NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.751 |
3.800 |
0.049 |
1.3% |
3.643 |
| High |
3.796 |
3.811 |
0.015 |
0.4% |
3.796 |
| Low |
3.731 |
3.758 |
0.027 |
0.7% |
3.613 |
| Close |
3.793 |
3.810 |
0.017 |
0.4% |
3.793 |
| Range |
0.065 |
0.053 |
-0.012 |
-18.5% |
0.183 |
| ATR |
0.084 |
0.082 |
-0.002 |
-2.6% |
0.000 |
| Volume |
12,569 |
9,560 |
-3,009 |
-23.9% |
42,975 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.952 |
3.934 |
3.839 |
|
| R3 |
3.899 |
3.881 |
3.825 |
|
| R2 |
3.846 |
3.846 |
3.820 |
|
| R1 |
3.828 |
3.828 |
3.815 |
3.837 |
| PP |
3.793 |
3.793 |
3.793 |
3.798 |
| S1 |
3.775 |
3.775 |
3.805 |
3.784 |
| S2 |
3.740 |
3.740 |
3.800 |
|
| S3 |
3.687 |
3.722 |
3.795 |
|
| S4 |
3.634 |
3.669 |
3.781 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.283 |
4.221 |
3.894 |
|
| R3 |
4.100 |
4.038 |
3.843 |
|
| R2 |
3.917 |
3.917 |
3.827 |
|
| R1 |
3.855 |
3.855 |
3.810 |
3.886 |
| PP |
3.734 |
3.734 |
3.734 |
3.750 |
| S1 |
3.672 |
3.672 |
3.776 |
3.703 |
| S2 |
3.551 |
3.551 |
3.759 |
|
| S3 |
3.368 |
3.489 |
3.743 |
|
| S4 |
3.185 |
3.306 |
3.692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.811 |
3.652 |
0.159 |
4.2% |
0.073 |
1.9% |
99% |
True |
False |
8,802 |
| 10 |
3.811 |
3.595 |
0.216 |
5.7% |
0.080 |
2.1% |
100% |
True |
False |
8,185 |
| 20 |
3.811 |
3.420 |
0.391 |
10.3% |
0.077 |
2.0% |
100% |
True |
False |
6,754 |
| 40 |
3.832 |
3.420 |
0.412 |
10.8% |
0.080 |
2.1% |
95% |
False |
False |
5,825 |
| 60 |
3.832 |
3.350 |
0.482 |
12.7% |
0.079 |
2.1% |
95% |
False |
False |
4,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.036 |
|
2.618 |
3.950 |
|
1.618 |
3.897 |
|
1.000 |
3.864 |
|
0.618 |
3.844 |
|
HIGH |
3.811 |
|
0.618 |
3.791 |
|
0.500 |
3.785 |
|
0.382 |
3.778 |
|
LOW |
3.758 |
|
0.618 |
3.725 |
|
1.000 |
3.705 |
|
1.618 |
3.672 |
|
2.618 |
3.619 |
|
4.250 |
3.533 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.802 |
3.785 |
| PP |
3.793 |
3.760 |
| S1 |
3.785 |
3.736 |
|