NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.993 |
4.048 |
0.055 |
1.4% |
3.800 |
High |
4.027 |
4.084 |
0.057 |
1.4% |
4.027 |
Low |
3.960 |
3.982 |
0.022 |
0.6% |
3.758 |
Close |
4.003 |
4.006 |
0.003 |
0.1% |
4.003 |
Range |
0.067 |
0.102 |
0.035 |
52.2% |
0.269 |
ATR |
0.081 |
0.083 |
0.001 |
1.8% |
0.000 |
Volume |
17,625 |
19,147 |
1,522 |
8.6% |
58,145 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.330 |
4.270 |
4.062 |
|
R3 |
4.228 |
4.168 |
4.034 |
|
R2 |
4.126 |
4.126 |
4.025 |
|
R1 |
4.066 |
4.066 |
4.015 |
4.045 |
PP |
4.024 |
4.024 |
4.024 |
4.014 |
S1 |
3.964 |
3.964 |
3.997 |
3.943 |
S2 |
3.922 |
3.922 |
3.987 |
|
S3 |
3.820 |
3.862 |
3.978 |
|
S4 |
3.718 |
3.760 |
3.950 |
|
|
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 |
4.084 |
3.782 |
0.302 |
7.5% |
0.079 |
2.0% |
74% |
True |
False |
13,546 |
10 |
4.084 |
3.652 |
0.432 |
10.8% |
0.076 |
1.9% |
82% |
True |
False |
11,174 |
20 |
4.084 |
3.420 |
0.664 |
16.6% |
0.078 |
2.0% |
88% |
True |
False |
8,553 |
40 |
4.084 |
3.420 |
0.664 |
16.6% |
0.080 |
2.0% |
88% |
True |
False |
6,898 |
60 |
4.084 |
3.350 |
0.734 |
18.3% |
0.080 |
2.0% |
89% |
True |
False |
5,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.518 |
2.618 |
4.351 |
1.618 |
4.249 |
1.000 |
4.186 |
0.618 |
4.147 |
HIGH |
4.084 |
0.618 |
4.045 |
0.500 |
4.033 |
0.382 |
4.021 |
LOW |
3.982 |
0.618 |
3.919 |
1.000 |
3.880 |
1.618 |
3.817 |
2.618 |
3.715 |
4.250 |
3.549 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.033 |
3.989 |
PP |
4.024 |
3.973 |
S1 |
4.015 |
3.956 |
|