NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.726 |
3.778 |
0.052 |
1.4% |
3.589 |
| High |
3.772 |
3.787 |
0.015 |
0.4% |
3.772 |
| Low |
3.707 |
3.734 |
0.027 |
0.7% |
3.569 |
| Close |
3.770 |
3.787 |
0.017 |
0.5% |
3.770 |
| Range |
0.065 |
0.053 |
-0.012 |
-18.5% |
0.203 |
| ATR |
0.091 |
0.089 |
-0.003 |
-3.0% |
0.000 |
| Volume |
39,827 |
26,468 |
-13,359 |
-33.5% |
134,012 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.928 |
3.911 |
3.816 |
|
| R3 |
3.875 |
3.858 |
3.802 |
|
| R2 |
3.822 |
3.822 |
3.797 |
|
| R1 |
3.805 |
3.805 |
3.792 |
3.814 |
| PP |
3.769 |
3.769 |
3.769 |
3.774 |
| S1 |
3.752 |
3.752 |
3.782 |
3.761 |
| S2 |
3.716 |
3.716 |
3.777 |
|
| S3 |
3.663 |
3.699 |
3.772 |
|
| S4 |
3.610 |
3.646 |
3.758 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.244 |
3.882 |
|
| R3 |
4.110 |
4.041 |
3.826 |
|
| R2 |
3.907 |
3.907 |
3.807 |
|
| R1 |
3.838 |
3.838 |
3.789 |
3.873 |
| PP |
3.704 |
3.704 |
3.704 |
3.721 |
| S1 |
3.635 |
3.635 |
3.751 |
3.670 |
| S2 |
3.501 |
3.501 |
3.733 |
|
| S3 |
3.298 |
3.432 |
3.714 |
|
| S4 |
3.095 |
3.229 |
3.658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.787 |
3.617 |
0.170 |
4.5% |
0.080 |
2.1% |
100% |
True |
False |
27,355 |
| 10 |
3.787 |
3.550 |
0.237 |
6.3% |
0.091 |
2.4% |
100% |
True |
False |
24,518 |
| 20 |
3.787 |
3.382 |
0.405 |
10.7% |
0.087 |
2.3% |
100% |
True |
False |
20,875 |
| 40 |
3.810 |
3.382 |
0.428 |
11.3% |
0.088 |
2.3% |
95% |
False |
False |
16,098 |
| 60 |
3.810 |
3.336 |
0.474 |
12.5% |
0.087 |
2.3% |
95% |
False |
False |
12,662 |
| 80 |
4.077 |
3.336 |
0.741 |
19.6% |
0.087 |
2.3% |
61% |
False |
False |
10,391 |
| 100 |
4.077 |
3.336 |
0.741 |
19.6% |
0.085 |
2.2% |
61% |
False |
False |
8,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.012 |
|
2.618 |
3.926 |
|
1.618 |
3.873 |
|
1.000 |
3.840 |
|
0.618 |
3.820 |
|
HIGH |
3.787 |
|
0.618 |
3.767 |
|
0.500 |
3.761 |
|
0.382 |
3.754 |
|
LOW |
3.734 |
|
0.618 |
3.701 |
|
1.000 |
3.681 |
|
1.618 |
3.648 |
|
2.618 |
3.595 |
|
4.250 |
3.509 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.778 |
3.759 |
| PP |
3.769 |
3.732 |
| S1 |
3.761 |
3.704 |
|