NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.672 |
3.724 |
0.052 |
1.4% |
3.562 |
| High |
3.722 |
3.736 |
0.014 |
0.4% |
3.722 |
| Low |
3.657 |
3.681 |
0.024 |
0.7% |
3.511 |
| Close |
3.718 |
3.734 |
0.016 |
0.4% |
3.718 |
| Range |
0.065 |
0.055 |
-0.010 |
-15.4% |
0.211 |
| ATR |
0.095 |
0.092 |
-0.003 |
-3.0% |
0.000 |
| Volume |
37,427 |
29,015 |
-8,412 |
-22.5% |
132,661 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.882 |
3.863 |
3.764 |
|
| R3 |
3.827 |
3.808 |
3.749 |
|
| R2 |
3.772 |
3.772 |
3.744 |
|
| R1 |
3.753 |
3.753 |
3.739 |
3.763 |
| PP |
3.717 |
3.717 |
3.717 |
3.722 |
| S1 |
3.698 |
3.698 |
3.729 |
3.708 |
| S2 |
3.662 |
3.662 |
3.724 |
|
| S3 |
3.607 |
3.643 |
3.719 |
|
| S4 |
3.552 |
3.588 |
3.704 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.283 |
4.212 |
3.834 |
|
| R3 |
4.072 |
4.001 |
3.776 |
|
| R2 |
3.861 |
3.861 |
3.757 |
|
| R1 |
3.790 |
3.790 |
3.737 |
3.826 |
| PP |
3.650 |
3.650 |
3.650 |
3.668 |
| S1 |
3.579 |
3.579 |
3.699 |
3.615 |
| S2 |
3.439 |
3.439 |
3.679 |
|
| S3 |
3.228 |
3.368 |
3.660 |
|
| S4 |
3.017 |
3.157 |
3.602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.736 |
3.562 |
0.174 |
4.7% |
0.082 |
2.2% |
99% |
True |
False |
28,821 |
| 10 |
3.736 |
3.500 |
0.236 |
6.3% |
0.093 |
2.5% |
99% |
True |
False |
23,013 |
| 20 |
3.736 |
3.325 |
0.411 |
11.0% |
0.090 |
2.4% |
100% |
True |
False |
19,647 |
| 40 |
3.763 |
3.325 |
0.438 |
11.7% |
0.091 |
2.4% |
93% |
False |
False |
15,708 |
| 60 |
3.763 |
3.204 |
0.559 |
15.0% |
0.092 |
2.5% |
95% |
False |
False |
12,438 |
| 80 |
4.035 |
3.204 |
0.831 |
22.3% |
0.092 |
2.5% |
64% |
False |
False |
10,331 |
| 100 |
4.035 |
3.204 |
0.831 |
22.3% |
0.090 |
2.4% |
64% |
False |
False |
8,721 |
| 120 |
4.035 |
3.204 |
0.831 |
22.3% |
0.087 |
2.3% |
64% |
False |
False |
7,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.970 |
|
2.618 |
3.880 |
|
1.618 |
3.825 |
|
1.000 |
3.791 |
|
0.618 |
3.770 |
|
HIGH |
3.736 |
|
0.618 |
3.715 |
|
0.500 |
3.709 |
|
0.382 |
3.702 |
|
LOW |
3.681 |
|
0.618 |
3.647 |
|
1.000 |
3.626 |
|
1.618 |
3.592 |
|
2.618 |
3.537 |
|
4.250 |
3.447 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.726 |
3.706 |
| PP |
3.717 |
3.677 |
| S1 |
3.709 |
3.649 |
|