NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.985 |
3.953 |
-0.032 |
-0.8% |
3.724 |
| High |
4.043 |
4.035 |
-0.008 |
-0.2% |
3.991 |
| Low |
3.932 |
3.945 |
0.013 |
0.3% |
3.681 |
| Close |
3.956 |
4.031 |
0.075 |
1.9% |
3.952 |
| Range |
0.111 |
0.090 |
-0.021 |
-18.9% |
0.310 |
| ATR |
0.094 |
0.093 |
0.000 |
-0.3% |
0.000 |
| Volume |
52,309 |
32,517 |
-19,792 |
-37.8% |
149,141 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.242 |
4.081 |
|
| R3 |
4.184 |
4.152 |
4.056 |
|
| R2 |
4.094 |
4.094 |
4.048 |
|
| R1 |
4.062 |
4.062 |
4.039 |
4.078 |
| PP |
4.004 |
4.004 |
4.004 |
4.012 |
| S1 |
3.972 |
3.972 |
4.023 |
3.988 |
| S2 |
3.914 |
3.914 |
4.015 |
|
| S3 |
3.824 |
3.882 |
4.006 |
|
| S4 |
3.734 |
3.792 |
3.982 |
|
|
| 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 |
3.708 |
0.335 |
8.3% |
0.100 |
2.5% |
96% |
False |
False |
36,476 |
| 10 |
4.043 |
3.562 |
0.481 |
11.9% |
0.089 |
2.2% |
98% |
False |
False |
33,058 |
| 20 |
4.043 |
3.394 |
0.649 |
16.1% |
0.089 |
2.2% |
98% |
False |
False |
25,143 |
| 40 |
4.043 |
3.325 |
0.718 |
17.8% |
0.092 |
2.3% |
98% |
False |
False |
19,197 |
| 60 |
4.043 |
3.204 |
0.839 |
20.8% |
0.092 |
2.3% |
99% |
False |
False |
15,251 |
| 80 |
4.043 |
3.204 |
0.839 |
20.8% |
0.093 |
2.3% |
99% |
False |
False |
12,634 |
| 100 |
4.043 |
3.204 |
0.839 |
20.8% |
0.091 |
2.3% |
99% |
False |
False |
10,622 |
| 120 |
4.043 |
3.204 |
0.839 |
20.8% |
0.088 |
2.2% |
99% |
False |
False |
9,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.418 |
|
2.618 |
4.271 |
|
1.618 |
4.181 |
|
1.000 |
4.125 |
|
0.618 |
4.091 |
|
HIGH |
4.035 |
|
0.618 |
4.001 |
|
0.500 |
3.990 |
|
0.382 |
3.979 |
|
LOW |
3.945 |
|
0.618 |
3.889 |
|
1.000 |
3.855 |
|
1.618 |
3.799 |
|
2.618 |
3.709 |
|
4.250 |
3.563 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.017 |
4.012 |
| PP |
4.004 |
3.993 |
| S1 |
3.990 |
3.974 |
|