NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.095 |
4.183 |
0.088 |
2.1% |
4.054 |
High |
4.195 |
4.200 |
0.005 |
0.1% |
4.131 |
Low |
4.084 |
4.076 |
-0.008 |
-0.2% |
3.990 |
Close |
4.167 |
4.130 |
-0.037 |
-0.9% |
4.055 |
Range |
0.111 |
0.124 |
0.013 |
11.7% |
0.141 |
ATR |
0.093 |
0.096 |
0.002 |
2.3% |
0.000 |
Volume |
9,772 |
15,939 |
6,167 |
63.1% |
74,264 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.507 |
4.443 |
4.198 |
|
R3 |
4.383 |
4.319 |
4.164 |
|
R2 |
4.259 |
4.259 |
4.153 |
|
R1 |
4.195 |
4.195 |
4.141 |
4.165 |
PP |
4.135 |
4.135 |
4.135 |
4.121 |
S1 |
4.071 |
4.071 |
4.119 |
4.041 |
S2 |
4.011 |
4.011 |
4.107 |
|
S3 |
3.887 |
3.947 |
4.096 |
|
S4 |
3.763 |
3.823 |
4.062 |
|
|
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 |
4.200 |
3.989 |
0.211 |
5.1% |
0.112 |
2.7% |
67% |
True |
False |
12,925 |
10 |
4.200 |
3.964 |
0.236 |
5.7% |
0.102 |
2.5% |
70% |
True |
False |
14,692 |
20 |
4.200 |
3.608 |
0.592 |
14.3% |
0.089 |
2.2% |
88% |
True |
False |
13,153 |
40 |
4.200 |
3.404 |
0.796 |
19.3% |
0.087 |
2.1% |
91% |
True |
False |
9,686 |
60 |
4.200 |
3.365 |
0.835 |
20.2% |
0.086 |
2.1% |
92% |
True |
False |
7,947 |
80 |
4.200 |
3.365 |
0.835 |
20.2% |
0.081 |
2.0% |
92% |
True |
False |
6,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.727 |
2.618 |
4.525 |
1.618 |
4.401 |
1.000 |
4.324 |
0.618 |
4.277 |
HIGH |
4.200 |
0.618 |
4.153 |
0.500 |
4.138 |
0.382 |
4.123 |
LOW |
4.076 |
0.618 |
3.999 |
1.000 |
3.952 |
1.618 |
3.875 |
2.618 |
3.751 |
4.250 |
3.549 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.138 |
4.120 |
PP |
4.135 |
4.109 |
S1 |
4.133 |
4.099 |
|