NYMEX Natural Gas Future May 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 |
3.992 |
3.973 |
-0.019 |
-0.5% |
3.680 |
| High |
4.000 |
4.050 |
0.050 |
1.3% |
3.958 |
| Low |
3.913 |
3.914 |
0.001 |
0.0% |
3.632 |
| Close |
3.985 |
3.961 |
-0.024 |
-0.6% |
3.909 |
| Range |
0.087 |
0.136 |
0.049 |
56.3% |
0.326 |
| ATR |
0.096 |
0.099 |
0.003 |
3.0% |
0.000 |
| Volume |
97,939 |
165,845 |
67,906 |
69.3% |
445,476 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.383 |
4.308 |
4.036 |
|
| R3 |
4.247 |
4.172 |
3.998 |
|
| R2 |
4.111 |
4.111 |
3.986 |
|
| R1 |
4.036 |
4.036 |
3.973 |
4.006 |
| PP |
3.975 |
3.975 |
3.975 |
3.960 |
| S1 |
3.900 |
3.900 |
3.949 |
3.870 |
| S2 |
3.839 |
3.839 |
3.936 |
|
| S3 |
3.703 |
3.764 |
3.924 |
|
| S4 |
3.567 |
3.628 |
3.886 |
|
|
| 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 |
4.050 |
3.856 |
0.194 |
4.9% |
0.108 |
2.7% |
54% |
True |
False |
113,685 |
| 10 |
4.050 |
3.613 |
0.437 |
11.0% |
0.094 |
2.4% |
80% |
True |
False |
97,816 |
| 20 |
4.050 |
3.348 |
0.702 |
17.7% |
0.091 |
2.3% |
87% |
True |
False |
70,609 |
| 40 |
4.050 |
3.260 |
0.790 |
19.9% |
0.094 |
2.4% |
89% |
True |
False |
56,216 |
| 60 |
4.050 |
3.150 |
0.900 |
22.7% |
0.097 |
2.5% |
90% |
True |
False |
42,585 |
| 80 |
4.050 |
3.150 |
0.900 |
22.7% |
0.098 |
2.5% |
90% |
True |
False |
34,517 |
| 100 |
4.050 |
3.150 |
0.900 |
22.7% |
0.095 |
2.4% |
90% |
True |
False |
28,839 |
| 120 |
4.050 |
3.150 |
0.900 |
22.7% |
0.093 |
2.4% |
90% |
True |
False |
25,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.628 |
|
2.618 |
4.406 |
|
1.618 |
4.270 |
|
1.000 |
4.186 |
|
0.618 |
4.134 |
|
HIGH |
4.050 |
|
0.618 |
3.998 |
|
0.500 |
3.982 |
|
0.382 |
3.966 |
|
LOW |
3.914 |
|
0.618 |
3.830 |
|
1.000 |
3.778 |
|
1.618 |
3.694 |
|
2.618 |
3.558 |
|
4.250 |
3.336 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.982 |
3.974 |
| PP |
3.975 |
3.970 |
| S1 |
3.968 |
3.965 |
|