NYMEX Natural Gas Future August 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 |
3.591 |
3.663 |
0.072 |
2.0% |
3.604 |
| High |
3.685 |
3.691 |
0.006 |
0.2% |
3.718 |
| Low |
3.581 |
3.631 |
0.050 |
1.4% |
3.581 |
| Close |
3.662 |
3.642 |
-0.020 |
-0.5% |
3.642 |
| Range |
0.104 |
0.060 |
-0.044 |
-42.3% |
0.137 |
| ATR |
0.090 |
0.088 |
-0.002 |
-2.4% |
0.000 |
| Volume |
13,823 |
11,036 |
-2,787 |
-20.2% |
44,956 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.835 |
3.798 |
3.675 |
|
| R3 |
3.775 |
3.738 |
3.659 |
|
| R2 |
3.715 |
3.715 |
3.653 |
|
| R1 |
3.678 |
3.678 |
3.648 |
3.667 |
| PP |
3.655 |
3.655 |
3.655 |
3.649 |
| S1 |
3.618 |
3.618 |
3.637 |
3.607 |
| S2 |
3.595 |
3.595 |
3.631 |
|
| S3 |
3.535 |
3.558 |
3.626 |
|
| S4 |
3.475 |
3.498 |
3.609 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.058 |
3.987 |
3.717 |
|
| R3 |
3.921 |
3.850 |
3.680 |
|
| R2 |
3.784 |
3.784 |
3.667 |
|
| R1 |
3.713 |
3.713 |
3.655 |
3.749 |
| PP |
3.647 |
3.647 |
3.647 |
3.665 |
| S1 |
3.576 |
3.576 |
3.629 |
3.612 |
| S2 |
3.510 |
3.510 |
3.617 |
|
| S3 |
3.373 |
3.439 |
3.604 |
|
| S4 |
3.236 |
3.302 |
3.567 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.718 |
3.581 |
0.137 |
3.8% |
0.084 |
2.3% |
45% |
False |
False |
8,991 |
| 10 |
3.718 |
3.404 |
0.314 |
8.6% |
0.078 |
2.1% |
76% |
False |
False |
7,506 |
| 20 |
3.718 |
3.404 |
0.314 |
8.6% |
0.082 |
2.2% |
76% |
False |
False |
6,520 |
| 40 |
3.829 |
3.365 |
0.464 |
12.7% |
0.082 |
2.3% |
60% |
False |
False |
5,578 |
| 60 |
3.862 |
3.365 |
0.497 |
13.6% |
0.078 |
2.2% |
56% |
False |
False |
4,434 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.946 |
|
2.618 |
3.848 |
|
1.618 |
3.788 |
|
1.000 |
3.751 |
|
0.618 |
3.728 |
|
HIGH |
3.691 |
|
0.618 |
3.668 |
|
0.500 |
3.661 |
|
0.382 |
3.654 |
|
LOW |
3.631 |
|
0.618 |
3.594 |
|
1.000 |
3.571 |
|
1.618 |
3.534 |
|
2.618 |
3.474 |
|
4.250 |
3.376 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.661 |
3.650 |
| PP |
3.655 |
3.647 |
| S1 |
3.648 |
3.645 |
|