NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.800 |
3.801 |
0.001 |
0.0% |
3.643 |
High |
3.811 |
3.828 |
0.017 |
0.4% |
3.796 |
Low |
3.758 |
3.787 |
0.029 |
0.8% |
3.613 |
Close |
3.810 |
3.800 |
-0.010 |
-0.3% |
3.793 |
Range |
0.053 |
0.041 |
-0.012 |
-22.6% |
0.183 |
ATR |
0.082 |
0.079 |
-0.003 |
-3.6% |
0.000 |
Volume |
9,560 |
7,975 |
-1,585 |
-16.6% |
42,975 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.928 |
3.905 |
3.823 |
|
R3 |
3.887 |
3.864 |
3.811 |
|
R2 |
3.846 |
3.846 |
3.808 |
|
R1 |
3.823 |
3.823 |
3.804 |
3.814 |
PP |
3.805 |
3.805 |
3.805 |
3.801 |
S1 |
3.782 |
3.782 |
3.796 |
3.773 |
S2 |
3.764 |
3.764 |
3.792 |
|
S3 |
3.723 |
3.741 |
3.789 |
|
S4 |
3.682 |
3.700 |
3.777 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.283 |
4.221 |
3.894 |
|
R3 |
4.100 |
4.038 |
3.843 |
|
R2 |
3.917 |
3.917 |
3.827 |
|
R1 |
3.855 |
3.855 |
3.810 |
3.886 |
PP |
3.734 |
3.734 |
3.734 |
3.750 |
S1 |
3.672 |
3.672 |
3.776 |
3.703 |
S2 |
3.551 |
3.551 |
3.759 |
|
S3 |
3.368 |
3.489 |
3.743 |
|
S4 |
3.185 |
3.306 |
3.692 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.828 |
3.652 |
0.176 |
4.6% |
0.067 |
1.8% |
84% |
True |
False |
8,734 |
10 |
3.828 |
3.595 |
0.233 |
6.1% |
0.077 |
2.0% |
88% |
True |
False |
8,353 |
20 |
3.828 |
3.420 |
0.408 |
10.7% |
0.076 |
2.0% |
93% |
True |
False |
6,852 |
40 |
3.832 |
3.420 |
0.412 |
10.8% |
0.078 |
2.1% |
92% |
False |
False |
5,907 |
60 |
3.832 |
3.350 |
0.482 |
12.7% |
0.079 |
2.1% |
93% |
False |
False |
4,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.002 |
2.618 |
3.935 |
1.618 |
3.894 |
1.000 |
3.869 |
0.618 |
3.853 |
HIGH |
3.828 |
0.618 |
3.812 |
0.500 |
3.808 |
0.382 |
3.803 |
LOW |
3.787 |
0.618 |
3.762 |
1.000 |
3.746 |
1.618 |
3.721 |
2.618 |
3.680 |
4.250 |
3.613 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
3.808 |
3.793 |
PP |
3.805 |
3.786 |
S1 |
3.803 |
3.780 |
|