NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.080 |
4.045 |
-0.035 |
-0.9% |
4.054 |
High |
4.111 |
4.115 |
0.004 |
0.1% |
4.131 |
Low |
3.989 |
3.997 |
0.008 |
0.2% |
3.990 |
Close |
3.993 |
4.091 |
0.098 |
2.5% |
4.055 |
Range |
0.122 |
0.118 |
-0.004 |
-3.3% |
0.141 |
ATR |
0.090 |
0.092 |
0.002 |
2.6% |
0.000 |
Volume |
10,918 |
12,015 |
1,097 |
10.0% |
74,264 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.422 |
4.374 |
4.156 |
|
R3 |
4.304 |
4.256 |
4.123 |
|
R2 |
4.186 |
4.186 |
4.113 |
|
R1 |
4.138 |
4.138 |
4.102 |
4.162 |
PP |
4.068 |
4.068 |
4.068 |
4.080 |
S1 |
4.020 |
4.020 |
4.080 |
4.044 |
S2 |
3.950 |
3.950 |
4.069 |
|
S3 |
3.832 |
3.902 |
4.059 |
|
S4 |
3.714 |
3.784 |
4.026 |
|
|
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 |
3.989 |
0.142 |
3.5% |
0.104 |
2.5% |
72% |
False |
False |
11,877 |
10 |
4.131 |
3.785 |
0.346 |
8.5% |
0.096 |
2.3% |
88% |
False |
False |
14,752 |
20 |
4.131 |
3.581 |
0.550 |
13.4% |
0.089 |
2.2% |
93% |
False |
False |
12,851 |
40 |
4.131 |
3.404 |
0.727 |
17.8% |
0.084 |
2.1% |
94% |
False |
False |
9,353 |
60 |
4.131 |
3.365 |
0.766 |
18.7% |
0.085 |
2.1% |
95% |
False |
False |
7,613 |
80 |
4.131 |
3.365 |
0.766 |
18.7% |
0.081 |
2.0% |
95% |
False |
False |
6,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.617 |
2.618 |
4.424 |
1.618 |
4.306 |
1.000 |
4.233 |
0.618 |
4.188 |
HIGH |
4.115 |
0.618 |
4.070 |
0.500 |
4.056 |
0.382 |
4.042 |
LOW |
3.997 |
0.618 |
3.924 |
1.000 |
3.879 |
1.618 |
3.806 |
2.618 |
3.688 |
4.250 |
3.496 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.079 |
4.079 |
PP |
4.068 |
4.067 |
S1 |
4.056 |
4.056 |
|