NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.050 |
4.058 |
0.008 |
0.2% |
4.048 |
High |
4.118 |
4.115 |
-0.003 |
-0.1% |
4.118 |
Low |
3.998 |
4.034 |
0.036 |
0.9% |
3.982 |
Close |
4.049 |
4.048 |
-0.001 |
0.0% |
4.048 |
Range |
0.120 |
0.081 |
-0.039 |
-32.5% |
0.136 |
ATR |
0.085 |
0.084 |
0.000 |
-0.3% |
0.000 |
Volume |
6,167 |
12,273 |
6,106 |
99.0% |
56,725 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.309 |
4.259 |
4.093 |
|
R3 |
4.228 |
4.178 |
4.070 |
|
R2 |
4.147 |
4.147 |
4.063 |
|
R1 |
4.097 |
4.097 |
4.055 |
4.082 |
PP |
4.066 |
4.066 |
4.066 |
4.058 |
S1 |
4.016 |
4.016 |
4.041 |
4.001 |
S2 |
3.985 |
3.985 |
4.033 |
|
S3 |
3.904 |
3.935 |
4.026 |
|
S4 |
3.823 |
3.854 |
4.003 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.457 |
4.389 |
4.123 |
|
R3 |
4.321 |
4.253 |
4.085 |
|
R2 |
4.185 |
4.185 |
4.073 |
|
R1 |
4.117 |
4.117 |
4.060 |
4.116 |
PP |
4.049 |
4.049 |
4.049 |
4.049 |
S1 |
3.981 |
3.981 |
4.036 |
3.980 |
S2 |
3.913 |
3.913 |
4.023 |
|
S3 |
3.777 |
3.845 |
4.011 |
|
S4 |
3.641 |
3.709 |
3.973 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.118 |
3.982 |
0.136 |
3.4% |
0.089 |
2.2% |
49% |
False |
False |
11,345 |
10 |
4.118 |
3.758 |
0.360 |
8.9% |
0.079 |
2.0% |
81% |
False |
False |
11,487 |
20 |
4.118 |
3.595 |
0.523 |
12.9% |
0.080 |
2.0% |
87% |
False |
False |
9,566 |
40 |
4.118 |
3.420 |
0.698 |
17.2% |
0.079 |
2.0% |
90% |
False |
False |
7,457 |
60 |
4.118 |
3.350 |
0.768 |
19.0% |
0.082 |
2.0% |
91% |
False |
False |
6,185 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.459 |
2.618 |
4.327 |
1.618 |
4.246 |
1.000 |
4.196 |
0.618 |
4.165 |
HIGH |
4.115 |
0.618 |
4.084 |
0.500 |
4.075 |
0.382 |
4.065 |
LOW |
4.034 |
0.618 |
3.984 |
1.000 |
3.953 |
1.618 |
3.903 |
2.618 |
3.822 |
4.250 |
3.690 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.075 |
4.058 |
PP |
4.066 |
4.055 |
S1 |
4.057 |
4.051 |
|