NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.967 |
3.950 |
-0.017 |
-0.4% |
3.636 |
| High |
3.976 |
4.025 |
0.049 |
1.2% |
3.924 |
| Low |
3.885 |
3.891 |
0.006 |
0.2% |
3.590 |
| Close |
3.960 |
3.935 |
-0.025 |
-0.6% |
3.872 |
| Range |
0.091 |
0.134 |
0.043 |
47.3% |
0.334 |
| ATR |
0.100 |
0.103 |
0.002 |
2.4% |
0.000 |
| Volume |
143,370 |
208,091 |
64,721 |
45.1% |
763,285 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.352 |
4.278 |
4.009 |
|
| R3 |
4.218 |
4.144 |
3.972 |
|
| R2 |
4.084 |
4.084 |
3.960 |
|
| R1 |
4.010 |
4.010 |
3.947 |
3.980 |
| PP |
3.950 |
3.950 |
3.950 |
3.936 |
| S1 |
3.876 |
3.876 |
3.923 |
3.846 |
| S2 |
3.816 |
3.816 |
3.910 |
|
| S3 |
3.682 |
3.742 |
3.898 |
|
| S4 |
3.548 |
3.608 |
3.861 |
|
|
| 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 |
4.025 |
3.821 |
0.204 |
5.2% |
0.108 |
2.7% |
56% |
True |
False |
168,888 |
| 10 |
4.025 |
3.565 |
0.460 |
11.7% |
0.096 |
2.4% |
80% |
True |
False |
152,400 |
| 20 |
4.025 |
3.287 |
0.738 |
18.8% |
0.099 |
2.5% |
88% |
True |
False |
142,817 |
| 40 |
4.025 |
3.191 |
0.834 |
21.2% |
0.100 |
2.5% |
89% |
True |
False |
106,202 |
| 60 |
4.025 |
3.150 |
0.875 |
22.2% |
0.103 |
2.6% |
90% |
True |
False |
83,331 |
| 80 |
4.025 |
3.150 |
0.875 |
22.2% |
0.104 |
2.7% |
90% |
True |
False |
71,174 |
| 100 |
4.025 |
3.150 |
0.875 |
22.2% |
0.104 |
2.6% |
90% |
True |
False |
61,753 |
| 120 |
4.025 |
3.150 |
0.875 |
22.2% |
0.102 |
2.6% |
90% |
True |
False |
56,021 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.595 |
|
2.618 |
4.376 |
|
1.618 |
4.242 |
|
1.000 |
4.159 |
|
0.618 |
4.108 |
|
HIGH |
4.025 |
|
0.618 |
3.974 |
|
0.500 |
3.958 |
|
0.382 |
3.942 |
|
LOW |
3.891 |
|
0.618 |
3.808 |
|
1.000 |
3.757 |
|
1.618 |
3.674 |
|
2.618 |
3.540 |
|
4.250 |
3.322 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.958 |
3.947 |
| PP |
3.950 |
3.943 |
| S1 |
3.943 |
3.939 |
|