NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.045 |
4.095 |
0.050 |
1.2% |
4.054 |
High |
4.115 |
4.195 |
0.080 |
1.9% |
4.131 |
Low |
3.997 |
4.084 |
0.087 |
2.2% |
3.990 |
Close |
4.091 |
4.167 |
0.076 |
1.9% |
4.055 |
Range |
0.118 |
0.111 |
-0.007 |
-5.9% |
0.141 |
ATR |
0.092 |
0.093 |
0.001 |
1.5% |
0.000 |
Volume |
12,015 |
9,772 |
-2,243 |
-18.7% |
74,264 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.482 |
4.435 |
4.228 |
|
R3 |
4.371 |
4.324 |
4.198 |
|
R2 |
4.260 |
4.260 |
4.187 |
|
R1 |
4.213 |
4.213 |
4.177 |
4.237 |
PP |
4.149 |
4.149 |
4.149 |
4.160 |
S1 |
4.102 |
4.102 |
4.157 |
4.126 |
S2 |
4.038 |
4.038 |
4.147 |
|
S3 |
3.927 |
3.991 |
4.136 |
|
S4 |
3.816 |
3.880 |
4.106 |
|
|
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 |
4.195 |
3.989 |
0.206 |
4.9% |
0.111 |
2.7% |
86% |
True |
False |
11,579 |
10 |
4.195 |
3.839 |
0.356 |
8.5% |
0.101 |
2.4% |
92% |
True |
False |
14,366 |
20 |
4.195 |
3.581 |
0.614 |
14.7% |
0.088 |
2.1% |
95% |
True |
False |
13,047 |
40 |
4.195 |
3.404 |
0.791 |
19.0% |
0.086 |
2.1% |
96% |
True |
False |
9,436 |
60 |
4.195 |
3.365 |
0.830 |
19.9% |
0.085 |
2.0% |
97% |
True |
False |
7,726 |
80 |
4.195 |
3.365 |
0.830 |
19.9% |
0.081 |
1.9% |
97% |
True |
False |
6,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.667 |
2.618 |
4.486 |
1.618 |
4.375 |
1.000 |
4.306 |
0.618 |
4.264 |
HIGH |
4.195 |
0.618 |
4.153 |
0.500 |
4.140 |
0.382 |
4.126 |
LOW |
4.084 |
0.618 |
4.015 |
1.000 |
3.973 |
1.618 |
3.904 |
2.618 |
3.793 |
4.250 |
3.612 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.158 |
4.142 |
PP |
4.149 |
4.117 |
S1 |
4.140 |
4.092 |
|