NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.013 |
4.083 |
0.070 |
1.7% |
3.798 |
High |
4.087 |
4.083 |
-0.004 |
-0.1% |
4.040 |
Low |
4.003 |
4.009 |
0.006 |
0.1% |
3.756 |
Close |
4.086 |
4.071 |
-0.015 |
-0.4% |
4.008 |
Range |
0.084 |
0.074 |
-0.010 |
-11.9% |
0.284 |
ATR |
0.086 |
0.085 |
-0.001 |
-0.7% |
0.000 |
Volume |
16,650 |
11,264 |
-5,386 |
-32.3% |
71,373 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.276 |
4.248 |
4.112 |
|
R3 |
4.202 |
4.174 |
4.091 |
|
R2 |
4.128 |
4.128 |
4.085 |
|
R1 |
4.100 |
4.100 |
4.078 |
4.077 |
PP |
4.054 |
4.054 |
4.054 |
4.043 |
S1 |
4.026 |
4.026 |
4.064 |
4.003 |
S2 |
3.980 |
3.980 |
4.057 |
|
S3 |
3.906 |
3.952 |
4.051 |
|
S4 |
3.832 |
3.878 |
4.030 |
|
|
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 |
4.094 |
3.839 |
0.255 |
6.3% |
0.091 |
2.2% |
91% |
False |
False |
17,153 |
10 |
4.094 |
3.648 |
0.446 |
11.0% |
0.079 |
1.9% |
95% |
False |
False |
14,577 |
20 |
4.094 |
3.473 |
0.621 |
15.3% |
0.080 |
2.0% |
96% |
False |
False |
11,705 |
40 |
4.094 |
3.404 |
0.690 |
16.9% |
0.082 |
2.0% |
97% |
False |
False |
8,651 |
60 |
4.094 |
3.365 |
0.729 |
17.9% |
0.080 |
2.0% |
97% |
False |
False |
6,938 |
80 |
4.094 |
3.365 |
0.729 |
17.9% |
0.078 |
1.9% |
97% |
False |
False |
5,675 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.398 |
2.618 |
4.277 |
1.618 |
4.203 |
1.000 |
4.157 |
0.618 |
4.129 |
HIGH |
4.083 |
0.618 |
4.055 |
0.500 |
4.046 |
0.382 |
4.037 |
LOW |
4.009 |
0.618 |
3.963 |
1.000 |
3.935 |
1.618 |
3.889 |
2.618 |
3.815 |
4.250 |
3.695 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.063 |
4.061 |
PP |
4.054 |
4.052 |
S1 |
4.046 |
4.042 |
|