NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.023 |
4.056 |
0.033 |
0.8% |
3.800 |
High |
4.082 |
4.069 |
-0.013 |
-0.3% |
4.027 |
Low |
4.000 |
4.009 |
0.009 |
0.2% |
3.758 |
Close |
4.080 |
4.065 |
-0.015 |
-0.4% |
4.003 |
Range |
0.082 |
0.060 |
-0.022 |
-26.8% |
0.269 |
ATR |
0.083 |
0.082 |
-0.001 |
-1.0% |
0.000 |
Volume |
10,516 |
8,622 |
-1,894 |
-18.0% |
58,145 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.228 |
4.206 |
4.098 |
|
R3 |
4.168 |
4.146 |
4.082 |
|
R2 |
4.108 |
4.108 |
4.076 |
|
R1 |
4.086 |
4.086 |
4.071 |
4.097 |
PP |
4.048 |
4.048 |
4.048 |
4.053 |
S1 |
4.026 |
4.026 |
4.060 |
4.037 |
S2 |
3.988 |
3.988 |
4.054 |
|
S3 |
3.928 |
3.966 |
4.049 |
|
S4 |
3.868 |
3.906 |
4.032 |
|
|
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 |
3.828 |
0.256 |
6.3% |
0.087 |
2.1% |
93% |
False |
False |
13,252 |
10 |
4.084 |
3.660 |
0.424 |
10.4% |
0.077 |
1.9% |
96% |
False |
False |
11,611 |
20 |
4.084 |
3.479 |
0.605 |
14.9% |
0.077 |
1.9% |
97% |
False |
False |
9,093 |
40 |
4.084 |
3.420 |
0.664 |
16.3% |
0.079 |
1.9% |
97% |
False |
False |
7,224 |
60 |
4.084 |
3.350 |
0.734 |
18.1% |
0.080 |
2.0% |
97% |
False |
False |
5,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.324 |
2.618 |
4.226 |
1.618 |
4.166 |
1.000 |
4.129 |
0.618 |
4.106 |
HIGH |
4.069 |
0.618 |
4.046 |
0.500 |
4.039 |
0.382 |
4.032 |
LOW |
4.009 |
0.618 |
3.972 |
1.000 |
3.949 |
1.618 |
3.912 |
2.618 |
3.852 |
4.250 |
3.754 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.056 |
4.054 |
PP |
4.048 |
4.044 |
S1 |
4.039 |
4.033 |
|