NYMEX Natural Gas Future July 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 |
3.631 |
3.589 |
-0.042 |
-1.2% |
3.567 |
| High |
3.666 |
3.683 |
0.017 |
0.5% |
3.695 |
| Low |
3.597 |
3.569 |
-0.028 |
-0.8% |
3.550 |
| Close |
3.612 |
3.672 |
0.060 |
1.7% |
3.612 |
| Range |
0.069 |
0.114 |
0.045 |
65.2% |
0.145 |
| ATR |
0.091 |
0.093 |
0.002 |
1.8% |
0.000 |
| Volume |
23,355 |
23,705 |
350 |
1.5% |
102,521 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.983 |
3.942 |
3.735 |
|
| R3 |
3.869 |
3.828 |
3.703 |
|
| R2 |
3.755 |
3.755 |
3.693 |
|
| R1 |
3.714 |
3.714 |
3.682 |
3.735 |
| PP |
3.641 |
3.641 |
3.641 |
3.652 |
| S1 |
3.600 |
3.600 |
3.662 |
3.621 |
| S2 |
3.527 |
3.527 |
3.651 |
|
| S3 |
3.413 |
3.486 |
3.641 |
|
| S4 |
3.299 |
3.372 |
3.609 |
|
|
| 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 |
3.9% |
0.101 |
2.8% |
84% |
False |
False |
21,681 |
| 10 |
3.695 |
3.382 |
0.313 |
8.5% |
0.091 |
2.5% |
93% |
False |
False |
19,191 |
| 20 |
3.695 |
3.382 |
0.313 |
8.5% |
0.088 |
2.4% |
93% |
False |
False |
17,124 |
| 40 |
3.810 |
3.336 |
0.474 |
12.9% |
0.088 |
2.4% |
71% |
False |
False |
13,503 |
| 60 |
3.841 |
3.336 |
0.505 |
13.8% |
0.088 |
2.4% |
67% |
False |
False |
10,844 |
| 80 |
4.077 |
3.336 |
0.741 |
20.2% |
0.086 |
2.3% |
45% |
False |
False |
8,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.168 |
|
2.618 |
3.981 |
|
1.618 |
3.867 |
|
1.000 |
3.797 |
|
0.618 |
3.753 |
|
HIGH |
3.683 |
|
0.618 |
3.639 |
|
0.500 |
3.626 |
|
0.382 |
3.613 |
|
LOW |
3.569 |
|
0.618 |
3.499 |
|
1.000 |
3.455 |
|
1.618 |
3.385 |
|
2.618 |
3.271 |
|
4.250 |
3.085 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.657 |
3.654 |
| PP |
3.641 |
3.635 |
| S1 |
3.626 |
3.617 |
|