NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.930 |
3.943 |
0.013 |
0.3% |
3.907 |
| High |
4.006 |
3.996 |
-0.010 |
-0.2% |
4.025 |
| Low |
3.913 |
3.860 |
-0.053 |
-1.4% |
3.858 |
| Close |
3.927 |
3.865 |
-0.062 |
-1.6% |
3.927 |
| Range |
0.093 |
0.136 |
0.043 |
46.2% |
0.167 |
| ATR |
0.102 |
0.104 |
0.002 |
2.4% |
0.000 |
| Volume |
77,778 |
63,312 |
-14,466 |
-18.6% |
727,436 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.315 |
4.226 |
3.940 |
|
| R3 |
4.179 |
4.090 |
3.902 |
|
| R2 |
4.043 |
4.043 |
3.890 |
|
| R1 |
3.954 |
3.954 |
3.877 |
3.931 |
| PP |
3.907 |
3.907 |
3.907 |
3.895 |
| S1 |
3.818 |
3.818 |
3.853 |
3.795 |
| S2 |
3.771 |
3.771 |
3.840 |
|
| S3 |
3.635 |
3.682 |
3.828 |
|
| S4 |
3.499 |
3.546 |
3.790 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.438 |
4.349 |
4.019 |
|
| R3 |
4.271 |
4.182 |
3.973 |
|
| R2 |
4.104 |
4.104 |
3.958 |
|
| R1 |
4.015 |
4.015 |
3.942 |
4.060 |
| PP |
3.937 |
3.937 |
3.937 |
3.959 |
| S1 |
3.848 |
3.848 |
3.912 |
3.893 |
| S2 |
3.770 |
3.770 |
3.896 |
|
| S3 |
3.603 |
3.681 |
3.881 |
|
| S4 |
3.436 |
3.514 |
3.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.025 |
3.860 |
0.165 |
4.3% |
0.112 |
2.9% |
3% |
False |
True |
126,591 |
| 10 |
4.025 |
3.620 |
0.405 |
10.5% |
0.105 |
2.7% |
60% |
False |
False |
145,730 |
| 20 |
4.025 |
3.395 |
0.630 |
16.3% |
0.103 |
2.7% |
75% |
False |
False |
140,083 |
| 40 |
4.025 |
3.191 |
0.834 |
21.6% |
0.100 |
2.6% |
81% |
False |
False |
107,129 |
| 60 |
4.025 |
3.150 |
0.875 |
22.6% |
0.103 |
2.7% |
82% |
False |
False |
85,125 |
| 80 |
4.025 |
3.150 |
0.875 |
22.6% |
0.105 |
2.7% |
82% |
False |
False |
72,407 |
| 100 |
4.025 |
3.150 |
0.875 |
22.6% |
0.104 |
2.7% |
82% |
False |
False |
62,770 |
| 120 |
4.025 |
3.150 |
0.875 |
22.6% |
0.103 |
2.7% |
82% |
False |
False |
56,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.574 |
|
2.618 |
4.352 |
|
1.618 |
4.216 |
|
1.000 |
4.132 |
|
0.618 |
4.080 |
|
HIGH |
3.996 |
|
0.618 |
3.944 |
|
0.500 |
3.928 |
|
0.382 |
3.912 |
|
LOW |
3.860 |
|
0.618 |
3.776 |
|
1.000 |
3.724 |
|
1.618 |
3.640 |
|
2.618 |
3.504 |
|
4.250 |
3.282 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.928 |
3.943 |
| PP |
3.907 |
3.917 |
| S1 |
3.886 |
3.891 |
|