NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.943 |
4.044 |
0.101 |
2.6% |
3.985 |
High |
4.068 |
4.142 |
0.074 |
1.8% |
4.082 |
Low |
3.931 |
4.023 |
0.092 |
2.3% |
3.932 |
Close |
4.031 |
4.108 |
0.077 |
1.9% |
3.993 |
Range |
0.137 |
0.119 |
-0.018 |
-13.1% |
0.150 |
ATR |
0.100 |
0.102 |
0.001 |
1.3% |
0.000 |
Volume |
32,005 |
30,503 |
-1,502 |
-4.7% |
187,124 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.448 |
4.397 |
4.173 |
|
R3 |
4.329 |
4.278 |
4.141 |
|
R2 |
4.210 |
4.210 |
4.130 |
|
R1 |
4.159 |
4.159 |
4.119 |
4.185 |
PP |
4.091 |
4.091 |
4.091 |
4.104 |
S1 |
4.040 |
4.040 |
4.097 |
4.066 |
S2 |
3.972 |
3.972 |
4.086 |
|
S3 |
3.853 |
3.921 |
4.075 |
|
S4 |
3.734 |
3.802 |
4.043 |
|
|
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 |
4.142 |
3.927 |
0.215 |
5.2% |
0.121 |
2.9% |
84% |
True |
False |
30,495 |
10 |
4.142 |
3.757 |
0.385 |
9.4% |
0.112 |
2.7% |
91% |
True |
False |
33,803 |
20 |
4.142 |
3.500 |
0.642 |
15.6% |
0.097 |
2.4% |
95% |
True |
False |
29,591 |
40 |
4.142 |
3.325 |
0.817 |
19.9% |
0.095 |
2.3% |
96% |
True |
False |
22,217 |
60 |
4.142 |
3.204 |
0.938 |
22.8% |
0.096 |
2.3% |
96% |
True |
False |
17,858 |
80 |
4.142 |
3.204 |
0.938 |
22.8% |
0.094 |
2.3% |
96% |
True |
False |
14,761 |
100 |
4.142 |
3.204 |
0.938 |
22.8% |
0.093 |
2.3% |
96% |
True |
False |
12,367 |
120 |
4.142 |
3.204 |
0.938 |
22.8% |
0.090 |
2.2% |
96% |
True |
False |
10,737 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.648 |
2.618 |
4.454 |
1.618 |
4.335 |
1.000 |
4.261 |
0.618 |
4.216 |
HIGH |
4.142 |
0.618 |
4.097 |
0.500 |
4.083 |
0.382 |
4.068 |
LOW |
4.023 |
0.618 |
3.949 |
1.000 |
3.904 |
1.618 |
3.830 |
2.618 |
3.711 |
4.250 |
3.517 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.100 |
4.084 |
PP |
4.091 |
4.059 |
S1 |
4.083 |
4.035 |
|