NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.523 |
3.472 |
-0.051 |
-1.4% |
3.407 |
| High |
3.550 |
3.603 |
0.053 |
1.5% |
3.554 |
| Low |
3.462 |
3.463 |
0.001 |
0.0% |
3.385 |
| Close |
3.470 |
3.582 |
0.112 |
3.2% |
3.456 |
| Range |
0.088 |
0.140 |
0.052 |
59.1% |
0.169 |
| ATR |
0.102 |
0.105 |
0.003 |
2.6% |
0.000 |
| Volume |
107,860 |
189,148 |
81,288 |
75.4% |
686,355 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.969 |
3.916 |
3.659 |
|
| R3 |
3.829 |
3.776 |
3.621 |
|
| R2 |
3.689 |
3.689 |
3.608 |
|
| R1 |
3.636 |
3.636 |
3.595 |
3.663 |
| PP |
3.549 |
3.549 |
3.549 |
3.563 |
| S1 |
3.496 |
3.496 |
3.569 |
3.523 |
| S2 |
3.409 |
3.409 |
3.556 |
|
| S3 |
3.269 |
3.356 |
3.544 |
|
| S4 |
3.129 |
3.216 |
3.505 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.972 |
3.883 |
3.549 |
|
| R3 |
3.803 |
3.714 |
3.502 |
|
| R2 |
3.634 |
3.634 |
3.487 |
|
| R1 |
3.545 |
3.545 |
3.471 |
3.590 |
| PP |
3.465 |
3.465 |
3.465 |
3.487 |
| S1 |
3.376 |
3.376 |
3.441 |
3.421 |
| S2 |
3.296 |
3.296 |
3.425 |
|
| S3 |
3.127 |
3.207 |
3.410 |
|
| S4 |
2.958 |
3.038 |
3.363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.603 |
3.408 |
0.195 |
5.4% |
0.105 |
2.9% |
89% |
True |
False |
138,055 |
| 10 |
3.603 |
3.287 |
0.316 |
8.8% |
0.103 |
2.9% |
93% |
True |
False |
133,234 |
| 20 |
3.603 |
3.191 |
0.412 |
11.5% |
0.102 |
2.9% |
95% |
True |
False |
112,915 |
| 40 |
3.670 |
3.155 |
0.515 |
14.4% |
0.102 |
2.9% |
83% |
False |
False |
80,374 |
| 60 |
3.670 |
3.150 |
0.520 |
14.5% |
0.103 |
2.9% |
83% |
False |
False |
64,177 |
| 80 |
3.997 |
3.150 |
0.847 |
23.6% |
0.106 |
3.0% |
51% |
False |
False |
55,477 |
| 100 |
3.997 |
3.150 |
0.847 |
23.6% |
0.104 |
2.9% |
51% |
False |
False |
49,171 |
| 120 |
3.997 |
3.150 |
0.847 |
23.6% |
0.100 |
2.8% |
51% |
False |
False |
44,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.198 |
|
2.618 |
3.970 |
|
1.618 |
3.830 |
|
1.000 |
3.743 |
|
0.618 |
3.690 |
|
HIGH |
3.603 |
|
0.618 |
3.550 |
|
0.500 |
3.533 |
|
0.382 |
3.516 |
|
LOW |
3.463 |
|
0.618 |
3.376 |
|
1.000 |
3.323 |
|
1.618 |
3.236 |
|
2.618 |
3.096 |
|
4.250 |
2.868 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.566 |
3.566 |
| PP |
3.549 |
3.549 |
| S1 |
3.533 |
3.533 |
|