NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.988 |
4.085 |
0.097 |
2.4% |
4.001 |
High |
4.112 |
4.182 |
0.070 |
1.7% |
4.122 |
Low |
3.977 |
4.068 |
0.091 |
2.3% |
3.978 |
Close |
4.076 |
4.154 |
0.078 |
1.9% |
4.038 |
Range |
0.135 |
0.114 |
-0.021 |
-15.6% |
0.144 |
ATR |
0.096 |
0.098 |
0.001 |
1.3% |
0.000 |
Volume |
26,973 |
27,587 |
614 |
2.3% |
165,008 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.477 |
4.429 |
4.217 |
|
R3 |
4.363 |
4.315 |
4.185 |
|
R2 |
4.249 |
4.249 |
4.175 |
|
R1 |
4.201 |
4.201 |
4.164 |
4.225 |
PP |
4.135 |
4.135 |
4.135 |
4.147 |
S1 |
4.087 |
4.087 |
4.144 |
4.111 |
S2 |
4.021 |
4.021 |
4.133 |
|
S3 |
3.907 |
3.973 |
4.123 |
|
S4 |
3.793 |
3.859 |
4.091 |
|
|
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 |
4.182 |
3.973 |
0.209 |
5.0% |
0.117 |
2.8% |
87% |
True |
False |
28,813 |
10 |
4.182 |
3.806 |
0.376 |
9.1% |
0.108 |
2.6% |
93% |
True |
False |
30,402 |
20 |
4.182 |
3.550 |
0.632 |
15.2% |
0.094 |
2.3% |
96% |
True |
False |
28,206 |
40 |
4.182 |
3.382 |
0.800 |
19.3% |
0.091 |
2.2% |
97% |
True |
False |
21,661 |
60 |
4.182 |
3.336 |
0.846 |
20.4% |
0.090 |
2.2% |
97% |
True |
False |
17,421 |
80 |
4.182 |
3.336 |
0.846 |
20.4% |
0.088 |
2.1% |
97% |
True |
False |
14,392 |
100 |
4.182 |
3.336 |
0.846 |
20.4% |
0.087 |
2.1% |
97% |
True |
False |
12,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.667 |
2.618 |
4.480 |
1.618 |
4.366 |
1.000 |
4.296 |
0.618 |
4.252 |
HIGH |
4.182 |
0.618 |
4.138 |
0.500 |
4.125 |
0.382 |
4.112 |
LOW |
4.068 |
0.618 |
3.998 |
1.000 |
3.954 |
1.618 |
3.884 |
2.618 |
3.770 |
4.250 |
3.584 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.144 |
4.129 |
PP |
4.135 |
4.103 |
S1 |
4.125 |
4.078 |
|