NYMEX Natural Gas Future April 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 |
3.585 |
3.636 |
0.051 |
1.4% |
3.469 |
| High |
3.635 |
3.652 |
0.017 |
0.5% |
3.635 |
| Low |
3.565 |
3.590 |
0.025 |
0.7% |
3.408 |
| Close |
3.629 |
3.649 |
0.020 |
0.6% |
3.629 |
| Range |
0.070 |
0.062 |
-0.008 |
-11.4% |
0.227 |
| ATR |
0.103 |
0.100 |
-0.003 |
-2.8% |
0.000 |
| Volume |
111,059 |
96,725 |
-14,334 |
-12.9% |
683,312 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.816 |
3.795 |
3.683 |
|
| R3 |
3.754 |
3.733 |
3.666 |
|
| R2 |
3.692 |
3.692 |
3.660 |
|
| R1 |
3.671 |
3.671 |
3.655 |
3.682 |
| PP |
3.630 |
3.630 |
3.630 |
3.636 |
| S1 |
3.609 |
3.609 |
3.643 |
3.620 |
| S2 |
3.568 |
3.568 |
3.638 |
|
| S3 |
3.506 |
3.547 |
3.632 |
|
| S4 |
3.444 |
3.485 |
3.615 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.161 |
3.754 |
|
| R3 |
4.011 |
3.934 |
3.691 |
|
| R2 |
3.784 |
3.784 |
3.671 |
|
| R1 |
3.707 |
3.707 |
3.650 |
3.746 |
| PP |
3.557 |
3.557 |
3.557 |
3.577 |
| S1 |
3.480 |
3.480 |
3.608 |
3.519 |
| S2 |
3.330 |
3.330 |
3.587 |
|
| S3 |
3.103 |
3.253 |
3.567 |
|
| S4 |
2.876 |
3.026 |
3.504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.652 |
3.462 |
0.190 |
5.2% |
0.089 |
2.4% |
98% |
True |
False |
130,577 |
| 10 |
3.652 |
3.395 |
0.257 |
7.0% |
0.100 |
2.7% |
99% |
True |
False |
134,436 |
| 20 |
3.652 |
3.191 |
0.461 |
12.6% |
0.098 |
2.7% |
99% |
True |
False |
116,145 |
| 40 |
3.670 |
3.191 |
0.479 |
13.1% |
0.100 |
2.8% |
96% |
False |
False |
83,218 |
| 60 |
3.670 |
3.150 |
0.520 |
14.3% |
0.102 |
2.8% |
96% |
False |
False |
66,324 |
| 80 |
3.997 |
3.150 |
0.847 |
23.2% |
0.105 |
2.9% |
59% |
False |
False |
57,545 |
| 100 |
3.997 |
3.150 |
0.847 |
23.2% |
0.103 |
2.8% |
59% |
False |
False |
50,370 |
| 120 |
3.997 |
3.150 |
0.847 |
23.2% |
0.100 |
2.7% |
59% |
False |
False |
46,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.916 |
|
2.618 |
3.814 |
|
1.618 |
3.752 |
|
1.000 |
3.714 |
|
0.618 |
3.690 |
|
HIGH |
3.652 |
|
0.618 |
3.628 |
|
0.500 |
3.621 |
|
0.382 |
3.614 |
|
LOW |
3.590 |
|
0.618 |
3.552 |
|
1.000 |
3.528 |
|
1.618 |
3.490 |
|
2.618 |
3.428 |
|
4.250 |
3.327 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.640 |
3.619 |
| PP |
3.630 |
3.588 |
| S1 |
3.621 |
3.558 |
|