NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.511 |
3.573 |
0.062 |
1.8% |
3.491 |
| High |
3.603 |
3.612 |
0.009 |
0.2% |
3.646 |
| Low |
3.500 |
3.541 |
0.041 |
1.2% |
3.491 |
| Close |
3.579 |
3.555 |
-0.024 |
-0.7% |
3.555 |
| Range |
0.103 |
0.071 |
-0.032 |
-31.1% |
0.155 |
| ATR |
0.097 |
0.095 |
-0.002 |
-1.9% |
0.000 |
| Volume |
19,988 |
19,679 |
-309 |
-1.5% |
81,445 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.782 |
3.740 |
3.594 |
|
| R3 |
3.711 |
3.669 |
3.575 |
|
| R2 |
3.640 |
3.640 |
3.568 |
|
| R1 |
3.598 |
3.598 |
3.562 |
3.584 |
| PP |
3.569 |
3.569 |
3.569 |
3.562 |
| S1 |
3.527 |
3.527 |
3.548 |
3.513 |
| S2 |
3.498 |
3.498 |
3.542 |
|
| S3 |
3.427 |
3.456 |
3.535 |
|
| S4 |
3.356 |
3.385 |
3.516 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.029 |
3.947 |
3.640 |
|
| R3 |
3.874 |
3.792 |
3.598 |
|
| R2 |
3.719 |
3.719 |
3.583 |
|
| R1 |
3.637 |
3.637 |
3.569 |
3.678 |
| PP |
3.564 |
3.564 |
3.564 |
3.585 |
| S1 |
3.482 |
3.482 |
3.541 |
3.523 |
| S2 |
3.409 |
3.409 |
3.527 |
|
| S3 |
3.254 |
3.327 |
3.512 |
|
| S4 |
3.099 |
3.172 |
3.470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.646 |
3.491 |
0.155 |
4.4% |
0.097 |
2.7% |
41% |
False |
False |
16,289 |
| 10 |
3.646 |
3.325 |
0.321 |
9.0% |
0.088 |
2.5% |
72% |
False |
False |
17,695 |
| 20 |
3.646 |
3.325 |
0.321 |
9.0% |
0.091 |
2.5% |
72% |
False |
False |
15,920 |
| 40 |
3.763 |
3.275 |
0.488 |
13.7% |
0.090 |
2.5% |
57% |
False |
False |
12,761 |
| 60 |
3.808 |
3.204 |
0.604 |
17.0% |
0.093 |
2.6% |
58% |
False |
False |
10,285 |
| 80 |
4.035 |
3.204 |
0.831 |
23.4% |
0.092 |
2.6% |
42% |
False |
False |
8,498 |
| 100 |
4.035 |
3.204 |
0.831 |
23.4% |
0.089 |
2.5% |
42% |
False |
False |
7,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.914 |
|
2.618 |
3.798 |
|
1.618 |
3.727 |
|
1.000 |
3.683 |
|
0.618 |
3.656 |
|
HIGH |
3.612 |
|
0.618 |
3.585 |
|
0.500 |
3.577 |
|
0.382 |
3.568 |
|
LOW |
3.541 |
|
0.618 |
3.497 |
|
1.000 |
3.470 |
|
1.618 |
3.426 |
|
2.618 |
3.355 |
|
4.250 |
3.239 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.577 |
3.573 |
| PP |
3.569 |
3.567 |
| S1 |
3.562 |
3.561 |
|