NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.808 |
3.952 |
0.144 |
3.8% |
3.778 |
| High |
3.947 |
4.031 |
0.084 |
2.1% |
4.031 |
| Low |
3.806 |
3.950 |
0.144 |
3.8% |
3.734 |
| Close |
3.933 |
3.995 |
0.062 |
1.6% |
3.995 |
| Range |
0.141 |
0.081 |
-0.060 |
-42.6% |
0.297 |
| ATR |
0.088 |
0.088 |
0.001 |
0.8% |
0.000 |
| Volume |
18,275 |
39,623 |
21,348 |
116.8% |
132,208 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.235 |
4.196 |
4.040 |
|
| R3 |
4.154 |
4.115 |
4.017 |
|
| R2 |
4.073 |
4.073 |
4.010 |
|
| R1 |
4.034 |
4.034 |
4.002 |
4.054 |
| PP |
3.992 |
3.992 |
3.992 |
4.002 |
| S1 |
3.953 |
3.953 |
3.988 |
3.973 |
| S2 |
3.911 |
3.911 |
3.980 |
|
| S3 |
3.830 |
3.872 |
3.973 |
|
| S4 |
3.749 |
3.791 |
3.950 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.811 |
4.700 |
4.158 |
|
| R3 |
4.514 |
4.403 |
4.077 |
|
| R2 |
4.217 |
4.217 |
4.049 |
|
| R1 |
4.106 |
4.106 |
4.022 |
4.162 |
| PP |
3.920 |
3.920 |
3.920 |
3.948 |
| S1 |
3.809 |
3.809 |
3.968 |
3.865 |
| S2 |
3.623 |
3.623 |
3.941 |
|
| S3 |
3.326 |
3.512 |
3.913 |
|
| S4 |
3.029 |
3.215 |
3.832 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.031 |
3.734 |
0.297 |
7.4% |
0.076 |
1.9% |
88% |
True |
False |
26,441 |
| 10 |
4.031 |
3.569 |
0.462 |
11.6% |
0.084 |
2.1% |
92% |
True |
False |
26,622 |
| 20 |
4.031 |
3.382 |
0.649 |
16.2% |
0.084 |
2.1% |
94% |
True |
False |
23,062 |
| 40 |
4.031 |
3.382 |
0.649 |
16.2% |
0.088 |
2.2% |
94% |
True |
False |
17,626 |
| 60 |
4.031 |
3.336 |
0.695 |
17.4% |
0.088 |
2.2% |
95% |
True |
False |
13,962 |
| 80 |
4.077 |
3.336 |
0.741 |
18.5% |
0.086 |
2.2% |
89% |
False |
False |
11,552 |
| 100 |
4.077 |
3.336 |
0.741 |
18.5% |
0.086 |
2.2% |
89% |
False |
False |
9,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.375 |
|
2.618 |
4.243 |
|
1.618 |
4.162 |
|
1.000 |
4.112 |
|
0.618 |
4.081 |
|
HIGH |
4.031 |
|
0.618 |
4.000 |
|
0.500 |
3.991 |
|
0.382 |
3.981 |
|
LOW |
3.950 |
|
0.618 |
3.900 |
|
1.000 |
3.869 |
|
1.618 |
3.819 |
|
2.618 |
3.738 |
|
4.250 |
3.606 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.994 |
3.964 |
| PP |
3.992 |
3.932 |
| S1 |
3.991 |
3.901 |
|