NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.085 |
4.170 |
0.085 |
2.1% |
4.001 |
High |
4.182 |
4.205 |
0.023 |
0.5% |
4.122 |
Low |
4.068 |
4.058 |
-0.010 |
-0.2% |
3.978 |
Close |
4.154 |
4.113 |
-0.041 |
-1.0% |
4.038 |
Range |
0.114 |
0.147 |
0.033 |
28.9% |
0.144 |
ATR |
0.098 |
0.101 |
0.004 |
3.6% |
0.000 |
Volume |
27,587 |
40,130 |
12,543 |
45.5% |
165,008 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.566 |
4.487 |
4.194 |
|
R3 |
4.419 |
4.340 |
4.153 |
|
R2 |
4.272 |
4.272 |
4.140 |
|
R1 |
4.193 |
4.193 |
4.126 |
4.159 |
PP |
4.125 |
4.125 |
4.125 |
4.109 |
S1 |
4.046 |
4.046 |
4.100 |
4.012 |
S2 |
3.978 |
3.978 |
4.086 |
|
S3 |
3.831 |
3.899 |
4.073 |
|
S4 |
3.684 |
3.752 |
4.032 |
|
|
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 |
4.205 |
3.973 |
0.232 |
5.6% |
0.121 |
2.9% |
60% |
True |
False |
31,997 |
10 |
4.205 |
3.950 |
0.255 |
6.2% |
0.109 |
2.6% |
64% |
True |
False |
32,587 |
20 |
4.205 |
3.569 |
0.636 |
15.5% |
0.096 |
2.3% |
86% |
True |
False |
28,791 |
40 |
4.205 |
3.382 |
0.823 |
20.0% |
0.093 |
2.3% |
89% |
True |
False |
22,395 |
60 |
4.205 |
3.336 |
0.869 |
21.1% |
0.091 |
2.2% |
89% |
True |
False |
18,019 |
80 |
4.205 |
3.336 |
0.869 |
21.1% |
0.088 |
2.1% |
89% |
True |
False |
14,851 |
100 |
4.205 |
3.336 |
0.869 |
21.1% |
0.088 |
2.1% |
89% |
True |
False |
12,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.830 |
2.618 |
4.590 |
1.618 |
4.443 |
1.000 |
4.352 |
0.618 |
4.296 |
HIGH |
4.205 |
0.618 |
4.149 |
0.500 |
4.132 |
0.382 |
4.114 |
LOW |
4.058 |
0.618 |
3.967 |
1.000 |
3.911 |
1.618 |
3.820 |
2.618 |
3.673 |
4.250 |
3.433 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.132 |
4.106 |
PP |
4.125 |
4.098 |
S1 |
4.119 |
4.091 |
|