NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4.083 |
4.055 |
-0.028 |
-0.7% |
3.798 |
| High |
4.083 |
4.131 |
0.048 |
1.2% |
4.040 |
| Low |
4.009 |
4.010 |
0.001 |
0.0% |
3.756 |
| Close |
4.071 |
4.053 |
-0.018 |
-0.4% |
4.008 |
| Range |
0.074 |
0.121 |
0.047 |
63.5% |
0.284 |
| ATR |
0.085 |
0.088 |
0.003 |
3.0% |
0.000 |
| Volume |
11,264 |
9,210 |
-2,054 |
-18.2% |
71,373 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.428 |
4.361 |
4.120 |
|
| R3 |
4.307 |
4.240 |
4.086 |
|
| R2 |
4.186 |
4.186 |
4.075 |
|
| R1 |
4.119 |
4.119 |
4.064 |
4.092 |
| PP |
4.065 |
4.065 |
4.065 |
4.051 |
| S1 |
3.998 |
3.998 |
4.042 |
3.971 |
| S2 |
3.944 |
3.944 |
4.031 |
|
| S3 |
3.823 |
3.877 |
4.020 |
|
| S4 |
3.702 |
3.756 |
3.986 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.787 |
4.681 |
4.164 |
|
| R3 |
4.503 |
4.397 |
4.086 |
|
| R2 |
4.219 |
4.219 |
4.060 |
|
| R1 |
4.113 |
4.113 |
4.034 |
4.166 |
| PP |
3.935 |
3.935 |
3.935 |
3.961 |
| S1 |
3.829 |
3.829 |
3.982 |
3.882 |
| S2 |
3.651 |
3.651 |
3.956 |
|
| S3 |
3.367 |
3.545 |
3.930 |
|
| S4 |
3.083 |
3.261 |
3.852 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.131 |
3.964 |
0.167 |
4.1% |
0.092 |
2.3% |
53% |
True |
False |
16,459 |
| 10 |
4.131 |
3.729 |
0.402 |
9.9% |
0.080 |
2.0% |
81% |
True |
False |
14,839 |
| 20 |
4.131 |
3.484 |
0.647 |
16.0% |
0.082 |
2.0% |
88% |
True |
False |
11,910 |
| 40 |
4.131 |
3.404 |
0.727 |
17.9% |
0.083 |
2.1% |
89% |
True |
False |
8,723 |
| 60 |
4.131 |
3.365 |
0.766 |
18.9% |
0.081 |
2.0% |
90% |
True |
False |
7,054 |
| 80 |
4.131 |
3.365 |
0.766 |
18.9% |
0.079 |
1.9% |
90% |
True |
False |
5,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.645 |
|
2.618 |
4.448 |
|
1.618 |
4.327 |
|
1.000 |
4.252 |
|
0.618 |
4.206 |
|
HIGH |
4.131 |
|
0.618 |
4.085 |
|
0.500 |
4.071 |
|
0.382 |
4.056 |
|
LOW |
4.010 |
|
0.618 |
3.935 |
|
1.000 |
3.889 |
|
1.618 |
3.814 |
|
2.618 |
3.693 |
|
4.250 |
3.496 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.071 |
4.067 |
| PP |
4.065 |
4.062 |
| S1 |
4.059 |
4.058 |
|