NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4.035 |
4.090 |
0.055 |
1.4% |
4.048 |
High |
4.104 |
4.179 |
0.075 |
1.8% |
4.118 |
Low |
3.990 |
4.072 |
0.082 |
2.1% |
3.982 |
Close |
4.084 |
4.155 |
0.071 |
1.7% |
4.048 |
Range |
0.114 |
0.107 |
-0.007 |
-6.1% |
0.136 |
ATR |
0.089 |
0.091 |
0.001 |
1.4% |
0.000 |
Volume |
6,090 |
10,383 |
4,293 |
70.5% |
56,725 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.456 |
4.413 |
4.214 |
|
R3 |
4.349 |
4.306 |
4.184 |
|
R2 |
4.242 |
4.242 |
4.175 |
|
R1 |
4.199 |
4.199 |
4.165 |
4.221 |
PP |
4.135 |
4.135 |
4.135 |
4.146 |
S1 |
4.092 |
4.092 |
4.145 |
4.114 |
S2 |
4.028 |
4.028 |
4.135 |
|
S3 |
3.921 |
3.985 |
4.126 |
|
S4 |
3.814 |
3.878 |
4.096 |
|
|
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 |
4.179 |
3.981 |
0.198 |
4.8% |
0.109 |
2.6% |
88% |
True |
False |
8,804 |
10 |
4.179 |
3.828 |
0.351 |
8.4% |
0.098 |
2.4% |
93% |
True |
False |
11,028 |
20 |
4.179 |
3.595 |
0.584 |
14.1% |
0.085 |
2.0% |
96% |
True |
False |
10,078 |
40 |
4.179 |
3.420 |
0.759 |
18.3% |
0.083 |
2.0% |
97% |
True |
False |
7,802 |
60 |
4.179 |
3.350 |
0.829 |
20.0% |
0.085 |
2.0% |
97% |
True |
False |
6,521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.634 |
2.618 |
4.459 |
1.618 |
4.352 |
1.000 |
4.286 |
0.618 |
4.245 |
HIGH |
4.179 |
0.618 |
4.138 |
0.500 |
4.126 |
0.382 |
4.113 |
LOW |
4.072 |
0.618 |
4.006 |
1.000 |
3.965 |
1.618 |
3.899 |
2.618 |
3.792 |
4.250 |
3.617 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4.145 |
4.130 |
PP |
4.135 |
4.105 |
S1 |
4.126 |
4.080 |
|