NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.801 |
3.791 |
-0.010 |
-0.3% |
3.643 |
High |
3.828 |
3.844 |
0.016 |
0.4% |
3.796 |
Low |
3.787 |
3.782 |
-0.005 |
-0.1% |
3.613 |
Close |
3.800 |
3.829 |
0.029 |
0.8% |
3.793 |
Range |
0.041 |
0.062 |
0.021 |
51.2% |
0.183 |
ATR |
0.079 |
0.078 |
-0.001 |
-1.5% |
0.000 |
Volume |
7,975 |
12,634 |
4,659 |
58.4% |
42,975 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.004 |
3.979 |
3.863 |
|
R3 |
3.942 |
3.917 |
3.846 |
|
R2 |
3.880 |
3.880 |
3.840 |
|
R1 |
3.855 |
3.855 |
3.835 |
3.868 |
PP |
3.818 |
3.818 |
3.818 |
3.825 |
S1 |
3.793 |
3.793 |
3.823 |
3.806 |
S2 |
3.756 |
3.756 |
3.818 |
|
S3 |
3.694 |
3.731 |
3.812 |
|
S4 |
3.632 |
3.669 |
3.795 |
|
|
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 |
3.844 |
3.660 |
0.184 |
4.8% |
0.066 |
1.7% |
92% |
True |
False |
9,969 |
10 |
3.844 |
3.595 |
0.249 |
6.5% |
0.072 |
1.9% |
94% |
True |
False |
9,129 |
20 |
3.844 |
3.420 |
0.424 |
11.1% |
0.075 |
2.0% |
96% |
True |
False |
7,189 |
40 |
3.844 |
3.420 |
0.424 |
11.1% |
0.079 |
2.1% |
96% |
True |
False |
6,062 |
60 |
3.844 |
3.350 |
0.494 |
12.9% |
0.079 |
2.1% |
97% |
True |
False |
5,012 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.108 |
2.618 |
4.006 |
1.618 |
3.944 |
1.000 |
3.906 |
0.618 |
3.882 |
HIGH |
3.844 |
0.618 |
3.820 |
0.500 |
3.813 |
0.382 |
3.806 |
LOW |
3.782 |
0.618 |
3.744 |
1.000 |
3.720 |
1.618 |
3.682 |
2.618 |
3.620 |
4.250 |
3.519 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
3.824 |
3.820 |
PP |
3.818 |
3.810 |
S1 |
3.813 |
3.801 |
|