NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4.053 |
4.080 |
0.027 |
0.7% |
4.054 |
| High |
4.122 |
4.111 |
-0.011 |
-0.3% |
4.131 |
| Low |
4.039 |
3.989 |
-0.050 |
-1.2% |
3.990 |
| Close |
4.055 |
3.993 |
-0.062 |
-1.5% |
4.055 |
| Range |
0.083 |
0.122 |
0.039 |
47.0% |
0.141 |
| ATR |
0.087 |
0.090 |
0.002 |
2.9% |
0.000 |
| Volume |
15,982 |
10,918 |
-5,064 |
-31.7% |
74,264 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.397 |
4.317 |
4.060 |
|
| R3 |
4.275 |
4.195 |
4.027 |
|
| R2 |
4.153 |
4.153 |
4.015 |
|
| R1 |
4.073 |
4.073 |
4.004 |
4.052 |
| PP |
4.031 |
4.031 |
4.031 |
4.021 |
| S1 |
3.951 |
3.951 |
3.982 |
3.930 |
| S2 |
3.909 |
3.909 |
3.971 |
|
| S3 |
3.787 |
3.829 |
3.959 |
|
| S4 |
3.665 |
3.707 |
3.926 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.482 |
4.409 |
4.133 |
|
| R3 |
4.341 |
4.268 |
4.094 |
|
| R2 |
4.200 |
4.200 |
4.081 |
|
| R1 |
4.127 |
4.127 |
4.068 |
4.164 |
| PP |
4.059 |
4.059 |
4.059 |
4.077 |
| S1 |
3.986 |
3.986 |
4.042 |
4.023 |
| S2 |
3.918 |
3.918 |
4.029 |
|
| S3 |
3.777 |
3.845 |
4.016 |
|
| S4 |
3.636 |
3.704 |
3.977 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.131 |
3.989 |
0.142 |
3.6% |
0.097 |
2.4% |
3% |
False |
True |
12,804 |
| 10 |
4.131 |
3.782 |
0.349 |
8.7% |
0.089 |
2.2% |
60% |
False |
False |
14,554 |
| 20 |
4.131 |
3.581 |
0.550 |
13.8% |
0.087 |
2.2% |
75% |
False |
False |
12,625 |
| 40 |
4.131 |
3.404 |
0.727 |
18.2% |
0.084 |
2.1% |
81% |
False |
False |
9,154 |
| 60 |
4.131 |
3.365 |
0.766 |
19.2% |
0.083 |
2.1% |
82% |
False |
False |
7,432 |
| 80 |
4.131 |
3.365 |
0.766 |
19.2% |
0.080 |
2.0% |
82% |
False |
False |
6,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.630 |
|
2.618 |
4.430 |
|
1.618 |
4.308 |
|
1.000 |
4.233 |
|
0.618 |
4.186 |
|
HIGH |
4.111 |
|
0.618 |
4.064 |
|
0.500 |
4.050 |
|
0.382 |
4.036 |
|
LOW |
3.989 |
|
0.618 |
3.914 |
|
1.000 |
3.867 |
|
1.618 |
3.792 |
|
2.618 |
3.670 |
|
4.250 |
3.471 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.050 |
4.060 |
| PP |
4.031 |
4.038 |
| S1 |
4.012 |
4.015 |
|