NYMEX Natural Gas Future September 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 |
4.058 |
4.073 |
0.015 |
0.4% |
4.048 |
| High |
4.115 |
4.103 |
-0.012 |
-0.3% |
4.118 |
| Low |
4.034 |
3.981 |
-0.053 |
-1.3% |
3.982 |
| Close |
4.048 |
3.985 |
-0.063 |
-1.6% |
4.048 |
| Range |
0.081 |
0.122 |
0.041 |
50.6% |
0.136 |
| ATR |
0.084 |
0.087 |
0.003 |
3.2% |
0.000 |
| Volume |
12,273 |
9,109 |
-3,164 |
-25.8% |
56,725 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.389 |
4.309 |
4.052 |
|
| R3 |
4.267 |
4.187 |
4.019 |
|
| R2 |
4.145 |
4.145 |
4.007 |
|
| R1 |
4.065 |
4.065 |
3.996 |
4.044 |
| PP |
4.023 |
4.023 |
4.023 |
4.013 |
| S1 |
3.943 |
3.943 |
3.974 |
3.922 |
| S2 |
3.901 |
3.901 |
3.963 |
|
| S3 |
3.779 |
3.821 |
3.951 |
|
| S4 |
3.657 |
3.699 |
3.918 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.457 |
4.389 |
4.123 |
|
| R3 |
4.321 |
4.253 |
4.085 |
|
| R2 |
4.185 |
4.185 |
4.073 |
|
| R1 |
4.117 |
4.117 |
4.060 |
4.116 |
| PP |
4.049 |
4.049 |
4.049 |
4.049 |
| S1 |
3.981 |
3.981 |
4.036 |
3.980 |
| S2 |
3.913 |
3.913 |
4.023 |
|
| S3 |
3.777 |
3.845 |
4.011 |
|
| S4 |
3.641 |
3.709 |
3.973 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.118 |
3.981 |
0.137 |
3.4% |
0.093 |
2.3% |
3% |
False |
True |
9,337 |
| 10 |
4.118 |
3.782 |
0.336 |
8.4% |
0.086 |
2.2% |
60% |
False |
False |
11,441 |
| 20 |
4.118 |
3.595 |
0.523 |
13.1% |
0.083 |
2.1% |
75% |
False |
False |
9,813 |
| 40 |
4.118 |
3.420 |
0.698 |
17.5% |
0.081 |
2.0% |
81% |
False |
False |
7,579 |
| 60 |
4.118 |
3.350 |
0.768 |
19.3% |
0.084 |
2.1% |
83% |
False |
False |
6,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.622 |
|
2.618 |
4.422 |
|
1.618 |
4.300 |
|
1.000 |
4.225 |
|
0.618 |
4.178 |
|
HIGH |
4.103 |
|
0.618 |
4.056 |
|
0.500 |
4.042 |
|
0.382 |
4.028 |
|
LOW |
3.981 |
|
0.618 |
3.906 |
|
1.000 |
3.859 |
|
1.618 |
3.784 |
|
2.618 |
3.662 |
|
4.250 |
3.463 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.042 |
4.050 |
| PP |
4.023 |
4.028 |
| S1 |
4.004 |
4.007 |
|