NYMEX Natural Gas Future May 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 |
3.570 |
3.527 |
-0.043 |
-1.2% |
3.447 |
| High |
3.597 |
3.649 |
0.052 |
1.4% |
3.600 |
| Low |
3.511 |
3.512 |
0.001 |
0.0% |
3.444 |
| Close |
3.519 |
3.627 |
0.108 |
3.1% |
3.504 |
| Range |
0.086 |
0.137 |
0.051 |
59.3% |
0.156 |
| ATR |
0.096 |
0.099 |
0.003 |
3.1% |
0.000 |
| Volume |
63,226 |
38,167 |
-25,059 |
-39.6% |
204,174 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.007 |
3.954 |
3.702 |
|
| R3 |
3.870 |
3.817 |
3.665 |
|
| R2 |
3.733 |
3.733 |
3.652 |
|
| R1 |
3.680 |
3.680 |
3.640 |
3.707 |
| PP |
3.596 |
3.596 |
3.596 |
3.609 |
| S1 |
3.543 |
3.543 |
3.614 |
3.570 |
| S2 |
3.459 |
3.459 |
3.602 |
|
| S3 |
3.322 |
3.406 |
3.589 |
|
| S4 |
3.185 |
3.269 |
3.552 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.984 |
3.900 |
3.590 |
|
| R3 |
3.828 |
3.744 |
3.547 |
|
| R2 |
3.672 |
3.672 |
3.533 |
|
| R1 |
3.588 |
3.588 |
3.518 |
3.630 |
| PP |
3.516 |
3.516 |
3.516 |
3.537 |
| S1 |
3.432 |
3.432 |
3.490 |
3.474 |
| S2 |
3.360 |
3.360 |
3.475 |
|
| S3 |
3.204 |
3.276 |
3.461 |
|
| S4 |
3.048 |
3.120 |
3.418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.649 |
3.459 |
0.190 |
5.2% |
0.100 |
2.8% |
88% |
True |
False |
45,930 |
| 10 |
3.649 |
3.348 |
0.301 |
8.3% |
0.087 |
2.4% |
93% |
True |
False |
43,401 |
| 20 |
3.649 |
3.260 |
0.389 |
10.7% |
0.093 |
2.6% |
94% |
True |
False |
52,804 |
| 40 |
3.716 |
3.214 |
0.502 |
13.8% |
0.095 |
2.6% |
82% |
False |
False |
36,937 |
| 60 |
3.716 |
3.150 |
0.566 |
15.6% |
0.097 |
2.7% |
84% |
False |
False |
28,516 |
| 80 |
4.015 |
3.150 |
0.865 |
23.8% |
0.097 |
2.7% |
55% |
False |
False |
23,170 |
| 100 |
4.015 |
3.150 |
0.865 |
23.8% |
0.094 |
2.6% |
55% |
False |
False |
19,685 |
| 120 |
4.015 |
3.150 |
0.865 |
23.8% |
0.090 |
2.5% |
55% |
False |
False |
17,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.231 |
|
2.618 |
4.008 |
|
1.618 |
3.871 |
|
1.000 |
3.786 |
|
0.618 |
3.734 |
|
HIGH |
3.649 |
|
0.618 |
3.597 |
|
0.500 |
3.581 |
|
0.382 |
3.564 |
|
LOW |
3.512 |
|
0.618 |
3.427 |
|
1.000 |
3.375 |
|
1.618 |
3.290 |
|
2.618 |
3.153 |
|
4.250 |
2.930 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.612 |
3.611 |
| PP |
3.596 |
3.596 |
| S1 |
3.581 |
3.580 |
|