NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.907 |
3.985 |
0.078 |
2.0% |
3.724 |
| High |
3.991 |
4.043 |
0.052 |
1.3% |
3.991 |
| Low |
3.904 |
3.932 |
0.028 |
0.7% |
3.681 |
| Close |
3.952 |
3.956 |
0.004 |
0.1% |
3.952 |
| Range |
0.087 |
0.111 |
0.024 |
27.6% |
0.310 |
| ATR |
0.092 |
0.094 |
0.001 |
1.4% |
0.000 |
| Volume |
43,596 |
52,309 |
8,713 |
20.0% |
149,141 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.310 |
4.244 |
4.017 |
|
| R3 |
4.199 |
4.133 |
3.987 |
|
| R2 |
4.088 |
4.088 |
3.976 |
|
| R1 |
4.022 |
4.022 |
3.966 |
4.000 |
| PP |
3.977 |
3.977 |
3.977 |
3.966 |
| S1 |
3.911 |
3.911 |
3.946 |
3.889 |
| S2 |
3.866 |
3.866 |
3.936 |
|
| S3 |
3.755 |
3.800 |
3.925 |
|
| S4 |
3.644 |
3.689 |
3.895 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.805 |
4.688 |
4.123 |
|
| R3 |
4.495 |
4.378 |
4.037 |
|
| R2 |
4.185 |
4.185 |
4.009 |
|
| R1 |
4.068 |
4.068 |
3.980 |
4.127 |
| PP |
3.875 |
3.875 |
3.875 |
3.904 |
| S1 |
3.758 |
3.758 |
3.924 |
3.817 |
| S2 |
3.565 |
3.565 |
3.895 |
|
| S3 |
3.255 |
3.448 |
3.867 |
|
| S4 |
2.945 |
3.138 |
3.782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.043 |
3.705 |
0.338 |
8.5% |
0.093 |
2.3% |
74% |
True |
False |
34,487 |
| 10 |
4.043 |
3.562 |
0.481 |
12.2% |
0.087 |
2.2% |
82% |
True |
False |
31,654 |
| 20 |
4.043 |
3.325 |
0.718 |
18.1% |
0.091 |
2.3% |
88% |
True |
False |
24,235 |
| 40 |
4.043 |
3.325 |
0.718 |
18.1% |
0.091 |
2.3% |
88% |
True |
False |
18,629 |
| 60 |
4.043 |
3.204 |
0.839 |
21.2% |
0.092 |
2.3% |
90% |
True |
False |
14,780 |
| 80 |
4.043 |
3.204 |
0.839 |
21.2% |
0.093 |
2.3% |
90% |
True |
False |
12,249 |
| 100 |
4.043 |
3.204 |
0.839 |
21.2% |
0.091 |
2.3% |
90% |
True |
False |
10,313 |
| 120 |
4.043 |
3.204 |
0.839 |
21.2% |
0.088 |
2.2% |
90% |
True |
False |
9,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.515 |
|
2.618 |
4.334 |
|
1.618 |
4.223 |
|
1.000 |
4.154 |
|
0.618 |
4.112 |
|
HIGH |
4.043 |
|
0.618 |
4.001 |
|
0.500 |
3.988 |
|
0.382 |
3.974 |
|
LOW |
3.932 |
|
0.618 |
3.863 |
|
1.000 |
3.821 |
|
1.618 |
3.752 |
|
2.618 |
3.641 |
|
4.250 |
3.460 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.988 |
3.937 |
| PP |
3.977 |
3.919 |
| S1 |
3.967 |
3.900 |
|