NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
4.048 |
3.988 |
-0.060 |
-1.5% |
4.001 |
| High |
4.094 |
4.112 |
0.018 |
0.4% |
4.122 |
| Low |
3.973 |
3.977 |
0.004 |
0.1% |
3.978 |
| Close |
3.977 |
4.076 |
0.099 |
2.5% |
4.038 |
| Range |
0.121 |
0.135 |
0.014 |
11.6% |
0.144 |
| ATR |
0.093 |
0.096 |
0.003 |
3.2% |
0.000 |
| Volume |
26,554 |
26,973 |
419 |
1.6% |
165,008 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.460 |
4.403 |
4.150 |
|
| R3 |
4.325 |
4.268 |
4.113 |
|
| R2 |
4.190 |
4.190 |
4.101 |
|
| R1 |
4.133 |
4.133 |
4.088 |
4.162 |
| PP |
4.055 |
4.055 |
4.055 |
4.069 |
| S1 |
3.998 |
3.998 |
4.064 |
4.027 |
| S2 |
3.920 |
3.920 |
4.051 |
|
| S3 |
3.785 |
3.863 |
4.039 |
|
| S4 |
3.650 |
3.728 |
4.002 |
|
|
| 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% |
0.110 |
2.7% |
69% |
False |
False |
27,467 |
| 10 |
4.122 |
3.770 |
0.352 |
8.6% |
0.102 |
2.5% |
87% |
False |
False |
30,414 |
| 20 |
4.122 |
3.550 |
0.572 |
14.0% |
0.095 |
2.3% |
92% |
False |
False |
27,591 |
| 40 |
4.122 |
3.382 |
0.740 |
18.2% |
0.090 |
2.2% |
94% |
False |
False |
21,233 |
| 60 |
4.122 |
3.336 |
0.786 |
19.3% |
0.090 |
2.2% |
94% |
False |
False |
17,040 |
| 80 |
4.122 |
3.336 |
0.786 |
19.3% |
0.088 |
2.2% |
94% |
False |
False |
14,108 |
| 100 |
4.122 |
3.336 |
0.786 |
19.3% |
0.087 |
2.1% |
94% |
False |
False |
11,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.686 |
|
2.618 |
4.465 |
|
1.618 |
4.330 |
|
1.000 |
4.247 |
|
0.618 |
4.195 |
|
HIGH |
4.112 |
|
0.618 |
4.060 |
|
0.500 |
4.045 |
|
0.382 |
4.029 |
|
LOW |
3.977 |
|
0.618 |
3.894 |
|
1.000 |
3.842 |
|
1.618 |
3.759 |
|
2.618 |
3.624 |
|
4.250 |
3.403 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.066 |
4.065 |
| PP |
4.055 |
4.054 |
| S1 |
4.045 |
4.043 |
|