NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4.039 |
4.048 |
0.009 |
0.2% |
4.001 |
| High |
4.109 |
4.094 |
-0.015 |
-0.4% |
4.122 |
| Low |
4.023 |
3.973 |
-0.050 |
-1.2% |
3.978 |
| Close |
4.038 |
3.977 |
-0.061 |
-1.5% |
4.038 |
| Range |
0.086 |
0.121 |
0.035 |
40.7% |
0.144 |
| ATR |
0.091 |
0.093 |
0.002 |
2.3% |
0.000 |
| Volume |
38,743 |
26,554 |
-12,189 |
-31.5% |
165,008 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.378 |
4.298 |
4.044 |
|
| R3 |
4.257 |
4.177 |
4.010 |
|
| R2 |
4.136 |
4.136 |
3.999 |
|
| R1 |
4.056 |
4.056 |
3.988 |
4.036 |
| PP |
4.015 |
4.015 |
4.015 |
4.004 |
| S1 |
3.935 |
3.935 |
3.966 |
3.915 |
| S2 |
3.894 |
3.894 |
3.955 |
|
| S3 |
3.773 |
3.814 |
3.944 |
|
| S4 |
3.652 |
3.693 |
3.910 |
|
|
| 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 |
3.973 |
0.149 |
3.7% |
0.101 |
2.5% |
3% |
False |
True |
28,613 |
| 10 |
4.122 |
3.756 |
0.366 |
9.2% |
0.094 |
2.4% |
60% |
False |
False |
29,730 |
| 20 |
4.122 |
3.550 |
0.572 |
14.4% |
0.092 |
2.3% |
75% |
False |
False |
27,124 |
| 40 |
4.122 |
3.382 |
0.740 |
18.6% |
0.089 |
2.2% |
80% |
False |
False |
20,774 |
| 60 |
4.122 |
3.336 |
0.786 |
19.8% |
0.089 |
2.2% |
82% |
False |
False |
16,634 |
| 80 |
4.122 |
3.336 |
0.786 |
19.8% |
0.087 |
2.2% |
82% |
False |
False |
13,795 |
| 100 |
4.122 |
3.336 |
0.786 |
19.8% |
0.086 |
2.2% |
82% |
False |
False |
11,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.608 |
|
2.618 |
4.411 |
|
1.618 |
4.290 |
|
1.000 |
4.215 |
|
0.618 |
4.169 |
|
HIGH |
4.094 |
|
0.618 |
4.048 |
|
0.500 |
4.034 |
|
0.382 |
4.019 |
|
LOW |
3.973 |
|
0.618 |
3.898 |
|
1.000 |
3.852 |
|
1.618 |
3.777 |
|
2.618 |
3.656 |
|
4.250 |
3.459 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.034 |
4.048 |
| PP |
4.015 |
4.024 |
| S1 |
3.996 |
4.001 |
|