NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.798 |
3.800 |
0.002 |
0.1% |
3.638 |
High |
3.808 |
3.827 |
0.019 |
0.5% |
3.793 |
Low |
3.756 |
3.782 |
0.026 |
0.7% |
3.608 |
Close |
3.808 |
3.800 |
-0.008 |
-0.2% |
3.791 |
Range |
0.052 |
0.045 |
-0.007 |
-13.5% |
0.185 |
ATR |
0.085 |
0.082 |
-0.003 |
-3.3% |
0.000 |
Volume |
11,013 |
10,033 |
-980 |
-8.9% |
57,755 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.938 |
3.914 |
3.825 |
|
R3 |
3.893 |
3.869 |
3.812 |
|
R2 |
3.848 |
3.848 |
3.808 |
|
R1 |
3.824 |
3.824 |
3.804 |
3.823 |
PP |
3.803 |
3.803 |
3.803 |
3.802 |
S1 |
3.779 |
3.779 |
3.796 |
3.778 |
S2 |
3.758 |
3.758 |
3.792 |
|
S3 |
3.713 |
3.734 |
3.788 |
|
S4 |
3.668 |
3.689 |
3.775 |
|
|
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 |
3.827 |
3.646 |
0.181 |
4.8% |
0.071 |
1.9% |
85% |
True |
False |
11,313 |
10 |
3.827 |
3.581 |
0.246 |
6.5% |
0.082 |
2.2% |
89% |
True |
False |
10,949 |
20 |
3.827 |
3.404 |
0.423 |
11.1% |
0.079 |
2.1% |
94% |
True |
False |
8,462 |
40 |
3.829 |
3.404 |
0.425 |
11.2% |
0.082 |
2.1% |
93% |
False |
False |
6,926 |
60 |
3.829 |
3.365 |
0.464 |
12.2% |
0.079 |
2.1% |
94% |
False |
False |
5,484 |
80 |
4.094 |
3.365 |
0.729 |
19.2% |
0.077 |
2.0% |
60% |
False |
False |
4,553 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.018 |
2.618 |
3.945 |
1.618 |
3.900 |
1.000 |
3.872 |
0.618 |
3.855 |
HIGH |
3.827 |
0.618 |
3.810 |
0.500 |
3.805 |
0.382 |
3.799 |
LOW |
3.782 |
0.618 |
3.754 |
1.000 |
3.737 |
1.618 |
3.709 |
2.618 |
3.664 |
4.250 |
3.591 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
3.805 |
3.793 |
PP |
3.803 |
3.785 |
S1 |
3.802 |
3.778 |
|