NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4.067 |
4.048 |
-0.019 |
-0.5% |
3.778 |
| High |
4.075 |
4.122 |
0.047 |
1.2% |
4.031 |
| Low |
3.997 |
3.992 |
-0.005 |
-0.1% |
3.734 |
| Close |
4.059 |
4.038 |
-0.021 |
-0.5% |
3.995 |
| Range |
0.078 |
0.130 |
0.052 |
66.7% |
0.297 |
| ATR |
0.089 |
0.092 |
0.003 |
3.3% |
0.000 |
| Volume |
20,857 |
24,212 |
3,355 |
16.1% |
132,208 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.441 |
4.369 |
4.110 |
|
| R3 |
4.311 |
4.239 |
4.074 |
|
| R2 |
4.181 |
4.181 |
4.062 |
|
| R1 |
4.109 |
4.109 |
4.050 |
4.080 |
| PP |
4.051 |
4.051 |
4.051 |
4.036 |
| S1 |
3.979 |
3.979 |
4.026 |
3.950 |
| S2 |
3.921 |
3.921 |
4.014 |
|
| S3 |
3.791 |
3.849 |
4.002 |
|
| S4 |
3.661 |
3.719 |
3.967 |
|
|
| 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 |
4.122 |
3.950 |
0.172 |
4.3% |
0.096 |
2.4% |
51% |
True |
False |
33,177 |
| 10 |
4.122 |
3.707 |
0.415 |
10.3% |
0.085 |
2.1% |
80% |
True |
False |
29,830 |
| 20 |
4.122 |
3.461 |
0.661 |
16.4% |
0.089 |
2.2% |
87% |
True |
False |
25,707 |
| 40 |
4.122 |
3.382 |
0.740 |
18.3% |
0.088 |
2.2% |
89% |
True |
False |
19,656 |
| 60 |
4.122 |
3.336 |
0.786 |
19.5% |
0.088 |
2.2% |
89% |
True |
False |
15,706 |
| 80 |
4.122 |
3.336 |
0.786 |
19.5% |
0.087 |
2.2% |
89% |
True |
False |
13,030 |
| 100 |
4.122 |
3.336 |
0.786 |
19.5% |
0.086 |
2.1% |
89% |
True |
False |
10,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.675 |
|
2.618 |
4.462 |
|
1.618 |
4.332 |
|
1.000 |
4.252 |
|
0.618 |
4.202 |
|
HIGH |
4.122 |
|
0.618 |
4.072 |
|
0.500 |
4.057 |
|
0.382 |
4.042 |
|
LOW |
3.992 |
|
0.618 |
3.912 |
|
1.000 |
3.862 |
|
1.618 |
3.782 |
|
2.618 |
3.652 |
|
4.250 |
3.440 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.057 |
4.055 |
| PP |
4.051 |
4.049 |
| S1 |
4.044 |
4.044 |
|