NYMEX Natural Gas Future April 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 |
3.418 |
3.491 |
0.073 |
2.1% |
3.407 |
| High |
3.508 |
3.520 |
0.012 |
0.3% |
3.554 |
| Low |
3.395 |
3.440 |
0.045 |
1.3% |
3.385 |
| Close |
3.486 |
3.456 |
-0.030 |
-0.9% |
3.456 |
| Range |
0.113 |
0.080 |
-0.033 |
-29.2% |
0.169 |
| ATR |
0.105 |
0.103 |
-0.002 |
-1.7% |
0.000 |
| Volume |
148,120 |
118,026 |
-30,094 |
-20.3% |
686,355 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.712 |
3.664 |
3.500 |
|
| R3 |
3.632 |
3.584 |
3.478 |
|
| R2 |
3.552 |
3.552 |
3.471 |
|
| R1 |
3.504 |
3.504 |
3.463 |
3.488 |
| PP |
3.472 |
3.472 |
3.472 |
3.464 |
| S1 |
3.424 |
3.424 |
3.449 |
3.408 |
| S2 |
3.392 |
3.392 |
3.441 |
|
| S3 |
3.312 |
3.344 |
3.434 |
|
| S4 |
3.232 |
3.264 |
3.412 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.972 |
3.883 |
3.549 |
|
| R3 |
3.803 |
3.714 |
3.502 |
|
| R2 |
3.634 |
3.634 |
3.487 |
|
| R1 |
3.545 |
3.545 |
3.471 |
3.590 |
| PP |
3.465 |
3.465 |
3.465 |
3.487 |
| S1 |
3.376 |
3.376 |
3.441 |
3.421 |
| S2 |
3.296 |
3.296 |
3.425 |
|
| S3 |
3.127 |
3.207 |
3.410 |
|
| S4 |
2.958 |
3.038 |
3.363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.554 |
3.385 |
0.169 |
4.9% |
0.104 |
3.0% |
42% |
False |
False |
137,271 |
| 10 |
3.554 |
3.191 |
0.363 |
10.5% |
0.095 |
2.7% |
73% |
False |
False |
114,684 |
| 20 |
3.554 |
3.191 |
0.363 |
10.5% |
0.098 |
2.8% |
73% |
False |
False |
94,458 |
| 40 |
3.670 |
3.155 |
0.515 |
14.9% |
0.100 |
2.9% |
58% |
False |
False |
70,040 |
| 60 |
3.747 |
3.150 |
0.597 |
17.3% |
0.104 |
3.0% |
51% |
False |
False |
56,849 |
| 80 |
3.997 |
3.150 |
0.847 |
24.5% |
0.104 |
3.0% |
36% |
False |
False |
49,423 |
| 100 |
3.997 |
3.150 |
0.847 |
24.5% |
0.103 |
3.0% |
36% |
False |
False |
44,292 |
| 120 |
3.997 |
3.150 |
0.847 |
24.5% |
0.101 |
2.9% |
36% |
False |
False |
40,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.860 |
|
2.618 |
3.729 |
|
1.618 |
3.649 |
|
1.000 |
3.600 |
|
0.618 |
3.569 |
|
HIGH |
3.520 |
|
0.618 |
3.489 |
|
0.500 |
3.480 |
|
0.382 |
3.471 |
|
LOW |
3.440 |
|
0.618 |
3.391 |
|
1.000 |
3.360 |
|
1.618 |
3.311 |
|
2.618 |
3.231 |
|
4.250 |
3.100 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.480 |
3.475 |
| PP |
3.472 |
3.468 |
| S1 |
3.464 |
3.462 |
|