NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.825 |
3.907 |
0.082 |
2.1% |
3.636 |
| High |
3.924 |
3.965 |
0.041 |
1.0% |
3.924 |
| Low |
3.821 |
3.858 |
0.037 |
1.0% |
3.590 |
| Close |
3.872 |
3.882 |
0.010 |
0.3% |
3.872 |
| Range |
0.103 |
0.107 |
0.004 |
3.9% |
0.334 |
| ATR |
0.100 |
0.101 |
0.000 |
0.5% |
0.000 |
| Volume |
194,783 |
157,789 |
-36,994 |
-19.0% |
763,285 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.223 |
4.159 |
3.941 |
|
| R3 |
4.116 |
4.052 |
3.911 |
|
| R2 |
4.009 |
4.009 |
3.902 |
|
| R1 |
3.945 |
3.945 |
3.892 |
3.924 |
| PP |
3.902 |
3.902 |
3.902 |
3.891 |
| S1 |
3.838 |
3.838 |
3.872 |
3.817 |
| S2 |
3.795 |
3.795 |
3.862 |
|
| S3 |
3.688 |
3.731 |
3.853 |
|
| S4 |
3.581 |
3.624 |
3.823 |
|
|
| 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 |
3.965 |
3.620 |
0.345 |
8.9% |
0.099 |
2.5% |
76% |
True |
False |
164,869 |
| 10 |
3.965 |
3.462 |
0.503 |
13.0% |
0.094 |
2.4% |
83% |
True |
False |
147,723 |
| 20 |
3.965 |
3.199 |
0.766 |
19.7% |
0.098 |
2.5% |
89% |
True |
False |
134,217 |
| 40 |
3.965 |
3.191 |
0.774 |
19.9% |
0.099 |
2.6% |
89% |
True |
False |
97,507 |
| 60 |
3.965 |
3.150 |
0.815 |
21.0% |
0.103 |
2.6% |
90% |
True |
False |
76,778 |
| 80 |
3.997 |
3.150 |
0.847 |
21.8% |
0.104 |
2.7% |
86% |
False |
False |
65,788 |
| 100 |
3.997 |
3.150 |
0.847 |
21.8% |
0.104 |
2.7% |
86% |
False |
False |
57,448 |
| 120 |
3.997 |
3.150 |
0.847 |
21.8% |
0.101 |
2.6% |
86% |
False |
False |
52,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.420 |
|
2.618 |
4.245 |
|
1.618 |
4.138 |
|
1.000 |
4.072 |
|
0.618 |
4.031 |
|
HIGH |
3.965 |
|
0.618 |
3.924 |
|
0.500 |
3.912 |
|
0.382 |
3.899 |
|
LOW |
3.858 |
|
0.618 |
3.792 |
|
1.000 |
3.751 |
|
1.618 |
3.685 |
|
2.618 |
3.578 |
|
4.250 |
3.403 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.912 |
3.862 |
| PP |
3.902 |
3.842 |
| S1 |
3.892 |
3.822 |
|