NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4.001 |
3.998 |
-0.003 |
-0.1% |
3.778 |
| High |
4.082 |
4.077 |
-0.005 |
-0.1% |
4.031 |
| Low |
3.978 |
3.988 |
0.010 |
0.3% |
3.734 |
| Close |
4.001 |
4.074 |
0.073 |
1.8% |
3.995 |
| Range |
0.104 |
0.089 |
-0.015 |
-14.4% |
0.297 |
| ATR |
0.090 |
0.090 |
0.000 |
0.0% |
0.000 |
| Volume |
48,497 |
32,699 |
-15,798 |
-32.6% |
132,208 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.283 |
4.123 |
|
| R3 |
4.224 |
4.194 |
4.098 |
|
| R2 |
4.135 |
4.135 |
4.090 |
|
| R1 |
4.105 |
4.105 |
4.082 |
4.120 |
| PP |
4.046 |
4.046 |
4.046 |
4.054 |
| S1 |
4.016 |
4.016 |
4.066 |
4.031 |
| S2 |
3.957 |
3.957 |
4.058 |
|
| S3 |
3.868 |
3.927 |
4.050 |
|
| S4 |
3.779 |
3.838 |
4.025 |
|
|
| 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 |
3.770 |
0.312 |
7.7% |
0.094 |
2.3% |
97% |
False |
False |
33,360 |
| 10 |
4.082 |
3.617 |
0.465 |
11.4% |
0.084 |
2.1% |
98% |
False |
False |
30,120 |
| 20 |
4.082 |
3.449 |
0.633 |
15.5% |
0.085 |
2.1% |
99% |
False |
False |
24,957 |
| 40 |
4.082 |
3.382 |
0.700 |
17.2% |
0.088 |
2.2% |
99% |
False |
False |
19,122 |
| 60 |
4.082 |
3.336 |
0.746 |
18.3% |
0.087 |
2.1% |
99% |
False |
False |
15,157 |
| 80 |
4.082 |
3.336 |
0.746 |
18.3% |
0.086 |
2.1% |
99% |
False |
False |
12,516 |
| 100 |
4.082 |
3.336 |
0.746 |
18.3% |
0.086 |
2.1% |
99% |
False |
False |
10,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.455 |
|
2.618 |
4.310 |
|
1.618 |
4.221 |
|
1.000 |
4.166 |
|
0.618 |
4.132 |
|
HIGH |
4.077 |
|
0.618 |
4.043 |
|
0.500 |
4.033 |
|
0.382 |
4.022 |
|
LOW |
3.988 |
|
0.618 |
3.933 |
|
1.000 |
3.899 |
|
1.618 |
3.844 |
|
2.618 |
3.755 |
|
4.250 |
3.610 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.060 |
4.055 |
| PP |
4.046 |
4.035 |
| S1 |
4.033 |
4.016 |
|