NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.672 |
3.718 |
0.046 |
1.3% |
3.513 |
| High |
3.734 |
3.868 |
0.134 |
3.6% |
3.679 |
| Low |
3.663 |
3.716 |
0.053 |
1.4% |
3.459 |
| Close |
3.718 |
3.848 |
0.130 |
3.5% |
3.673 |
| Range |
0.071 |
0.152 |
0.081 |
114.1% |
0.220 |
| ATR |
0.090 |
0.094 |
0.004 |
5.0% |
0.000 |
| Volume |
57,262 |
137,626 |
80,364 |
140.3% |
266,509 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.267 |
4.209 |
3.932 |
|
| R3 |
4.115 |
4.057 |
3.890 |
|
| R2 |
3.963 |
3.963 |
3.876 |
|
| R1 |
3.905 |
3.905 |
3.862 |
3.934 |
| PP |
3.811 |
3.811 |
3.811 |
3.825 |
| S1 |
3.753 |
3.753 |
3.834 |
3.782 |
| S2 |
3.659 |
3.659 |
3.820 |
|
| S3 |
3.507 |
3.601 |
3.806 |
|
| S4 |
3.355 |
3.449 |
3.764 |
|
|
| 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 |
3.868 |
3.613 |
0.255 |
6.6% |
0.081 |
2.1% |
92% |
True |
False |
81,947 |
| 10 |
3.868 |
3.459 |
0.409 |
10.6% |
0.090 |
2.3% |
95% |
True |
False |
63,939 |
| 20 |
3.868 |
3.260 |
0.608 |
15.8% |
0.090 |
2.3% |
97% |
True |
False |
55,565 |
| 40 |
3.868 |
3.260 |
0.608 |
15.8% |
0.093 |
2.4% |
97% |
True |
False |
44,474 |
| 60 |
3.868 |
3.150 |
0.718 |
18.7% |
0.097 |
2.5% |
97% |
True |
False |
34,057 |
| 80 |
4.015 |
3.150 |
0.865 |
22.5% |
0.097 |
2.5% |
81% |
False |
False |
27,740 |
| 100 |
4.015 |
3.150 |
0.865 |
22.5% |
0.095 |
2.5% |
81% |
False |
False |
23,394 |
| 120 |
4.015 |
3.150 |
0.865 |
22.5% |
0.092 |
2.4% |
81% |
False |
False |
20,489 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.514 |
|
2.618 |
4.266 |
|
1.618 |
4.114 |
|
1.000 |
4.020 |
|
0.618 |
3.962 |
|
HIGH |
3.868 |
|
0.618 |
3.810 |
|
0.500 |
3.792 |
|
0.382 |
3.774 |
|
LOW |
3.716 |
|
0.618 |
3.622 |
|
1.000 |
3.564 |
|
1.618 |
3.470 |
|
2.618 |
3.318 |
|
4.250 |
3.070 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.829 |
3.820 |
| PP |
3.811 |
3.792 |
| S1 |
3.792 |
3.764 |
|