NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.637 |
3.686 |
0.049 |
1.3% |
3.469 |
| High |
3.696 |
3.834 |
0.138 |
3.7% |
3.635 |
| Low |
3.623 |
3.679 |
0.056 |
1.5% |
3.408 |
| Close |
3.680 |
3.812 |
0.132 |
3.6% |
3.629 |
| Range |
0.073 |
0.155 |
0.082 |
112.3% |
0.227 |
| ATR |
0.095 |
0.099 |
0.004 |
4.5% |
0.000 |
| Volume |
98,475 |
232,977 |
134,502 |
136.6% |
683,312 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.240 |
4.181 |
3.897 |
|
| R3 |
4.085 |
4.026 |
3.855 |
|
| R2 |
3.930 |
3.930 |
3.840 |
|
| R1 |
3.871 |
3.871 |
3.826 |
3.901 |
| PP |
3.775 |
3.775 |
3.775 |
3.790 |
| S1 |
3.716 |
3.716 |
3.798 |
3.746 |
| S2 |
3.620 |
3.620 |
3.784 |
|
| S3 |
3.465 |
3.561 |
3.769 |
|
| S4 |
3.310 |
3.406 |
3.727 |
|
|
| 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 |
3.834 |
3.565 |
0.269 |
7.1% |
0.083 |
2.2% |
92% |
True |
False |
135,912 |
| 10 |
3.834 |
3.408 |
0.426 |
11.2% |
0.094 |
2.5% |
95% |
True |
False |
136,984 |
| 20 |
3.834 |
3.191 |
0.643 |
16.9% |
0.099 |
2.6% |
97% |
True |
False |
125,447 |
| 40 |
3.834 |
3.191 |
0.643 |
16.9% |
0.099 |
2.6% |
97% |
True |
False |
91,105 |
| 60 |
3.834 |
3.150 |
0.684 |
17.9% |
0.102 |
2.7% |
97% |
True |
False |
72,206 |
| 80 |
3.997 |
3.150 |
0.847 |
22.2% |
0.104 |
2.7% |
78% |
False |
False |
62,121 |
| 100 |
3.997 |
3.150 |
0.847 |
22.2% |
0.104 |
2.7% |
78% |
False |
False |
54,428 |
| 120 |
3.997 |
3.150 |
0.847 |
22.2% |
0.101 |
2.6% |
78% |
False |
False |
49,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.493 |
|
2.618 |
4.240 |
|
1.618 |
4.085 |
|
1.000 |
3.989 |
|
0.618 |
3.930 |
|
HIGH |
3.834 |
|
0.618 |
3.775 |
|
0.500 |
3.757 |
|
0.382 |
3.738 |
|
LOW |
3.679 |
|
0.618 |
3.583 |
|
1.000 |
3.524 |
|
1.618 |
3.428 |
|
2.618 |
3.273 |
|
4.250 |
3.020 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.794 |
3.784 |
| PP |
3.775 |
3.755 |
| S1 |
3.757 |
3.727 |
|