NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.631 |
3.680 |
0.049 |
1.3% |
3.513 |
| High |
3.679 |
3.692 |
0.013 |
0.4% |
3.679 |
| Low |
3.613 |
3.632 |
0.019 |
0.5% |
3.459 |
| Close |
3.673 |
3.689 |
0.016 |
0.4% |
3.673 |
| Range |
0.066 |
0.060 |
-0.006 |
-9.1% |
0.220 |
| ATR |
0.096 |
0.094 |
-0.003 |
-2.7% |
0.000 |
| Volume |
84,848 |
73,217 |
-11,631 |
-13.7% |
266,509 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.851 |
3.830 |
3.722 |
|
| R3 |
3.791 |
3.770 |
3.706 |
|
| R2 |
3.731 |
3.731 |
3.700 |
|
| R1 |
3.710 |
3.710 |
3.695 |
3.721 |
| PP |
3.671 |
3.671 |
3.671 |
3.676 |
| S1 |
3.650 |
3.650 |
3.684 |
3.661 |
| S2 |
3.611 |
3.611 |
3.678 |
|
| S3 |
3.551 |
3.590 |
3.673 |
|
| S4 |
3.491 |
3.530 |
3.656 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.188 |
3.794 |
|
| R3 |
4.044 |
3.968 |
3.734 |
|
| R2 |
3.824 |
3.824 |
3.713 |
|
| R1 |
3.748 |
3.748 |
3.693 |
3.786 |
| PP |
3.604 |
3.604 |
3.604 |
3.623 |
| S1 |
3.528 |
3.528 |
3.653 |
3.566 |
| S2 |
3.384 |
3.384 |
3.633 |
|
| S3 |
3.164 |
3.308 |
3.613 |
|
| S4 |
2.944 |
3.088 |
3.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.692 |
3.511 |
0.181 |
4.9% |
0.086 |
2.3% |
98% |
True |
False |
59,492 |
| 10 |
3.692 |
3.457 |
0.235 |
6.4% |
0.086 |
2.3% |
99% |
True |
False |
51,555 |
| 20 |
3.692 |
3.260 |
0.432 |
11.7% |
0.089 |
2.4% |
99% |
True |
False |
54,596 |
| 40 |
3.716 |
3.260 |
0.456 |
12.4% |
0.094 |
2.5% |
94% |
False |
False |
39,768 |
| 60 |
3.716 |
3.150 |
0.566 |
15.3% |
0.096 |
2.6% |
95% |
False |
False |
30,675 |
| 80 |
4.015 |
3.150 |
0.865 |
23.4% |
0.097 |
2.6% |
62% |
False |
False |
24,961 |
| 100 |
4.015 |
3.150 |
0.865 |
23.4% |
0.094 |
2.5% |
62% |
False |
False |
21,029 |
| 120 |
4.015 |
3.150 |
0.865 |
23.4% |
0.091 |
2.5% |
62% |
False |
False |
18,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.947 |
|
2.618 |
3.849 |
|
1.618 |
3.789 |
|
1.000 |
3.752 |
|
0.618 |
3.729 |
|
HIGH |
3.692 |
|
0.618 |
3.669 |
|
0.500 |
3.662 |
|
0.382 |
3.655 |
|
LOW |
3.632 |
|
0.618 |
3.595 |
|
1.000 |
3.572 |
|
1.618 |
3.535 |
|
2.618 |
3.475 |
|
4.250 |
3.377 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.680 |
3.660 |
| PP |
3.671 |
3.631 |
| S1 |
3.662 |
3.602 |
|