NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4.021 |
4.008 |
-0.013 |
-0.3% |
3.724 |
| High |
4.034 |
4.082 |
0.048 |
1.2% |
3.991 |
| Low |
3.950 |
3.950 |
0.000 |
0.0% |
3.681 |
| Close |
4.020 |
3.998 |
-0.022 |
-0.5% |
3.952 |
| Range |
0.084 |
0.132 |
0.048 |
57.1% |
0.310 |
| ATR |
0.093 |
0.096 |
0.003 |
3.0% |
0.000 |
| Volume |
33,049 |
30,922 |
-2,127 |
-6.4% |
149,141 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.406 |
4.334 |
4.071 |
|
| R3 |
4.274 |
4.202 |
4.034 |
|
| R2 |
4.142 |
4.142 |
4.022 |
|
| R1 |
4.070 |
4.070 |
4.010 |
4.040 |
| PP |
4.010 |
4.010 |
4.010 |
3.995 |
| S1 |
3.938 |
3.938 |
3.986 |
3.908 |
| S2 |
3.878 |
3.878 |
3.974 |
|
| S3 |
3.746 |
3.806 |
3.962 |
|
| S4 |
3.614 |
3.674 |
3.925 |
|
|
| 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 |
4.082 |
3.904 |
0.178 |
4.5% |
0.101 |
2.5% |
53% |
True |
False |
38,478 |
| 10 |
4.082 |
3.657 |
0.425 |
10.6% |
0.089 |
2.2% |
80% |
True |
False |
33,536 |
| 20 |
4.082 |
3.405 |
0.677 |
16.9% |
0.092 |
2.3% |
88% |
True |
False |
26,555 |
| 40 |
4.082 |
3.325 |
0.757 |
18.9% |
0.092 |
2.3% |
89% |
True |
False |
20,288 |
| 60 |
4.082 |
3.204 |
0.878 |
22.0% |
0.093 |
2.3% |
90% |
True |
False |
16,142 |
| 80 |
4.082 |
3.204 |
0.878 |
22.0% |
0.093 |
2.3% |
90% |
True |
False |
13,374 |
| 100 |
4.082 |
3.204 |
0.878 |
22.0% |
0.091 |
2.3% |
90% |
True |
False |
11,230 |
| 120 |
4.082 |
3.204 |
0.878 |
22.0% |
0.089 |
2.2% |
90% |
True |
False |
9,826 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.643 |
|
2.618 |
4.428 |
|
1.618 |
4.296 |
|
1.000 |
4.214 |
|
0.618 |
4.164 |
|
HIGH |
4.082 |
|
0.618 |
4.032 |
|
0.500 |
4.016 |
|
0.382 |
4.000 |
|
LOW |
3.950 |
|
0.618 |
3.868 |
|
1.000 |
3.818 |
|
1.618 |
3.736 |
|
2.618 |
3.604 |
|
4.250 |
3.389 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.016 |
4.014 |
| PP |
4.010 |
4.008 |
| S1 |
4.004 |
4.003 |
|