |
|
| R2 |
3.916 |
3.916 |
3.825 |
|
| R1 |
3.853 |
3.853 |
3.808 |
3.885 |
| PP |
3.731 |
3.731 |
3.731 |
3.746 |
| S1 |
3.668 |
3.668 |
3.774 |
3.700 |
| S2 |
3.546 |
3.546 |
3.757 |
|
| S3 |
3.361 |
3.483 |
3.740 |
|
| S4 |
3.176 |
3.298 |
3.689 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.843 |
3.648 |
0.195 |
5.1% |
0.067 |
1.8% |
93% |
True |
False |
12,002 |
| 10 |
3.843 |
3.581 |
0.262 |
6.8% |
0.075 |
2.0% |
95% |
True |
False |
11,729 |
| 20 |
3.843 |
3.404 |
0.439 |
11.5% |
0.079 |
2.1% |
97% |
True |
False |
8,888 |
| 40 |
3.843 |
3.404 |
0.439 |
11.5% |
0.082 |
2.1% |
97% |
True |
False |
7,128 |
| 60 |
3.843 |
3.365 |
0.478 |
12.5% |
0.079 |
2.1% |
97% |
True |
False |
5,668 |
| 80 |
4.094 |
3.365 |
0.729 |
19.0% |
0.077 |
2.0% |
64% |
False |
False |
4,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.090 |
|
2.618 |
3.995 |
|
1.618 |
3.937 |
|
1.000 |
3.901 |
|
0.618 |
3.879 |
|
HIGH |
3.843 |
|
0.618 |
3.821 |
|
0.500 |
3.814 |
|
0.382 |
3.807 |
|
LOW |
3.785 |
|
0.618 |
3.749 |
|
1.000 |
3.727 |
|
1.618 |
3.691 |
|
2.618 |
3.633 |
|
4.250 |
3.539 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.819 |
| PP |
3.819 |
3.809 |
| S1 |
3.814 |
3.800 |
|