NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.902 |
3.999 |
0.097 |
2.5% |
3.914 |
| High |
4.030 |
4.103 |
0.073 |
1.8% |
4.050 |
| Low |
3.888 |
3.983 |
0.095 |
2.4% |
3.890 |
| Close |
3.991 |
4.068 |
0.077 |
1.9% |
3.952 |
| Range |
0.142 |
0.120 |
-0.022 |
-15.5% |
0.160 |
| ATR |
0.104 |
0.105 |
0.001 |
1.1% |
0.000 |
| Volume |
153,558 |
172,865 |
19,307 |
12.6% |
537,825 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.411 |
4.360 |
4.134 |
|
| R3 |
4.291 |
4.240 |
4.101 |
|
| R2 |
4.171 |
4.171 |
4.090 |
|
| R1 |
4.120 |
4.120 |
4.079 |
4.146 |
| PP |
4.051 |
4.051 |
4.051 |
4.064 |
| S1 |
4.000 |
4.000 |
4.057 |
4.026 |
| S2 |
3.931 |
3.931 |
4.046 |
|
| S3 |
3.811 |
3.880 |
4.035 |
|
| S4 |
3.691 |
3.760 |
4.002 |
|
|
| 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 |
4.103 |
3.885 |
0.218 |
5.4% |
0.125 |
3.1% |
84% |
True |
False |
141,999 |
| 10 |
4.103 |
3.716 |
0.387 |
9.5% |
0.118 |
2.9% |
91% |
True |
False |
125,020 |
| 20 |
4.103 |
3.459 |
0.644 |
15.8% |
0.097 |
2.4% |
95% |
True |
False |
90,257 |
| 40 |
4.103 |
3.260 |
0.843 |
20.7% |
0.096 |
2.4% |
96% |
True |
False |
67,725 |
| 60 |
4.103 |
3.150 |
0.953 |
23.4% |
0.100 |
2.5% |
96% |
True |
False |
51,155 |
| 80 |
4.103 |
3.150 |
0.953 |
23.4% |
0.099 |
2.4% |
96% |
True |
False |
41,003 |
| 100 |
4.103 |
3.150 |
0.953 |
23.4% |
0.097 |
2.4% |
96% |
True |
False |
34,090 |
| 120 |
4.103 |
3.150 |
0.953 |
23.4% |
0.094 |
2.3% |
96% |
True |
False |
29,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.613 |
|
2.618 |
4.417 |
|
1.618 |
4.297 |
|
1.000 |
4.223 |
|
0.618 |
4.177 |
|
HIGH |
4.103 |
|
0.618 |
4.057 |
|
0.500 |
4.043 |
|
0.382 |
4.029 |
|
LOW |
3.983 |
|
0.618 |
3.909 |
|
1.000 |
3.863 |
|
1.618 |
3.789 |
|
2.618 |
3.669 |
|
4.250 |
3.473 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.060 |
4.043 |
| PP |
4.051 |
4.019 |
| S1 |
4.043 |
3.994 |
|