NYMEX Natural Gas Future June 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 |
3.615 |
3.575 |
-0.040 |
-1.1% |
3.491 |
| High |
3.646 |
3.692 |
0.046 |
1.3% |
3.646 |
| Low |
3.562 |
3.562 |
0.000 |
0.0% |
3.491 |
| Close |
3.568 |
3.673 |
0.105 |
2.9% |
3.555 |
| Range |
0.084 |
0.130 |
0.046 |
54.8% |
0.155 |
| ATR |
0.094 |
0.097 |
0.003 |
2.7% |
0.000 |
| Volume |
35,799 |
23,390 |
-12,409 |
-34.7% |
81,445 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.032 |
3.983 |
3.745 |
|
| R3 |
3.902 |
3.853 |
3.709 |
|
| R2 |
3.772 |
3.772 |
3.697 |
|
| R1 |
3.723 |
3.723 |
3.685 |
3.748 |
| PP |
3.642 |
3.642 |
3.642 |
3.655 |
| S1 |
3.593 |
3.593 |
3.661 |
3.618 |
| S2 |
3.512 |
3.512 |
3.649 |
|
| S3 |
3.382 |
3.463 |
3.637 |
|
| S4 |
3.252 |
3.333 |
3.602 |
|
|
| 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 |
3.692 |
3.511 |
0.181 |
4.9% |
0.096 |
2.6% |
90% |
True |
False |
22,982 |
| 10 |
3.692 |
3.405 |
0.287 |
7.8% |
0.095 |
2.6% |
93% |
True |
False |
19,573 |
| 20 |
3.692 |
3.325 |
0.367 |
10.0% |
0.095 |
2.6% |
95% |
True |
False |
18,041 |
| 40 |
3.763 |
3.275 |
0.488 |
13.3% |
0.093 |
2.5% |
82% |
False |
False |
14,545 |
| 60 |
3.763 |
3.204 |
0.559 |
15.2% |
0.092 |
2.5% |
84% |
False |
False |
11,624 |
| 80 |
4.035 |
3.204 |
0.831 |
22.6% |
0.093 |
2.5% |
56% |
False |
False |
9,574 |
| 100 |
4.035 |
3.204 |
0.831 |
22.6% |
0.090 |
2.5% |
56% |
False |
False |
8,156 |
| 120 |
4.035 |
3.204 |
0.831 |
22.6% |
0.087 |
2.4% |
56% |
False |
False |
7,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.245 |
|
2.618 |
4.032 |
|
1.618 |
3.902 |
|
1.000 |
3.822 |
|
0.618 |
3.772 |
|
HIGH |
3.692 |
|
0.618 |
3.642 |
|
0.500 |
3.627 |
|
0.382 |
3.612 |
|
LOW |
3.562 |
|
0.618 |
3.482 |
|
1.000 |
3.432 |
|
1.618 |
3.352 |
|
2.618 |
3.222 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.658 |
3.658 |
| PP |
3.642 |
3.642 |
| S1 |
3.627 |
3.627 |
|