NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.997 |
4.000 |
0.003 |
0.1% |
3.985 |
| High |
4.070 |
4.052 |
-0.018 |
-0.4% |
4.082 |
| Low |
3.980 |
3.927 |
-0.053 |
-1.3% |
3.932 |
| Close |
3.993 |
3.930 |
-0.063 |
-1.6% |
3.993 |
| Range |
0.090 |
0.125 |
0.035 |
38.9% |
0.150 |
| ATR |
0.095 |
0.097 |
0.002 |
2.2% |
0.000 |
| Volume |
38,327 |
20,722 |
-17,605 |
-45.9% |
187,124 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.345 |
4.262 |
3.999 |
|
| R3 |
4.220 |
4.137 |
3.964 |
|
| R2 |
4.095 |
4.095 |
3.953 |
|
| R1 |
4.012 |
4.012 |
3.941 |
3.991 |
| PP |
3.970 |
3.970 |
3.970 |
3.959 |
| S1 |
3.887 |
3.887 |
3.919 |
3.866 |
| S2 |
3.845 |
3.845 |
3.907 |
|
| S3 |
3.720 |
3.762 |
3.896 |
|
| S4 |
3.595 |
3.637 |
3.861 |
|
|
| 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 |
3.927 |
0.155 |
3.9% |
0.104 |
2.7% |
2% |
False |
True |
31,107 |
| 10 |
4.082 |
3.705 |
0.377 |
9.6% |
0.098 |
2.5% |
60% |
False |
False |
32,797 |
| 20 |
4.082 |
3.500 |
0.582 |
14.8% |
0.095 |
2.4% |
74% |
False |
False |
27,905 |
| 40 |
4.082 |
3.325 |
0.757 |
19.3% |
0.093 |
2.4% |
80% |
False |
False |
21,212 |
| 60 |
4.082 |
3.204 |
0.878 |
22.3% |
0.095 |
2.4% |
83% |
False |
False |
16,941 |
| 80 |
4.082 |
3.204 |
0.878 |
22.3% |
0.094 |
2.4% |
83% |
False |
False |
14,065 |
| 100 |
4.082 |
3.204 |
0.878 |
22.3% |
0.092 |
2.3% |
83% |
False |
False |
11,785 |
| 120 |
4.082 |
3.204 |
0.878 |
22.3% |
0.090 |
2.3% |
83% |
False |
False |
10,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.583 |
|
2.618 |
4.379 |
|
1.618 |
4.254 |
|
1.000 |
4.177 |
|
0.618 |
4.129 |
|
HIGH |
4.052 |
|
0.618 |
4.004 |
|
0.500 |
3.990 |
|
0.382 |
3.975 |
|
LOW |
3.927 |
|
0.618 |
3.850 |
|
1.000 |
3.802 |
|
1.618 |
3.725 |
|
2.618 |
3.600 |
|
4.250 |
3.396 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.990 |
4.005 |
| PP |
3.970 |
3.980 |
| S1 |
3.950 |
3.955 |
|