NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.882 |
3.967 |
0.085 |
2.2% |
3.636 |
| High |
3.973 |
3.976 |
0.003 |
0.1% |
3.924 |
| Low |
3.869 |
3.885 |
0.016 |
0.4% |
3.590 |
| Close |
3.969 |
3.960 |
-0.009 |
-0.2% |
3.872 |
| Range |
0.104 |
0.091 |
-0.013 |
-12.5% |
0.334 |
| ATR |
0.101 |
0.100 |
-0.001 |
-0.7% |
0.000 |
| Volume |
140,408 |
143,370 |
2,962 |
2.1% |
763,285 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.213 |
4.178 |
4.010 |
|
| R3 |
4.122 |
4.087 |
3.985 |
|
| R2 |
4.031 |
4.031 |
3.977 |
|
| R1 |
3.996 |
3.996 |
3.968 |
3.968 |
| PP |
3.940 |
3.940 |
3.940 |
3.927 |
| S1 |
3.905 |
3.905 |
3.952 |
3.877 |
| S2 |
3.849 |
3.849 |
3.943 |
|
| S3 |
3.758 |
3.814 |
3.935 |
|
| S4 |
3.667 |
3.723 |
3.910 |
|
|
| 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 |
3.976 |
3.679 |
0.297 |
7.5% |
0.112 |
2.8% |
95% |
True |
False |
173,865 |
| 10 |
3.976 |
3.463 |
0.513 |
13.0% |
0.096 |
2.4% |
97% |
True |
False |
150,505 |
| 20 |
3.976 |
3.274 |
0.702 |
17.7% |
0.098 |
2.5% |
98% |
True |
False |
139,489 |
| 40 |
3.976 |
3.191 |
0.785 |
19.8% |
0.098 |
2.5% |
98% |
True |
False |
102,405 |
| 60 |
3.976 |
3.150 |
0.826 |
20.9% |
0.102 |
2.6% |
98% |
True |
False |
80,442 |
| 80 |
3.997 |
3.150 |
0.847 |
21.4% |
0.104 |
2.6% |
96% |
False |
False |
68,934 |
| 100 |
3.997 |
3.150 |
0.847 |
21.4% |
0.104 |
2.6% |
96% |
False |
False |
59,857 |
| 120 |
3.997 |
3.150 |
0.847 |
21.4% |
0.102 |
2.6% |
96% |
False |
False |
54,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.363 |
|
2.618 |
4.214 |
|
1.618 |
4.123 |
|
1.000 |
4.067 |
|
0.618 |
4.032 |
|
HIGH |
3.976 |
|
0.618 |
3.941 |
|
0.500 |
3.931 |
|
0.382 |
3.920 |
|
LOW |
3.885 |
|
0.618 |
3.829 |
|
1.000 |
3.794 |
|
1.618 |
3.738 |
|
2.618 |
3.647 |
|
4.250 |
3.498 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.950 |
3.946 |
| PP |
3.940 |
3.931 |
| S1 |
3.931 |
3.917 |
|