NYMEX Natural Gas Future July 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 |
3.565 |
3.631 |
0.066 |
1.9% |
3.567 |
| High |
3.657 |
3.666 |
0.009 |
0.2% |
3.695 |
| Low |
3.550 |
3.597 |
0.047 |
1.3% |
3.550 |
| Close |
3.634 |
3.612 |
-0.022 |
-0.6% |
3.612 |
| Range |
0.107 |
0.069 |
-0.038 |
-35.5% |
0.145 |
| ATR |
0.093 |
0.091 |
-0.002 |
-1.9% |
0.000 |
| Volume |
28,431 |
23,355 |
-5,076 |
-17.9% |
102,521 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.832 |
3.791 |
3.650 |
|
| R3 |
3.763 |
3.722 |
3.631 |
|
| R2 |
3.694 |
3.694 |
3.625 |
|
| R1 |
3.653 |
3.653 |
3.618 |
3.639 |
| PP |
3.625 |
3.625 |
3.625 |
3.618 |
| S1 |
3.584 |
3.584 |
3.606 |
3.570 |
| S2 |
3.556 |
3.556 |
3.599 |
|
| S3 |
3.487 |
3.515 |
3.593 |
|
| S4 |
3.418 |
3.446 |
3.574 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.054 |
3.978 |
3.692 |
|
| R3 |
3.909 |
3.833 |
3.652 |
|
| R2 |
3.764 |
3.764 |
3.639 |
|
| R1 |
3.688 |
3.688 |
3.625 |
3.726 |
| PP |
3.619 |
3.619 |
3.619 |
3.638 |
| S1 |
3.543 |
3.543 |
3.599 |
3.581 |
| S2 |
3.474 |
3.474 |
3.585 |
|
| S3 |
3.329 |
3.398 |
3.572 |
|
| S4 |
3.184 |
3.253 |
3.532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.695 |
3.550 |
0.145 |
4.0% |
0.095 |
2.6% |
43% |
False |
False |
20,504 |
| 10 |
3.695 |
3.382 |
0.313 |
8.7% |
0.084 |
2.3% |
73% |
False |
False |
19,503 |
| 20 |
3.695 |
3.382 |
0.313 |
8.7% |
0.087 |
2.4% |
73% |
False |
False |
16,685 |
| 40 |
3.810 |
3.336 |
0.474 |
13.1% |
0.087 |
2.4% |
58% |
False |
False |
13,101 |
| 60 |
3.841 |
3.336 |
0.505 |
14.0% |
0.086 |
2.4% |
55% |
False |
False |
10,515 |
| 80 |
4.077 |
3.336 |
0.741 |
20.5% |
0.085 |
2.4% |
37% |
False |
False |
8,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.959 |
|
2.618 |
3.847 |
|
1.618 |
3.778 |
|
1.000 |
3.735 |
|
0.618 |
3.709 |
|
HIGH |
3.666 |
|
0.618 |
3.640 |
|
0.500 |
3.632 |
|
0.382 |
3.623 |
|
LOW |
3.597 |
|
0.618 |
3.554 |
|
1.000 |
3.528 |
|
1.618 |
3.485 |
|
2.618 |
3.416 |
|
4.250 |
3.304 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.632 |
3.623 |
| PP |
3.625 |
3.619 |
| S1 |
3.619 |
3.616 |
|