NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.973 |
3.959 |
-0.014 |
-0.4% |
3.914 |
| High |
4.050 |
4.035 |
-0.015 |
-0.4% |
4.050 |
| Low |
3.914 |
3.941 |
0.027 |
0.7% |
3.890 |
| Close |
3.961 |
3.952 |
-0.009 |
-0.2% |
3.952 |
| Range |
0.136 |
0.094 |
-0.042 |
-30.9% |
0.160 |
| ATR |
0.099 |
0.099 |
0.000 |
-0.4% |
0.000 |
| Volume |
165,845 |
89,984 |
-75,861 |
-45.7% |
537,825 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.258 |
4.199 |
4.004 |
|
| R3 |
4.164 |
4.105 |
3.978 |
|
| R2 |
4.070 |
4.070 |
3.969 |
|
| R1 |
4.011 |
4.011 |
3.961 |
3.994 |
| PP |
3.976 |
3.976 |
3.976 |
3.967 |
| S1 |
3.917 |
3.917 |
3.943 |
3.900 |
| S2 |
3.882 |
3.882 |
3.935 |
|
| S3 |
3.788 |
3.823 |
3.926 |
|
| S4 |
3.694 |
3.729 |
3.900 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.444 |
4.358 |
4.040 |
|
| R3 |
4.284 |
4.198 |
3.996 |
|
| R2 |
4.124 |
4.124 |
3.981 |
|
| R1 |
4.038 |
4.038 |
3.967 |
4.081 |
| PP |
3.964 |
3.964 |
3.964 |
3.986 |
| S1 |
3.878 |
3.878 |
3.937 |
3.921 |
| S2 |
3.804 |
3.804 |
3.923 |
|
| S3 |
3.644 |
3.718 |
3.908 |
|
| S4 |
3.484 |
3.558 |
3.864 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.050 |
3.890 |
0.160 |
4.0% |
0.106 |
2.7% |
39% |
False |
False |
107,565 |
| 10 |
4.050 |
3.632 |
0.418 |
10.6% |
0.097 |
2.5% |
77% |
False |
False |
98,330 |
| 20 |
4.050 |
3.444 |
0.606 |
15.3% |
0.093 |
2.3% |
84% |
False |
False |
72,699 |
| 40 |
4.050 |
3.260 |
0.790 |
20.0% |
0.093 |
2.4% |
88% |
False |
False |
57,863 |
| 60 |
4.050 |
3.150 |
0.900 |
22.8% |
0.098 |
2.5% |
89% |
False |
False |
43,945 |
| 80 |
4.050 |
3.150 |
0.900 |
22.8% |
0.098 |
2.5% |
89% |
False |
False |
35,590 |
| 100 |
4.050 |
3.150 |
0.900 |
22.8% |
0.096 |
2.4% |
89% |
False |
False |
29,687 |
| 120 |
4.050 |
3.150 |
0.900 |
22.8% |
0.093 |
2.4% |
89% |
False |
False |
25,759 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.435 |
|
2.618 |
4.281 |
|
1.618 |
4.187 |
|
1.000 |
4.129 |
|
0.618 |
4.093 |
|
HIGH |
4.035 |
|
0.618 |
3.999 |
|
0.500 |
3.988 |
|
0.382 |
3.977 |
|
LOW |
3.941 |
|
0.618 |
3.883 |
|
1.000 |
3.847 |
|
1.618 |
3.789 |
|
2.618 |
3.695 |
|
4.250 |
3.542 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.988 |
3.982 |
| PP |
3.976 |
3.972 |
| S1 |
3.964 |
3.962 |
|