NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.744 |
3.798 |
0.054 |
1.4% |
3.638 |
High |
3.793 |
3.808 |
0.015 |
0.4% |
3.793 |
Low |
3.729 |
3.756 |
0.027 |
0.7% |
3.608 |
Close |
3.791 |
3.808 |
0.017 |
0.4% |
3.791 |
Range |
0.064 |
0.052 |
-0.012 |
-18.8% |
0.185 |
ATR |
0.087 |
0.085 |
-0.003 |
-2.9% |
0.000 |
Volume |
18,735 |
11,013 |
-7,722 |
-41.2% |
57,755 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.947 |
3.929 |
3.837 |
|
R3 |
3.895 |
3.877 |
3.822 |
|
R2 |
3.843 |
3.843 |
3.818 |
|
R1 |
3.825 |
3.825 |
3.813 |
3.834 |
PP |
3.791 |
3.791 |
3.791 |
3.795 |
S1 |
3.773 |
3.773 |
3.803 |
3.782 |
S2 |
3.739 |
3.739 |
3.798 |
|
S3 |
3.687 |
3.721 |
3.794 |
|
S4 |
3.635 |
3.669 |
3.779 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.286 |
4.223 |
3.893 |
|
R3 |
4.101 |
4.038 |
3.842 |
|
R2 |
3.916 |
3.916 |
3.825 |
|
R1 |
3.853 |
3.853 |
3.808 |
3.885 |
PP |
3.731 |
3.731 |
3.731 |
3.746 |
S1 |
3.668 |
3.668 |
3.774 |
3.700 |
S2 |
3.546 |
3.546 |
3.757 |
|
S3 |
3.361 |
3.483 |
3.740 |
|
S4 |
3.176 |
3.298 |
3.689 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.808 |
3.646 |
0.162 |
4.3% |
0.076 |
2.0% |
100% |
True |
False |
11,288 |
10 |
3.808 |
3.581 |
0.227 |
6.0% |
0.085 |
2.2% |
100% |
True |
False |
10,696 |
20 |
3.808 |
3.404 |
0.404 |
10.6% |
0.081 |
2.1% |
100% |
True |
False |
8,192 |
40 |
3.829 |
3.404 |
0.425 |
11.2% |
0.083 |
2.2% |
95% |
False |
False |
6,789 |
60 |
3.829 |
3.365 |
0.464 |
12.2% |
0.079 |
2.1% |
95% |
False |
False |
5,357 |
80 |
4.094 |
3.365 |
0.729 |
19.1% |
0.078 |
2.1% |
61% |
False |
False |
4,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.029 |
2.618 |
3.944 |
1.618 |
3.892 |
1.000 |
3.860 |
0.618 |
3.840 |
HIGH |
3.808 |
0.618 |
3.788 |
0.500 |
3.782 |
0.382 |
3.776 |
LOW |
3.756 |
0.618 |
3.724 |
1.000 |
3.704 |
1.618 |
3.672 |
2.618 |
3.620 |
4.250 |
3.535 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
3.799 |
3.781 |
PP |
3.791 |
3.755 |
S1 |
3.782 |
3.728 |
|