NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.055 |
4.053 |
-0.002 |
0.0% |
4.054 |
High |
4.131 |
4.122 |
-0.009 |
-0.2% |
4.131 |
Low |
4.010 |
4.039 |
0.029 |
0.7% |
3.990 |
Close |
4.053 |
4.055 |
0.002 |
0.0% |
4.055 |
Range |
0.121 |
0.083 |
-0.038 |
-31.4% |
0.141 |
ATR |
0.088 |
0.087 |
0.000 |
-0.4% |
0.000 |
Volume |
9,210 |
15,982 |
6,772 |
73.5% |
74,264 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.321 |
4.271 |
4.101 |
|
R3 |
4.238 |
4.188 |
4.078 |
|
R2 |
4.155 |
4.155 |
4.070 |
|
R1 |
4.105 |
4.105 |
4.063 |
4.130 |
PP |
4.072 |
4.072 |
4.072 |
4.085 |
S1 |
4.022 |
4.022 |
4.047 |
4.047 |
S2 |
3.989 |
3.989 |
4.040 |
|
S3 |
3.906 |
3.939 |
4.032 |
|
S4 |
3.823 |
3.856 |
4.009 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.482 |
4.409 |
4.133 |
|
R3 |
4.341 |
4.268 |
4.094 |
|
R2 |
4.200 |
4.200 |
4.081 |
|
R1 |
4.127 |
4.127 |
4.068 |
4.164 |
PP |
4.059 |
4.059 |
4.059 |
4.077 |
S1 |
3.986 |
3.986 |
4.042 |
4.023 |
S2 |
3.918 |
3.918 |
4.029 |
|
S3 |
3.777 |
3.845 |
4.016 |
|
S4 |
3.636 |
3.704 |
3.977 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.131 |
3.990 |
0.141 |
3.5% |
0.093 |
2.3% |
46% |
False |
False |
14,852 |
10 |
4.131 |
3.756 |
0.375 |
9.2% |
0.082 |
2.0% |
80% |
False |
False |
14,563 |
20 |
4.131 |
3.581 |
0.550 |
13.6% |
0.083 |
2.1% |
86% |
False |
False |
12,417 |
40 |
4.131 |
3.404 |
0.727 |
17.9% |
0.082 |
2.0% |
90% |
False |
False |
9,013 |
60 |
4.131 |
3.365 |
0.766 |
18.9% |
0.082 |
2.0% |
90% |
False |
False |
7,280 |
80 |
4.131 |
3.365 |
0.766 |
18.9% |
0.079 |
2.0% |
90% |
False |
False |
5,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.475 |
2.618 |
4.339 |
1.618 |
4.256 |
1.000 |
4.205 |
0.618 |
4.173 |
HIGH |
4.122 |
0.618 |
4.090 |
0.500 |
4.081 |
0.382 |
4.071 |
LOW |
4.039 |
0.618 |
3.988 |
1.000 |
3.956 |
1.618 |
3.905 |
2.618 |
3.822 |
4.250 |
3.686 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.081 |
4.070 |
PP |
4.072 |
4.065 |
S1 |
4.064 |
4.060 |
|