NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.048 |
4.023 |
-0.025 |
-0.6% |
3.800 |
High |
4.084 |
4.082 |
-0.002 |
0.0% |
4.027 |
Low |
3.982 |
4.000 |
0.018 |
0.5% |
3.758 |
Close |
4.006 |
4.080 |
0.074 |
1.8% |
4.003 |
Range |
0.102 |
0.082 |
-0.020 |
-19.6% |
0.269 |
ATR |
0.083 |
0.083 |
0.000 |
-0.1% |
0.000 |
Volume |
19,147 |
10,516 |
-8,631 |
-45.1% |
58,145 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.300 |
4.272 |
4.125 |
|
R3 |
4.218 |
4.190 |
4.103 |
|
R2 |
4.136 |
4.136 |
4.095 |
|
R1 |
4.108 |
4.108 |
4.088 |
4.122 |
PP |
4.054 |
4.054 |
4.054 |
4.061 |
S1 |
4.026 |
4.026 |
4.072 |
4.040 |
S2 |
3.972 |
3.972 |
4.065 |
|
S3 |
3.890 |
3.944 |
4.057 |
|
S4 |
3.808 |
3.862 |
4.035 |
|
|
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 |
7.4% |
0.088 |
2.1% |
99% |
False |
False |
14,054 |
10 |
4.084 |
3.652 |
0.432 |
10.6% |
0.077 |
1.9% |
99% |
False |
False |
11,394 |
20 |
4.084 |
3.479 |
0.605 |
14.8% |
0.077 |
1.9% |
99% |
False |
False |
8,874 |
40 |
4.084 |
3.420 |
0.664 |
16.3% |
0.080 |
2.0% |
99% |
False |
False |
7,076 |
60 |
4.084 |
3.350 |
0.734 |
18.0% |
0.080 |
2.0% |
99% |
False |
False |
5,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.431 |
2.618 |
4.297 |
1.618 |
4.215 |
1.000 |
4.164 |
0.618 |
4.133 |
HIGH |
4.082 |
0.618 |
4.051 |
0.500 |
4.041 |
0.382 |
4.031 |
LOW |
4.000 |
0.618 |
3.949 |
1.000 |
3.918 |
1.618 |
3.867 |
2.618 |
3.785 |
4.250 |
3.652 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.067 |
4.061 |
PP |
4.054 |
4.041 |
S1 |
4.041 |
4.022 |
|