NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.575 |
3.672 |
0.097 |
2.7% |
3.562 |
| High |
3.692 |
3.722 |
0.030 |
0.8% |
3.722 |
| Low |
3.562 |
3.657 |
0.095 |
2.7% |
3.511 |
| Close |
3.673 |
3.718 |
0.045 |
1.2% |
3.718 |
| Range |
0.130 |
0.065 |
-0.065 |
-50.0% |
0.211 |
| ATR |
0.097 |
0.095 |
-0.002 |
-2.3% |
0.000 |
| Volume |
23,390 |
37,427 |
14,037 |
60.0% |
132,661 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.894 |
3.871 |
3.754 |
|
| R3 |
3.829 |
3.806 |
3.736 |
|
| R2 |
3.764 |
3.764 |
3.730 |
|
| R1 |
3.741 |
3.741 |
3.724 |
3.753 |
| PP |
3.699 |
3.699 |
3.699 |
3.705 |
| S1 |
3.676 |
3.676 |
3.712 |
3.688 |
| S2 |
3.634 |
3.634 |
3.706 |
|
| S3 |
3.569 |
3.611 |
3.700 |
|
| S4 |
3.504 |
3.546 |
3.682 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.283 |
4.212 |
3.834 |
|
| R3 |
4.072 |
4.001 |
3.776 |
|
| R2 |
3.861 |
3.861 |
3.757 |
|
| R1 |
3.790 |
3.790 |
3.737 |
3.826 |
| PP |
3.650 |
3.650 |
3.650 |
3.668 |
| S1 |
3.579 |
3.579 |
3.699 |
3.615 |
| S2 |
3.439 |
3.439 |
3.679 |
|
| S3 |
3.228 |
3.368 |
3.660 |
|
| S4 |
3.017 |
3.157 |
3.602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.722 |
3.511 |
0.211 |
5.7% |
0.095 |
2.5% |
98% |
True |
False |
26,532 |
| 10 |
3.722 |
3.491 |
0.231 |
6.2% |
0.096 |
2.6% |
98% |
True |
False |
21,410 |
| 20 |
3.722 |
3.325 |
0.397 |
10.7% |
0.091 |
2.4% |
99% |
True |
False |
19,172 |
| 40 |
3.763 |
3.309 |
0.454 |
12.2% |
0.092 |
2.5% |
90% |
False |
False |
15,314 |
| 60 |
3.763 |
3.204 |
0.559 |
15.0% |
0.092 |
2.5% |
92% |
False |
False |
12,130 |
| 80 |
4.035 |
3.204 |
0.831 |
22.4% |
0.093 |
2.5% |
62% |
False |
False |
10,012 |
| 100 |
4.035 |
3.204 |
0.831 |
22.4% |
0.090 |
2.4% |
62% |
False |
False |
8,459 |
| 120 |
4.035 |
3.204 |
0.831 |
22.4% |
0.087 |
2.3% |
62% |
False |
False |
7,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.998 |
|
2.618 |
3.892 |
|
1.618 |
3.827 |
|
1.000 |
3.787 |
|
0.618 |
3.762 |
|
HIGH |
3.722 |
|
0.618 |
3.697 |
|
0.500 |
3.690 |
|
0.382 |
3.682 |
|
LOW |
3.657 |
|
0.618 |
3.617 |
|
1.000 |
3.592 |
|
1.618 |
3.552 |
|
2.618 |
3.487 |
|
4.250 |
3.381 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.709 |
3.693 |
| PP |
3.699 |
3.667 |
| S1 |
3.690 |
3.642 |
|