NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.952 |
4.001 |
0.049 |
1.2% |
3.778 |
| High |
4.031 |
4.082 |
0.051 |
1.3% |
4.031 |
| Low |
3.950 |
3.978 |
0.028 |
0.7% |
3.734 |
| Close |
3.995 |
4.001 |
0.006 |
0.2% |
3.995 |
| Range |
0.081 |
0.104 |
0.023 |
28.4% |
0.297 |
| ATR |
0.088 |
0.090 |
0.001 |
1.3% |
0.000 |
| Volume |
39,623 |
48,497 |
8,874 |
22.4% |
132,208 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.332 |
4.271 |
4.058 |
|
| R3 |
4.228 |
4.167 |
4.030 |
|
| R2 |
4.124 |
4.124 |
4.020 |
|
| R1 |
4.063 |
4.063 |
4.011 |
4.053 |
| PP |
4.020 |
4.020 |
4.020 |
4.016 |
| S1 |
3.959 |
3.959 |
3.991 |
3.949 |
| S2 |
3.916 |
3.916 |
3.982 |
|
| S3 |
3.812 |
3.855 |
3.972 |
|
| S4 |
3.708 |
3.751 |
3.944 |
|
|
| 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 |
4.082 |
3.756 |
0.326 |
8.1% |
0.086 |
2.2% |
75% |
True |
False |
30,847 |
| 10 |
4.082 |
3.617 |
0.465 |
11.6% |
0.083 |
2.1% |
83% |
True |
False |
29,101 |
| 20 |
4.082 |
3.382 |
0.700 |
17.5% |
0.087 |
2.2% |
88% |
True |
False |
24,146 |
| 40 |
4.082 |
3.382 |
0.700 |
17.5% |
0.087 |
2.2% |
88% |
True |
False |
18,569 |
| 60 |
4.082 |
3.336 |
0.746 |
18.6% |
0.088 |
2.2% |
89% |
True |
False |
14,700 |
| 80 |
4.082 |
3.336 |
0.746 |
18.6% |
0.086 |
2.2% |
89% |
True |
False |
12,123 |
| 100 |
4.082 |
3.336 |
0.746 |
18.6% |
0.086 |
2.1% |
89% |
True |
False |
10,133 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.524 |
|
2.618 |
4.354 |
|
1.618 |
4.250 |
|
1.000 |
4.186 |
|
0.618 |
4.146 |
|
HIGH |
4.082 |
|
0.618 |
4.042 |
|
0.500 |
4.030 |
|
0.382 |
4.018 |
|
LOW |
3.978 |
|
0.618 |
3.914 |
|
1.000 |
3.874 |
|
1.618 |
3.810 |
|
2.618 |
3.706 |
|
4.250 |
3.536 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.030 |
3.982 |
| PP |
4.020 |
3.963 |
| S1 |
4.011 |
3.944 |
|