NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.778 |
3.778 |
0.000 |
0.0% |
3.589 |
| High |
3.787 |
3.807 |
0.020 |
0.5% |
3.772 |
| Low |
3.734 |
3.756 |
0.022 |
0.6% |
3.569 |
| Close |
3.787 |
3.778 |
-0.009 |
-0.2% |
3.770 |
| Range |
0.053 |
0.051 |
-0.002 |
-3.8% |
0.203 |
| ATR |
0.089 |
0.086 |
-0.003 |
-3.0% |
0.000 |
| Volume |
26,468 |
20,134 |
-6,334 |
-23.9% |
134,012 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.933 |
3.907 |
3.806 |
|
| R3 |
3.882 |
3.856 |
3.792 |
|
| R2 |
3.831 |
3.831 |
3.787 |
|
| R1 |
3.805 |
3.805 |
3.783 |
3.804 |
| PP |
3.780 |
3.780 |
3.780 |
3.780 |
| S1 |
3.754 |
3.754 |
3.773 |
3.753 |
| S2 |
3.729 |
3.729 |
3.769 |
|
| S3 |
3.678 |
3.703 |
3.764 |
|
| S4 |
3.627 |
3.652 |
3.750 |
|
|
| 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 |
3.807 |
3.617 |
0.190 |
5.0% |
0.075 |
2.0% |
85% |
True |
False |
26,880 |
| 10 |
3.807 |
3.550 |
0.257 |
6.8% |
0.088 |
2.3% |
89% |
True |
False |
24,769 |
| 20 |
3.807 |
3.382 |
0.425 |
11.2% |
0.085 |
2.3% |
93% |
True |
False |
21,102 |
| 40 |
3.810 |
3.382 |
0.428 |
11.3% |
0.087 |
2.3% |
93% |
False |
False |
16,346 |
| 60 |
3.810 |
3.336 |
0.474 |
12.5% |
0.087 |
2.3% |
93% |
False |
False |
12,901 |
| 80 |
4.077 |
3.336 |
0.741 |
19.6% |
0.086 |
2.3% |
60% |
False |
False |
10,606 |
| 100 |
4.077 |
3.336 |
0.741 |
19.6% |
0.085 |
2.3% |
60% |
False |
False |
8,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.024 |
|
2.618 |
3.941 |
|
1.618 |
3.890 |
|
1.000 |
3.858 |
|
0.618 |
3.839 |
|
HIGH |
3.807 |
|
0.618 |
3.788 |
|
0.500 |
3.782 |
|
0.382 |
3.775 |
|
LOW |
3.756 |
|
0.618 |
3.724 |
|
1.000 |
3.705 |
|
1.618 |
3.673 |
|
2.618 |
3.622 |
|
4.250 |
3.539 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.782 |
3.771 |
| PP |
3.780 |
3.764 |
| S1 |
3.779 |
3.757 |
|