NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.686 |
3.825 |
0.139 |
3.8% |
3.636 |
| High |
3.834 |
3.924 |
0.090 |
2.3% |
3.924 |
| Low |
3.679 |
3.821 |
0.142 |
3.9% |
3.590 |
| Close |
3.812 |
3.872 |
0.060 |
1.6% |
3.872 |
| Range |
0.155 |
0.103 |
-0.052 |
-33.5% |
0.334 |
| ATR |
0.099 |
0.100 |
0.001 |
0.9% |
0.000 |
| Volume |
232,977 |
194,783 |
-38,194 |
-16.4% |
763,285 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.181 |
4.130 |
3.929 |
|
| R3 |
4.078 |
4.027 |
3.900 |
|
| R2 |
3.975 |
3.975 |
3.891 |
|
| R1 |
3.924 |
3.924 |
3.881 |
3.950 |
| PP |
3.872 |
3.872 |
3.872 |
3.885 |
| S1 |
3.821 |
3.821 |
3.863 |
3.847 |
| S2 |
3.769 |
3.769 |
3.853 |
|
| S3 |
3.666 |
3.718 |
3.844 |
|
| S4 |
3.563 |
3.615 |
3.815 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.797 |
4.669 |
4.056 |
|
| R3 |
4.463 |
4.335 |
3.964 |
|
| R2 |
4.129 |
4.129 |
3.933 |
|
| R1 |
4.001 |
4.001 |
3.903 |
4.065 |
| PP |
3.795 |
3.795 |
3.795 |
3.828 |
| S1 |
3.667 |
3.667 |
3.841 |
3.731 |
| S2 |
3.461 |
3.461 |
3.811 |
|
| S3 |
3.127 |
3.333 |
3.780 |
|
| S4 |
2.793 |
2.999 |
3.688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.924 |
3.590 |
0.334 |
8.6% |
0.090 |
2.3% |
84% |
True |
False |
152,657 |
| 10 |
3.924 |
3.408 |
0.516 |
13.3% |
0.096 |
2.5% |
90% |
True |
False |
144,659 |
| 20 |
3.924 |
3.191 |
0.733 |
18.9% |
0.095 |
2.5% |
93% |
True |
False |
129,672 |
| 40 |
3.924 |
3.191 |
0.733 |
18.9% |
0.100 |
2.6% |
93% |
True |
False |
94,586 |
| 60 |
3.924 |
3.150 |
0.774 |
20.0% |
0.103 |
2.7% |
93% |
True |
False |
74,728 |
| 80 |
3.997 |
3.150 |
0.847 |
21.9% |
0.104 |
2.7% |
85% |
False |
False |
64,193 |
| 100 |
3.997 |
3.150 |
0.847 |
21.9% |
0.104 |
2.7% |
85% |
False |
False |
56,103 |
| 120 |
3.997 |
3.150 |
0.847 |
21.9% |
0.101 |
2.6% |
85% |
False |
False |
51,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.362 |
|
2.618 |
4.194 |
|
1.618 |
4.091 |
|
1.000 |
4.027 |
|
0.618 |
3.988 |
|
HIGH |
3.924 |
|
0.618 |
3.885 |
|
0.500 |
3.873 |
|
0.382 |
3.860 |
|
LOW |
3.821 |
|
0.618 |
3.757 |
|
1.000 |
3.718 |
|
1.618 |
3.654 |
|
2.618 |
3.551 |
|
4.250 |
3.383 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.873 |
3.839 |
| PP |
3.872 |
3.806 |
| S1 |
3.872 |
3.774 |
|