NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.778 |
3.770 |
-0.008 |
-0.2% |
3.589 |
| High |
3.807 |
3.824 |
0.017 |
0.4% |
3.772 |
| Low |
3.756 |
3.770 |
0.014 |
0.4% |
3.569 |
| Close |
3.778 |
3.809 |
0.031 |
0.8% |
3.770 |
| Range |
0.051 |
0.054 |
0.003 |
5.9% |
0.203 |
| ATR |
0.086 |
0.084 |
-0.002 |
-2.7% |
0.000 |
| Volume |
20,134 |
27,708 |
7,574 |
37.6% |
134,012 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.963 |
3.940 |
3.839 |
|
| R3 |
3.909 |
3.886 |
3.824 |
|
| R2 |
3.855 |
3.855 |
3.819 |
|
| R1 |
3.832 |
3.832 |
3.814 |
3.844 |
| PP |
3.801 |
3.801 |
3.801 |
3.807 |
| S1 |
3.778 |
3.778 |
3.804 |
3.790 |
| S2 |
3.747 |
3.747 |
3.799 |
|
| S3 |
3.693 |
3.724 |
3.794 |
|
| S4 |
3.639 |
3.670 |
3.779 |
|
|
| 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 |
3.824 |
3.621 |
0.203 |
5.3% |
0.069 |
1.8% |
93% |
True |
False |
26,684 |
| 10 |
3.824 |
3.550 |
0.274 |
7.2% |
0.079 |
2.1% |
95% |
True |
False |
26,010 |
| 20 |
3.824 |
3.382 |
0.442 |
11.6% |
0.084 |
2.2% |
97% |
True |
False |
21,836 |
| 40 |
3.824 |
3.382 |
0.442 |
11.6% |
0.087 |
2.3% |
97% |
True |
False |
16,796 |
| 60 |
3.824 |
3.336 |
0.488 |
12.8% |
0.087 |
2.3% |
97% |
True |
False |
13,206 |
| 80 |
4.077 |
3.336 |
0.741 |
19.5% |
0.085 |
2.2% |
64% |
False |
False |
10,916 |
| 100 |
4.077 |
3.336 |
0.741 |
19.5% |
0.085 |
2.2% |
64% |
False |
False |
9,124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.054 |
|
2.618 |
3.965 |
|
1.618 |
3.911 |
|
1.000 |
3.878 |
|
0.618 |
3.857 |
|
HIGH |
3.824 |
|
0.618 |
3.803 |
|
0.500 |
3.797 |
|
0.382 |
3.791 |
|
LOW |
3.770 |
|
0.618 |
3.737 |
|
1.000 |
3.716 |
|
1.618 |
3.683 |
|
2.618 |
3.629 |
|
4.250 |
3.541 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.805 |
3.799 |
| PP |
3.801 |
3.789 |
| S1 |
3.797 |
3.779 |
|