NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.964 |
3.902 |
-0.062 |
-1.6% |
3.914 |
| High |
4.016 |
4.030 |
0.014 |
0.3% |
4.050 |
| Low |
3.885 |
3.888 |
0.003 |
0.1% |
3.890 |
| Close |
3.888 |
3.991 |
0.103 |
2.6% |
3.952 |
| Range |
0.131 |
0.142 |
0.011 |
8.4% |
0.160 |
| ATR |
0.101 |
0.104 |
0.003 |
2.9% |
0.000 |
| Volume |
127,744 |
153,558 |
25,814 |
20.2% |
537,825 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.396 |
4.335 |
4.069 |
|
| R3 |
4.254 |
4.193 |
4.030 |
|
| R2 |
4.112 |
4.112 |
4.017 |
|
| R1 |
4.051 |
4.051 |
4.004 |
4.082 |
| PP |
3.970 |
3.970 |
3.970 |
3.985 |
| S1 |
3.909 |
3.909 |
3.978 |
3.940 |
| S2 |
3.828 |
3.828 |
3.965 |
|
| S3 |
3.686 |
3.767 |
3.952 |
|
| S4 |
3.544 |
3.625 |
3.913 |
|
|
| 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 |
3.885 |
0.165 |
4.1% |
0.118 |
3.0% |
64% |
False |
False |
127,014 |
| 10 |
4.050 |
3.663 |
0.387 |
9.7% |
0.113 |
2.8% |
85% |
False |
False |
113,460 |
| 20 |
4.050 |
3.457 |
0.593 |
14.9% |
0.098 |
2.4% |
90% |
False |
False |
83,379 |
| 40 |
4.050 |
3.260 |
0.790 |
19.8% |
0.095 |
2.4% |
93% |
False |
False |
63,890 |
| 60 |
4.050 |
3.150 |
0.900 |
22.6% |
0.100 |
2.5% |
93% |
False |
False |
48,411 |
| 80 |
4.050 |
3.150 |
0.900 |
22.6% |
0.099 |
2.5% |
93% |
False |
False |
38,945 |
| 100 |
4.050 |
3.150 |
0.900 |
22.6% |
0.096 |
2.4% |
93% |
False |
False |
32,415 |
| 120 |
4.050 |
3.150 |
0.900 |
22.6% |
0.094 |
2.4% |
93% |
False |
False |
27,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.634 |
|
2.618 |
4.402 |
|
1.618 |
4.260 |
|
1.000 |
4.172 |
|
0.618 |
4.118 |
|
HIGH |
4.030 |
|
0.618 |
3.976 |
|
0.500 |
3.959 |
|
0.382 |
3.942 |
|
LOW |
3.888 |
|
0.618 |
3.800 |
|
1.000 |
3.746 |
|
1.618 |
3.658 |
|
2.618 |
3.516 |
|
4.250 |
3.285 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.980 |
3.981 |
| PP |
3.970 |
3.970 |
| S1 |
3.959 |
3.960 |
|