NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.789 |
3.848 |
0.059 |
1.6% |
3.638 |
| High |
3.843 |
3.958 |
0.115 |
3.0% |
3.793 |
| Low |
3.785 |
3.839 |
0.054 |
1.4% |
3.608 |
| Close |
3.829 |
3.947 |
0.118 |
3.1% |
3.791 |
| Range |
0.058 |
0.119 |
0.061 |
105.2% |
0.185 |
| ATR |
0.080 |
0.084 |
0.003 |
4.4% |
0.000 |
| Volume |
13,634 |
12,680 |
-954 |
-7.0% |
57,755 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.272 |
4.228 |
4.012 |
|
| R3 |
4.153 |
4.109 |
3.980 |
|
| R2 |
4.034 |
4.034 |
3.969 |
|
| R1 |
3.990 |
3.990 |
3.958 |
4.012 |
| PP |
3.915 |
3.915 |
3.915 |
3.926 |
| S1 |
3.871 |
3.871 |
3.936 |
3.893 |
| S2 |
3.796 |
3.796 |
3.925 |
|
| S3 |
3.677 |
3.752 |
3.914 |
|
| S4 |
3.558 |
3.633 |
3.882 |
|
|
| 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 |
3.958 |
3.729 |
0.229 |
5.8% |
0.068 |
1.7% |
95% |
True |
False |
13,219 |
| 10 |
3.958 |
3.608 |
0.350 |
8.9% |
0.076 |
1.9% |
97% |
True |
False |
11,615 |
| 20 |
3.958 |
3.404 |
0.554 |
14.0% |
0.081 |
2.0% |
98% |
True |
False |
9,283 |
| 40 |
3.958 |
3.404 |
0.554 |
14.0% |
0.083 |
2.1% |
98% |
True |
False |
7,341 |
| 60 |
3.958 |
3.365 |
0.593 |
15.0% |
0.079 |
2.0% |
98% |
True |
False |
5,840 |
| 80 |
4.094 |
3.365 |
0.729 |
18.5% |
0.078 |
2.0% |
80% |
False |
False |
4,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.464 |
|
2.618 |
4.270 |
|
1.618 |
4.151 |
|
1.000 |
4.077 |
|
0.618 |
4.032 |
|
HIGH |
3.958 |
|
0.618 |
3.913 |
|
0.500 |
3.899 |
|
0.382 |
3.884 |
|
LOW |
3.839 |
|
0.618 |
3.765 |
|
1.000 |
3.720 |
|
1.618 |
3.646 |
|
2.618 |
3.527 |
|
4.250 |
3.333 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.931 |
3.921 |
| PP |
3.915 |
3.896 |
| S1 |
3.899 |
3.870 |
|