NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.848 |
3.975 |
0.127 |
3.3% |
3.798 |
High |
3.958 |
4.040 |
0.082 |
2.1% |
4.040 |
Low |
3.839 |
3.964 |
0.125 |
3.3% |
3.756 |
Close |
3.947 |
4.008 |
0.061 |
1.5% |
4.008 |
Range |
0.119 |
0.076 |
-0.043 |
-36.1% |
0.284 |
ATR |
0.084 |
0.084 |
0.001 |
0.8% |
0.000 |
Volume |
12,680 |
24,013 |
11,333 |
89.4% |
71,373 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.232 |
4.196 |
4.050 |
|
R3 |
4.156 |
4.120 |
4.029 |
|
R2 |
4.080 |
4.080 |
4.022 |
|
R1 |
4.044 |
4.044 |
4.015 |
4.062 |
PP |
4.004 |
4.004 |
4.004 |
4.013 |
S1 |
3.968 |
3.968 |
4.001 |
3.986 |
S2 |
3.928 |
3.928 |
3.994 |
|
S3 |
3.852 |
3.892 |
3.987 |
|
S4 |
3.776 |
3.816 |
3.966 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.787 |
4.681 |
4.164 |
|
R3 |
4.503 |
4.397 |
4.086 |
|
R2 |
4.219 |
4.219 |
4.060 |
|
R1 |
4.113 |
4.113 |
4.034 |
4.166 |
PP |
3.935 |
3.935 |
3.935 |
3.961 |
S1 |
3.829 |
3.829 |
3.982 |
3.882 |
S2 |
3.651 |
3.651 |
3.956 |
|
S3 |
3.367 |
3.545 |
3.930 |
|
S4 |
3.083 |
3.261 |
3.852 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.040 |
3.756 |
0.284 |
7.1% |
0.070 |
1.7% |
89% |
True |
False |
14,274 |
10 |
4.040 |
3.608 |
0.432 |
10.8% |
0.078 |
1.9% |
93% |
True |
False |
12,912 |
20 |
4.040 |
3.404 |
0.636 |
15.9% |
0.078 |
1.9% |
95% |
True |
False |
10,209 |
40 |
4.040 |
3.404 |
0.636 |
15.9% |
0.083 |
2.1% |
95% |
True |
False |
7,744 |
60 |
4.040 |
3.365 |
0.675 |
16.8% |
0.079 |
2.0% |
95% |
True |
False |
6,212 |
80 |
4.094 |
3.365 |
0.729 |
18.2% |
0.077 |
1.9% |
88% |
False |
False |
5,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.363 |
2.618 |
4.239 |
1.618 |
4.163 |
1.000 |
4.116 |
0.618 |
4.087 |
HIGH |
4.040 |
0.618 |
4.011 |
0.500 |
4.002 |
0.382 |
3.993 |
LOW |
3.964 |
0.618 |
3.917 |
1.000 |
3.888 |
1.618 |
3.841 |
2.618 |
3.765 |
4.250 |
3.641 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.006 |
3.976 |
PP |
4.004 |
3.944 |
S1 |
4.002 |
3.913 |
|