NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.722 |
3.757 |
0.035 |
0.9% |
3.562 |
| High |
3.774 |
3.904 |
0.130 |
3.4% |
3.722 |
| Low |
3.708 |
3.757 |
0.049 |
1.3% |
3.511 |
| Close |
3.759 |
3.887 |
0.128 |
3.4% |
3.718 |
| Range |
0.066 |
0.147 |
0.081 |
122.7% |
0.211 |
| ATR |
0.087 |
0.091 |
0.004 |
4.9% |
0.000 |
| Volume |
29,869 |
24,089 |
-5,780 |
-19.4% |
132,661 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.290 |
4.236 |
3.968 |
|
| R3 |
4.143 |
4.089 |
3.927 |
|
| R2 |
3.996 |
3.996 |
3.914 |
|
| R1 |
3.942 |
3.942 |
3.900 |
3.969 |
| PP |
3.849 |
3.849 |
3.849 |
3.863 |
| S1 |
3.795 |
3.795 |
3.874 |
3.822 |
| S2 |
3.702 |
3.702 |
3.860 |
|
| S3 |
3.555 |
3.648 |
3.847 |
|
| S4 |
3.408 |
3.501 |
3.806 |
|
|
| 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 |
3.904 |
3.657 |
0.247 |
6.4% |
0.077 |
2.0% |
93% |
True |
False |
28,594 |
| 10 |
3.904 |
3.511 |
0.393 |
10.1% |
0.086 |
2.2% |
96% |
True |
False |
25,788 |
| 20 |
3.904 |
3.325 |
0.579 |
14.9% |
0.091 |
2.3% |
97% |
True |
False |
21,261 |
| 40 |
3.904 |
3.325 |
0.579 |
14.9% |
0.091 |
2.3% |
97% |
True |
False |
16,907 |
| 60 |
3.904 |
3.204 |
0.700 |
18.0% |
0.092 |
2.4% |
98% |
True |
False |
13,320 |
| 80 |
4.035 |
3.204 |
0.831 |
21.4% |
0.092 |
2.4% |
82% |
False |
False |
11,136 |
| 100 |
4.035 |
3.204 |
0.831 |
21.4% |
0.091 |
2.3% |
82% |
False |
False |
9,410 |
| 120 |
4.035 |
3.204 |
0.831 |
21.4% |
0.088 |
2.3% |
82% |
False |
False |
8,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.529 |
|
2.618 |
4.289 |
|
1.618 |
4.142 |
|
1.000 |
4.051 |
|
0.618 |
3.995 |
|
HIGH |
3.904 |
|
0.618 |
3.848 |
|
0.500 |
3.831 |
|
0.382 |
3.813 |
|
LOW |
3.757 |
|
0.618 |
3.666 |
|
1.000 |
3.610 |
|
1.618 |
3.519 |
|
2.618 |
3.372 |
|
4.250 |
3.132 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.868 |
3.860 |
| PP |
3.849 |
3.832 |
| S1 |
3.831 |
3.805 |
|