NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.828 |
3.993 |
0.165 |
4.3% |
3.800 |
High |
3.953 |
4.027 |
0.074 |
1.9% |
4.027 |
Low |
3.828 |
3.960 |
0.132 |
3.4% |
3.758 |
Close |
3.942 |
4.003 |
0.061 |
1.5% |
4.003 |
Range |
0.125 |
0.067 |
-0.058 |
-46.4% |
0.269 |
ATR |
0.081 |
0.081 |
0.000 |
0.4% |
0.000 |
Volume |
10,351 |
17,625 |
7,274 |
70.3% |
58,145 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.198 |
4.167 |
4.040 |
|
R3 |
4.131 |
4.100 |
4.021 |
|
R2 |
4.064 |
4.064 |
4.015 |
|
R1 |
4.033 |
4.033 |
4.009 |
4.049 |
PP |
3.997 |
3.997 |
3.997 |
4.004 |
S1 |
3.966 |
3.966 |
3.997 |
3.982 |
S2 |
3.930 |
3.930 |
3.991 |
|
S3 |
3.863 |
3.899 |
3.985 |
|
S4 |
3.796 |
3.832 |
3.966 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.736 |
4.639 |
4.151 |
|
R3 |
4.467 |
4.370 |
4.077 |
|
R2 |
4.198 |
4.198 |
4.052 |
|
R1 |
4.101 |
4.101 |
4.028 |
4.150 |
PP |
3.929 |
3.929 |
3.929 |
3.954 |
S1 |
3.832 |
3.832 |
3.978 |
3.881 |
S2 |
3.660 |
3.660 |
3.954 |
|
S3 |
3.391 |
3.563 |
3.929 |
|
S4 |
3.122 |
3.294 |
3.855 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.027 |
3.758 |
0.269 |
6.7% |
0.070 |
1.7% |
91% |
True |
False |
11,629 |
10 |
4.027 |
3.613 |
0.414 |
10.3% |
0.076 |
1.9% |
94% |
True |
False |
10,112 |
20 |
4.027 |
3.420 |
0.607 |
15.2% |
0.075 |
1.9% |
96% |
True |
False |
8,035 |
40 |
4.027 |
3.420 |
0.607 |
15.2% |
0.080 |
2.0% |
96% |
True |
False |
6,486 |
60 |
4.027 |
3.350 |
0.677 |
16.9% |
0.079 |
2.0% |
96% |
True |
False |
5,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.312 |
2.618 |
4.202 |
1.618 |
4.135 |
1.000 |
4.094 |
0.618 |
4.068 |
HIGH |
4.027 |
0.618 |
4.001 |
0.500 |
3.994 |
0.382 |
3.986 |
LOW |
3.960 |
0.618 |
3.919 |
1.000 |
3.893 |
1.618 |
3.852 |
2.618 |
3.785 |
4.250 |
3.675 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.000 |
3.970 |
PP |
3.997 |
3.937 |
S1 |
3.994 |
3.905 |
|