NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.008 |
3.997 |
-0.011 |
-0.3% |
3.985 |
High |
4.082 |
4.070 |
-0.012 |
-0.3% |
4.082 |
Low |
3.950 |
3.980 |
0.030 |
0.8% |
3.932 |
Close |
3.998 |
3.993 |
-0.005 |
-0.1% |
3.993 |
Range |
0.132 |
0.090 |
-0.042 |
-31.8% |
0.150 |
ATR |
0.096 |
0.095 |
0.000 |
-0.4% |
0.000 |
Volume |
30,922 |
38,327 |
7,405 |
23.9% |
187,124 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.284 |
4.229 |
4.043 |
|
R3 |
4.194 |
4.139 |
4.018 |
|
R2 |
4.104 |
4.104 |
4.010 |
|
R1 |
4.049 |
4.049 |
4.001 |
4.032 |
PP |
4.014 |
4.014 |
4.014 |
4.006 |
S1 |
3.959 |
3.959 |
3.985 |
3.942 |
S2 |
3.924 |
3.924 |
3.977 |
|
S3 |
3.834 |
3.869 |
3.968 |
|
S4 |
3.744 |
3.779 |
3.944 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.452 |
4.373 |
4.076 |
|
R3 |
4.302 |
4.223 |
4.034 |
|
R2 |
4.152 |
4.152 |
4.021 |
|
R1 |
4.073 |
4.073 |
4.007 |
4.113 |
PP |
4.002 |
4.002 |
4.002 |
4.022 |
S1 |
3.923 |
3.923 |
3.979 |
3.963 |
S2 |
3.852 |
3.852 |
3.966 |
|
S3 |
3.702 |
3.773 |
3.952 |
|
S4 |
3.552 |
3.623 |
3.911 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.082 |
3.932 |
0.150 |
3.8% |
0.101 |
2.5% |
41% |
False |
False |
37,424 |
10 |
4.082 |
3.681 |
0.401 |
10.0% |
0.091 |
2.3% |
78% |
False |
False |
33,626 |
20 |
4.082 |
3.491 |
0.591 |
14.8% |
0.094 |
2.3% |
85% |
False |
False |
27,518 |
40 |
4.082 |
3.325 |
0.757 |
19.0% |
0.091 |
2.3% |
88% |
False |
False |
20,982 |
60 |
4.082 |
3.204 |
0.878 |
22.0% |
0.093 |
2.3% |
90% |
False |
False |
16,680 |
80 |
4.082 |
3.204 |
0.878 |
22.0% |
0.093 |
2.3% |
90% |
False |
False |
13,839 |
100 |
4.082 |
3.204 |
0.878 |
22.0% |
0.091 |
2.3% |
90% |
False |
False |
11,594 |
120 |
4.082 |
3.204 |
0.878 |
22.0% |
0.089 |
2.2% |
90% |
False |
False |
10,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.453 |
2.618 |
4.306 |
1.618 |
4.216 |
1.000 |
4.160 |
0.618 |
4.126 |
HIGH |
4.070 |
0.618 |
4.036 |
0.500 |
4.025 |
0.382 |
4.014 |
LOW |
3.980 |
0.618 |
3.924 |
1.000 |
3.890 |
1.618 |
3.834 |
2.618 |
3.744 |
4.250 |
3.598 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.025 |
4.016 |
PP |
4.014 |
4.008 |
S1 |
4.004 |
4.001 |
|