NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.562 |
3.623 |
0.061 |
1.7% |
3.491 |
| High |
3.629 |
3.679 |
0.050 |
1.4% |
3.646 |
| Low |
3.511 |
3.603 |
0.092 |
2.6% |
3.491 |
| Close |
3.618 |
3.621 |
0.003 |
0.1% |
3.555 |
| Range |
0.118 |
0.076 |
-0.042 |
-35.6% |
0.155 |
| ATR |
0.096 |
0.095 |
-0.001 |
-1.5% |
0.000 |
| Volume |
17,567 |
18,478 |
911 |
5.2% |
81,445 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.862 |
3.818 |
3.663 |
|
| R3 |
3.786 |
3.742 |
3.642 |
|
| R2 |
3.710 |
3.710 |
3.635 |
|
| R1 |
3.666 |
3.666 |
3.628 |
3.650 |
| PP |
3.634 |
3.634 |
3.634 |
3.627 |
| S1 |
3.590 |
3.590 |
3.614 |
3.574 |
| S2 |
3.558 |
3.558 |
3.607 |
|
| S3 |
3.482 |
3.514 |
3.600 |
|
| S4 |
3.406 |
3.438 |
3.579 |
|
|
| 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 |
3.679 |
3.500 |
0.179 |
4.9% |
0.101 |
2.8% |
68% |
True |
False |
17,657 |
| 10 |
3.679 |
3.394 |
0.285 |
7.9% |
0.089 |
2.5% |
80% |
True |
False |
17,227 |
| 20 |
3.679 |
3.325 |
0.354 |
9.8% |
0.091 |
2.5% |
84% |
True |
False |
16,434 |
| 40 |
3.763 |
3.275 |
0.488 |
13.5% |
0.091 |
2.5% |
71% |
False |
False |
13,302 |
| 60 |
3.808 |
3.204 |
0.604 |
16.7% |
0.092 |
2.5% |
69% |
False |
False |
10,789 |
| 80 |
4.035 |
3.204 |
0.831 |
22.9% |
0.092 |
2.5% |
50% |
False |
False |
8,890 |
| 100 |
4.035 |
3.204 |
0.831 |
22.9% |
0.090 |
2.5% |
50% |
False |
False |
7,610 |
| 120 |
4.035 |
3.204 |
0.831 |
22.9% |
0.087 |
2.4% |
50% |
False |
False |
6,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.002 |
|
2.618 |
3.878 |
|
1.618 |
3.802 |
|
1.000 |
3.755 |
|
0.618 |
3.726 |
|
HIGH |
3.679 |
|
0.618 |
3.650 |
|
0.500 |
3.641 |
|
0.382 |
3.632 |
|
LOW |
3.603 |
|
0.618 |
3.556 |
|
1.000 |
3.527 |
|
1.618 |
3.480 |
|
2.618 |
3.404 |
|
4.250 |
3.280 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.641 |
3.612 |
| PP |
3.634 |
3.604 |
| S1 |
3.628 |
3.595 |
|