NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.665 |
3.751 |
0.086 |
2.3% |
3.643 |
| High |
3.770 |
3.796 |
0.026 |
0.7% |
3.796 |
| Low |
3.660 |
3.731 |
0.071 |
1.9% |
3.613 |
| Close |
3.751 |
3.793 |
0.042 |
1.1% |
3.793 |
| Range |
0.110 |
0.065 |
-0.045 |
-40.9% |
0.183 |
| ATR |
0.085 |
0.084 |
-0.001 |
-1.7% |
0.000 |
| Volume |
7,111 |
12,569 |
5,458 |
76.8% |
42,975 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.968 |
3.946 |
3.829 |
|
| R3 |
3.903 |
3.881 |
3.811 |
|
| R2 |
3.838 |
3.838 |
3.805 |
|
| R1 |
3.816 |
3.816 |
3.799 |
3.827 |
| PP |
3.773 |
3.773 |
3.773 |
3.779 |
| S1 |
3.751 |
3.751 |
3.787 |
3.762 |
| S2 |
3.708 |
3.708 |
3.781 |
|
| S3 |
3.643 |
3.686 |
3.775 |
|
| S4 |
3.578 |
3.621 |
3.757 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.283 |
4.221 |
3.894 |
|
| R3 |
4.100 |
4.038 |
3.843 |
|
| R2 |
3.917 |
3.917 |
3.827 |
|
| R1 |
3.855 |
3.855 |
3.810 |
3.886 |
| PP |
3.734 |
3.734 |
3.734 |
3.750 |
| S1 |
3.672 |
3.672 |
3.776 |
3.703 |
| S2 |
3.551 |
3.551 |
3.759 |
|
| S3 |
3.368 |
3.489 |
3.743 |
|
| S4 |
3.185 |
3.306 |
3.692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.796 |
3.613 |
0.183 |
4.8% |
0.083 |
2.2% |
98% |
True |
False |
8,595 |
| 10 |
3.796 |
3.595 |
0.201 |
5.3% |
0.081 |
2.1% |
99% |
True |
False |
7,645 |
| 20 |
3.796 |
3.420 |
0.376 |
9.9% |
0.077 |
2.0% |
99% |
True |
False |
6,672 |
| 40 |
3.832 |
3.412 |
0.420 |
11.1% |
0.081 |
2.1% |
91% |
False |
False |
5,722 |
| 60 |
3.832 |
3.350 |
0.482 |
12.7% |
0.079 |
2.1% |
92% |
False |
False |
4,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.072 |
|
2.618 |
3.966 |
|
1.618 |
3.901 |
|
1.000 |
3.861 |
|
0.618 |
3.836 |
|
HIGH |
3.796 |
|
0.618 |
3.771 |
|
0.500 |
3.764 |
|
0.382 |
3.756 |
|
LOW |
3.731 |
|
0.618 |
3.691 |
|
1.000 |
3.666 |
|
1.618 |
3.626 |
|
2.618 |
3.561 |
|
4.250 |
3.455 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.783 |
3.770 |
| PP |
3.773 |
3.747 |
| S1 |
3.764 |
3.724 |
|