NYMEX Natural Gas Future July 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 |
3.589 |
3.680 |
0.091 |
2.5% |
3.567 |
| High |
3.683 |
3.732 |
0.049 |
1.3% |
3.695 |
| Low |
3.569 |
3.658 |
0.089 |
2.5% |
3.550 |
| Close |
3.672 |
3.676 |
0.004 |
0.1% |
3.612 |
| Range |
0.114 |
0.074 |
-0.040 |
-35.1% |
0.145 |
| ATR |
0.093 |
0.092 |
-0.001 |
-1.5% |
0.000 |
| Volume |
23,705 |
22,506 |
-1,199 |
-5.1% |
102,521 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.911 |
3.867 |
3.717 |
|
| R3 |
3.837 |
3.793 |
3.696 |
|
| R2 |
3.763 |
3.763 |
3.690 |
|
| R1 |
3.719 |
3.719 |
3.683 |
3.704 |
| PP |
3.689 |
3.689 |
3.689 |
3.681 |
| S1 |
3.645 |
3.645 |
3.669 |
3.630 |
| S2 |
3.615 |
3.615 |
3.662 |
|
| S3 |
3.541 |
3.571 |
3.656 |
|
| S4 |
3.467 |
3.497 |
3.635 |
|
|
| 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 |
3.732 |
3.550 |
0.182 |
5.0% |
0.100 |
2.7% |
69% |
True |
False |
22,658 |
| 10 |
3.732 |
3.449 |
0.283 |
7.7% |
0.086 |
2.3% |
80% |
True |
False |
19,795 |
| 20 |
3.732 |
3.382 |
0.350 |
9.5% |
0.087 |
2.4% |
84% |
True |
False |
17,669 |
| 40 |
3.810 |
3.336 |
0.474 |
12.9% |
0.088 |
2.4% |
72% |
False |
False |
13,884 |
| 60 |
3.841 |
3.336 |
0.505 |
13.7% |
0.087 |
2.4% |
67% |
False |
False |
11,174 |
| 80 |
4.077 |
3.336 |
0.741 |
20.2% |
0.086 |
2.3% |
46% |
False |
False |
9,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.047 |
|
2.618 |
3.926 |
|
1.618 |
3.852 |
|
1.000 |
3.806 |
|
0.618 |
3.778 |
|
HIGH |
3.732 |
|
0.618 |
3.704 |
|
0.500 |
3.695 |
|
0.382 |
3.686 |
|
LOW |
3.658 |
|
0.618 |
3.612 |
|
1.000 |
3.584 |
|
1.618 |
3.538 |
|
2.618 |
3.464 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.695 |
3.668 |
| PP |
3.689 |
3.659 |
| S1 |
3.682 |
3.651 |
|