NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.856 |
3.914 |
0.058 |
1.5% |
3.680 |
| High |
3.958 |
4.003 |
0.045 |
1.1% |
3.958 |
| Low |
3.856 |
3.890 |
0.034 |
0.9% |
3.632 |
| Close |
3.909 |
3.914 |
0.005 |
0.1% |
3.909 |
| Range |
0.102 |
0.113 |
0.011 |
10.8% |
0.326 |
| ATR |
0.095 |
0.096 |
0.001 |
1.3% |
0.000 |
| Volume |
120,587 |
88,713 |
-31,874 |
-26.4% |
445,476 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.207 |
3.976 |
|
| R3 |
4.162 |
4.094 |
3.945 |
|
| R2 |
4.049 |
4.049 |
3.935 |
|
| R1 |
3.981 |
3.981 |
3.924 |
3.971 |
| PP |
3.936 |
3.936 |
3.936 |
3.930 |
| S1 |
3.868 |
3.868 |
3.904 |
3.858 |
| S2 |
3.823 |
3.823 |
3.893 |
|
| S3 |
3.710 |
3.755 |
3.883 |
|
| S4 |
3.597 |
3.642 |
3.852 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.811 |
4.686 |
4.088 |
|
| R3 |
4.485 |
4.360 |
3.999 |
|
| R2 |
4.159 |
4.159 |
3.969 |
|
| R1 |
4.034 |
4.034 |
3.939 |
4.097 |
| PP |
3.833 |
3.833 |
3.833 |
3.864 |
| S1 |
3.708 |
3.708 |
3.879 |
3.771 |
| S2 |
3.507 |
3.507 |
3.849 |
|
| S3 |
3.181 |
3.382 |
3.819 |
|
| S4 |
2.855 |
3.056 |
3.730 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.003 |
3.660 |
0.343 |
8.8% |
0.099 |
2.5% |
74% |
True |
False |
92,194 |
| 10 |
4.003 |
3.511 |
0.492 |
12.6% |
0.092 |
2.4% |
82% |
True |
False |
75,843 |
| 20 |
4.003 |
3.265 |
0.738 |
18.9% |
0.089 |
2.3% |
88% |
True |
False |
58,762 |
| 40 |
4.003 |
3.260 |
0.743 |
19.0% |
0.093 |
2.4% |
88% |
True |
False |
48,781 |
| 60 |
4.003 |
3.150 |
0.853 |
21.8% |
0.097 |
2.5% |
90% |
True |
False |
37,121 |
| 80 |
4.015 |
3.150 |
0.865 |
22.1% |
0.097 |
2.5% |
88% |
False |
False |
30,212 |
| 100 |
4.015 |
3.150 |
0.865 |
22.1% |
0.095 |
2.4% |
88% |
False |
False |
25,389 |
| 120 |
4.015 |
3.150 |
0.865 |
22.1% |
0.092 |
2.4% |
88% |
False |
False |
22,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.483 |
|
2.618 |
4.299 |
|
1.618 |
4.186 |
|
1.000 |
4.116 |
|
0.618 |
4.073 |
|
HIGH |
4.003 |
|
0.618 |
3.960 |
|
0.500 |
3.947 |
|
0.382 |
3.933 |
|
LOW |
3.890 |
|
0.618 |
3.820 |
|
1.000 |
3.777 |
|
1.618 |
3.707 |
|
2.618 |
3.594 |
|
4.250 |
3.410 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.947 |
3.896 |
| PP |
3.936 |
3.878 |
| S1 |
3.925 |
3.860 |
|