NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.048 |
4.039 |
-0.009 |
-0.2% |
4.001 |
High |
4.122 |
4.109 |
-0.013 |
-0.3% |
4.122 |
Low |
3.992 |
4.023 |
0.031 |
0.8% |
3.978 |
Close |
4.038 |
4.038 |
0.000 |
0.0% |
4.038 |
Range |
0.130 |
0.086 |
-0.044 |
-33.8% |
0.144 |
ATR |
0.092 |
0.091 |
0.000 |
-0.4% |
0.000 |
Volume |
24,212 |
38,743 |
14,531 |
60.0% |
165,008 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.315 |
4.262 |
4.085 |
|
R3 |
4.229 |
4.176 |
4.062 |
|
R2 |
4.143 |
4.143 |
4.054 |
|
R1 |
4.090 |
4.090 |
4.046 |
4.074 |
PP |
4.057 |
4.057 |
4.057 |
4.048 |
S1 |
4.004 |
4.004 |
4.030 |
3.988 |
S2 |
3.971 |
3.971 |
4.022 |
|
S3 |
3.885 |
3.918 |
4.014 |
|
S4 |
3.799 |
3.832 |
3.991 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.478 |
4.402 |
4.117 |
|
R3 |
4.334 |
4.258 |
4.078 |
|
R2 |
4.190 |
4.190 |
4.064 |
|
R1 |
4.114 |
4.114 |
4.051 |
4.152 |
PP |
4.046 |
4.046 |
4.046 |
4.065 |
S1 |
3.970 |
3.970 |
4.025 |
4.008 |
S2 |
3.902 |
3.902 |
4.012 |
|
S3 |
3.758 |
3.826 |
3.998 |
|
S4 |
3.614 |
3.682 |
3.959 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.122 |
3.978 |
0.144 |
3.6% |
0.097 |
2.4% |
42% |
False |
False |
33,001 |
10 |
4.122 |
3.734 |
0.388 |
9.6% |
0.087 |
2.1% |
78% |
False |
False |
29,721 |
20 |
4.122 |
3.550 |
0.572 |
14.2% |
0.090 |
2.2% |
85% |
False |
False |
26,687 |
40 |
4.122 |
3.382 |
0.740 |
18.3% |
0.088 |
2.2% |
89% |
False |
False |
20,379 |
60 |
4.122 |
3.336 |
0.786 |
19.5% |
0.088 |
2.2% |
89% |
False |
False |
16,245 |
80 |
4.122 |
3.336 |
0.786 |
19.5% |
0.087 |
2.1% |
89% |
False |
False |
13,503 |
100 |
4.122 |
3.336 |
0.786 |
19.5% |
0.086 |
2.1% |
89% |
False |
False |
11,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.475 |
2.618 |
4.334 |
1.618 |
4.248 |
1.000 |
4.195 |
0.618 |
4.162 |
HIGH |
4.109 |
0.618 |
4.076 |
0.500 |
4.066 |
0.382 |
4.056 |
LOW |
4.023 |
0.618 |
3.970 |
1.000 |
3.937 |
1.618 |
3.884 |
2.618 |
3.798 |
4.250 |
3.658 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.066 |
4.057 |
PP |
4.057 |
4.051 |
S1 |
4.047 |
4.044 |
|