NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.056 |
4.050 |
-0.006 |
-0.1% |
3.800 |
High |
4.069 |
4.118 |
0.049 |
1.2% |
4.027 |
Low |
4.009 |
3.998 |
-0.011 |
-0.3% |
3.758 |
Close |
4.065 |
4.049 |
-0.016 |
-0.4% |
4.003 |
Range |
0.060 |
0.120 |
0.060 |
100.0% |
0.269 |
ATR |
0.082 |
0.085 |
0.003 |
3.3% |
0.000 |
Volume |
8,622 |
6,167 |
-2,455 |
-28.5% |
58,145 |
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.415 |
4.352 |
4.115 |
|
R3 |
4.295 |
4.232 |
4.082 |
|
R2 |
4.175 |
4.175 |
4.071 |
|
R1 |
4.112 |
4.112 |
4.060 |
4.084 |
PP |
4.055 |
4.055 |
4.055 |
4.041 |
S1 |
3.992 |
3.992 |
4.038 |
3.964 |
S2 |
3.935 |
3.935 |
4.027 |
|
S3 |
3.815 |
3.872 |
4.016 |
|
S4 |
3.695 |
3.752 |
3.983 |
|
|
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 |
4.118 |
3.960 |
0.158 |
3.9% |
0.086 |
2.1% |
56% |
True |
False |
12,415 |
10 |
4.118 |
3.731 |
0.387 |
9.6% |
0.078 |
1.9% |
82% |
True |
False |
11,516 |
20 |
4.118 |
3.490 |
0.628 |
15.5% |
0.079 |
1.9% |
89% |
True |
False |
9,226 |
40 |
4.118 |
3.420 |
0.698 |
17.2% |
0.080 |
2.0% |
90% |
True |
False |
7,245 |
60 |
4.118 |
3.350 |
0.768 |
19.0% |
0.081 |
2.0% |
91% |
True |
False |
6,017 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.628 |
2.618 |
4.432 |
1.618 |
4.312 |
1.000 |
4.238 |
0.618 |
4.192 |
HIGH |
4.118 |
0.618 |
4.072 |
0.500 |
4.058 |
0.382 |
4.044 |
LOW |
3.998 |
0.618 |
3.924 |
1.000 |
3.878 |
1.618 |
3.804 |
2.618 |
3.684 |
4.250 |
3.488 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.058 |
4.058 |
PP |
4.055 |
4.055 |
S1 |
4.052 |
4.052 |
|