NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.640 |
3.637 |
-0.003 |
-0.1% |
3.469 |
| High |
3.676 |
3.696 |
0.020 |
0.5% |
3.635 |
| Low |
3.620 |
3.623 |
0.003 |
0.1% |
3.408 |
| Close |
3.645 |
3.680 |
0.035 |
1.0% |
3.629 |
| Range |
0.056 |
0.073 |
0.017 |
30.4% |
0.227 |
| ATR |
0.097 |
0.095 |
-0.002 |
-1.7% |
0.000 |
| Volume |
140,325 |
98,475 |
-41,850 |
-29.8% |
683,312 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.856 |
3.720 |
|
| R3 |
3.812 |
3.783 |
3.700 |
|
| R2 |
3.739 |
3.739 |
3.693 |
|
| R1 |
3.710 |
3.710 |
3.687 |
3.725 |
| PP |
3.666 |
3.666 |
3.666 |
3.674 |
| S1 |
3.637 |
3.637 |
3.673 |
3.652 |
| S2 |
3.593 |
3.593 |
3.667 |
|
| S3 |
3.520 |
3.564 |
3.660 |
|
| S4 |
3.447 |
3.491 |
3.640 |
|
|
| 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 |
3.696 |
3.463 |
0.233 |
6.3% |
0.080 |
2.2% |
93% |
True |
False |
127,146 |
| 10 |
3.696 |
3.395 |
0.301 |
8.2% |
0.090 |
2.4% |
95% |
True |
False |
128,498 |
| 20 |
3.696 |
3.191 |
0.505 |
13.7% |
0.095 |
2.6% |
97% |
True |
False |
118,936 |
| 40 |
3.696 |
3.191 |
0.505 |
13.7% |
0.098 |
2.7% |
97% |
True |
False |
86,513 |
| 60 |
3.696 |
3.150 |
0.546 |
14.8% |
0.101 |
2.8% |
97% |
True |
False |
69,069 |
| 80 |
3.997 |
3.150 |
0.847 |
23.0% |
0.103 |
2.8% |
63% |
False |
False |
59,795 |
| 100 |
3.997 |
3.150 |
0.847 |
23.0% |
0.103 |
2.8% |
63% |
False |
False |
52,334 |
| 120 |
3.997 |
3.150 |
0.847 |
23.0% |
0.100 |
2.7% |
63% |
False |
False |
47,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.006 |
|
2.618 |
3.887 |
|
1.618 |
3.814 |
|
1.000 |
3.769 |
|
0.618 |
3.741 |
|
HIGH |
3.696 |
|
0.618 |
3.668 |
|
0.500 |
3.660 |
|
0.382 |
3.651 |
|
LOW |
3.623 |
|
0.618 |
3.578 |
|
1.000 |
3.550 |
|
1.618 |
3.505 |
|
2.618 |
3.432 |
|
4.250 |
3.313 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.673 |
3.668 |
| PP |
3.666 |
3.655 |
| S1 |
3.660 |
3.643 |
|