NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.998 |
4.067 |
0.069 |
1.7% |
3.778 |
| High |
4.077 |
4.075 |
-0.002 |
0.0% |
4.031 |
| Low |
3.988 |
3.997 |
0.009 |
0.2% |
3.734 |
| Close |
4.074 |
4.059 |
-0.015 |
-0.4% |
3.995 |
| Range |
0.089 |
0.078 |
-0.011 |
-12.4% |
0.297 |
| ATR |
0.090 |
0.089 |
-0.001 |
-0.9% |
0.000 |
| Volume |
32,699 |
20,857 |
-11,842 |
-36.2% |
132,208 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.278 |
4.246 |
4.102 |
|
| R3 |
4.200 |
4.168 |
4.080 |
|
| R2 |
4.122 |
4.122 |
4.073 |
|
| R1 |
4.090 |
4.090 |
4.066 |
4.067 |
| PP |
4.044 |
4.044 |
4.044 |
4.032 |
| S1 |
4.012 |
4.012 |
4.052 |
3.989 |
| S2 |
3.966 |
3.966 |
4.045 |
|
| S3 |
3.888 |
3.934 |
4.038 |
|
| S4 |
3.810 |
3.856 |
4.016 |
|
|
| 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 |
3.806 |
0.276 |
6.8% |
0.099 |
2.4% |
92% |
False |
False |
31,990 |
| 10 |
4.082 |
3.621 |
0.461 |
11.4% |
0.084 |
2.1% |
95% |
False |
False |
29,337 |
| 20 |
4.082 |
3.449 |
0.633 |
15.6% |
0.086 |
2.1% |
96% |
False |
False |
25,215 |
| 40 |
4.082 |
3.382 |
0.700 |
17.2% |
0.087 |
2.1% |
97% |
False |
False |
19,384 |
| 60 |
4.082 |
3.336 |
0.746 |
18.4% |
0.087 |
2.1% |
97% |
False |
False |
15,408 |
| 80 |
4.082 |
3.336 |
0.746 |
18.4% |
0.086 |
2.1% |
97% |
False |
False |
12,761 |
| 100 |
4.082 |
3.336 |
0.746 |
18.4% |
0.086 |
2.1% |
97% |
False |
False |
10,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.407 |
|
2.618 |
4.279 |
|
1.618 |
4.201 |
|
1.000 |
4.153 |
|
0.618 |
4.123 |
|
HIGH |
4.075 |
|
0.618 |
4.045 |
|
0.500 |
4.036 |
|
0.382 |
4.027 |
|
LOW |
3.997 |
|
0.618 |
3.949 |
|
1.000 |
3.919 |
|
1.618 |
3.871 |
|
2.618 |
3.793 |
|
4.250 |
3.666 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.051 |
4.049 |
| PP |
4.044 |
4.040 |
| S1 |
4.036 |
4.030 |
|