NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.716 |
3.699 |
-0.017 |
-0.5% |
3.604 |
| High |
3.758 |
3.723 |
-0.035 |
-0.9% |
3.718 |
| Low |
3.688 |
3.646 |
-0.042 |
-1.1% |
3.581 |
| Close |
3.705 |
3.653 |
-0.052 |
-1.4% |
3.642 |
| Range |
0.070 |
0.077 |
0.007 |
10.0% |
0.137 |
| ATR |
0.088 |
0.087 |
-0.001 |
-0.9% |
0.000 |
| Volume |
9,905 |
10,190 |
285 |
2.9% |
44,956 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.905 |
3.856 |
3.695 |
|
| R3 |
3.828 |
3.779 |
3.674 |
|
| R2 |
3.751 |
3.751 |
3.667 |
|
| R1 |
3.702 |
3.702 |
3.660 |
3.688 |
| PP |
3.674 |
3.674 |
3.674 |
3.667 |
| S1 |
3.625 |
3.625 |
3.646 |
3.611 |
| S2 |
3.597 |
3.597 |
3.639 |
|
| S3 |
3.520 |
3.548 |
3.632 |
|
| S4 |
3.443 |
3.471 |
3.611 |
|
|
| 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 |
3.758 |
3.581 |
0.177 |
4.8% |
0.082 |
2.3% |
41% |
False |
False |
11,456 |
| 10 |
3.758 |
3.473 |
0.285 |
7.8% |
0.082 |
2.2% |
63% |
False |
False |
8,833 |
| 20 |
3.758 |
3.404 |
0.354 |
9.7% |
0.081 |
2.2% |
70% |
False |
False |
7,116 |
| 40 |
3.829 |
3.365 |
0.464 |
12.7% |
0.083 |
2.3% |
62% |
False |
False |
6,141 |
| 60 |
3.830 |
3.365 |
0.465 |
12.7% |
0.079 |
2.2% |
62% |
False |
False |
4,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.050 |
|
2.618 |
3.925 |
|
1.618 |
3.848 |
|
1.000 |
3.800 |
|
0.618 |
3.771 |
|
HIGH |
3.723 |
|
0.618 |
3.694 |
|
0.500 |
3.685 |
|
0.382 |
3.675 |
|
LOW |
3.646 |
|
0.618 |
3.598 |
|
1.000 |
3.569 |
|
1.618 |
3.521 |
|
2.618 |
3.444 |
|
4.250 |
3.319 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.683 |
| PP |
3.674 |
3.673 |
| S1 |
3.664 |
3.663 |
|