NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.573 |
3.562 |
-0.011 |
-0.3% |
3.491 |
| High |
3.612 |
3.629 |
0.017 |
0.5% |
3.646 |
| Low |
3.541 |
3.511 |
-0.030 |
-0.8% |
3.491 |
| Close |
3.555 |
3.618 |
0.063 |
1.8% |
3.555 |
| Range |
0.071 |
0.118 |
0.047 |
66.2% |
0.155 |
| ATR |
0.095 |
0.096 |
0.002 |
1.7% |
0.000 |
| Volume |
19,679 |
17,567 |
-2,112 |
-10.7% |
81,445 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.940 |
3.897 |
3.683 |
|
| R3 |
3.822 |
3.779 |
3.650 |
|
| R2 |
3.704 |
3.704 |
3.640 |
|
| R1 |
3.661 |
3.661 |
3.629 |
3.683 |
| PP |
3.586 |
3.586 |
3.586 |
3.597 |
| S1 |
3.543 |
3.543 |
3.607 |
3.565 |
| S2 |
3.468 |
3.468 |
3.596 |
|
| S3 |
3.350 |
3.425 |
3.586 |
|
| S4 |
3.232 |
3.307 |
3.553 |
|
|
| 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 |
3.500 |
0.146 |
4.0% |
0.103 |
2.8% |
81% |
False |
False |
17,204 |
| 10 |
3.646 |
3.325 |
0.321 |
8.9% |
0.094 |
2.6% |
91% |
False |
False |
16,815 |
| 20 |
3.646 |
3.325 |
0.321 |
8.9% |
0.092 |
2.5% |
91% |
False |
False |
16,078 |
| 40 |
3.763 |
3.275 |
0.488 |
13.5% |
0.091 |
2.5% |
70% |
False |
False |
13,042 |
| 60 |
3.808 |
3.204 |
0.604 |
16.7% |
0.094 |
2.6% |
69% |
False |
False |
10,530 |
| 80 |
4.035 |
3.204 |
0.831 |
23.0% |
0.092 |
2.5% |
50% |
False |
False |
8,679 |
| 100 |
4.035 |
3.204 |
0.831 |
23.0% |
0.090 |
2.5% |
50% |
False |
False |
7,440 |
| 120 |
4.035 |
3.204 |
0.831 |
23.0% |
0.087 |
2.4% |
50% |
False |
False |
6,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.131 |
|
2.618 |
3.938 |
|
1.618 |
3.820 |
|
1.000 |
3.747 |
|
0.618 |
3.702 |
|
HIGH |
3.629 |
|
0.618 |
3.584 |
|
0.500 |
3.570 |
|
0.382 |
3.556 |
|
LOW |
3.511 |
|
0.618 |
3.438 |
|
1.000 |
3.393 |
|
1.618 |
3.320 |
|
2.618 |
3.202 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.602 |
3.600 |
| PP |
3.586 |
3.582 |
| S1 |
3.570 |
3.565 |
|