NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.491 |
3.469 |
-0.022 |
-0.6% |
3.407 |
| High |
3.520 |
3.540 |
0.020 |
0.6% |
3.554 |
| Low |
3.440 |
3.408 |
-0.032 |
-0.9% |
3.385 |
| Close |
3.456 |
3.529 |
0.073 |
2.1% |
3.456 |
| Range |
0.080 |
0.132 |
0.052 |
65.0% |
0.169 |
| ATR |
0.103 |
0.105 |
0.002 |
2.0% |
0.000 |
| Volume |
118,026 |
127,151 |
9,125 |
7.7% |
686,355 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.888 |
3.841 |
3.602 |
|
| R3 |
3.756 |
3.709 |
3.565 |
|
| R2 |
3.624 |
3.624 |
3.553 |
|
| R1 |
3.577 |
3.577 |
3.541 |
3.601 |
| PP |
3.492 |
3.492 |
3.492 |
3.504 |
| S1 |
3.445 |
3.445 |
3.517 |
3.469 |
| S2 |
3.360 |
3.360 |
3.505 |
|
| S3 |
3.228 |
3.313 |
3.493 |
|
| S4 |
3.096 |
3.181 |
3.456 |
|
|
| 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 |
3.395 |
0.159 |
4.5% |
0.112 |
3.2% |
84% |
False |
False |
138,296 |
| 10 |
3.554 |
3.199 |
0.355 |
10.1% |
0.101 |
2.9% |
93% |
False |
False |
120,712 |
| 20 |
3.554 |
3.191 |
0.363 |
10.3% |
0.099 |
2.8% |
93% |
False |
False |
96,896 |
| 40 |
3.670 |
3.155 |
0.515 |
14.6% |
0.101 |
2.9% |
73% |
False |
False |
71,973 |
| 60 |
3.747 |
3.150 |
0.597 |
16.9% |
0.105 |
3.0% |
63% |
False |
False |
58,545 |
| 80 |
3.997 |
3.150 |
0.847 |
24.0% |
0.105 |
3.0% |
45% |
False |
False |
50,709 |
| 100 |
3.997 |
3.150 |
0.847 |
24.0% |
0.103 |
2.9% |
45% |
False |
False |
45,374 |
| 120 |
3.997 |
3.150 |
0.847 |
24.0% |
0.101 |
2.9% |
45% |
False |
False |
41,514 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.101 |
|
2.618 |
3.886 |
|
1.618 |
3.754 |
|
1.000 |
3.672 |
|
0.618 |
3.622 |
|
HIGH |
3.540 |
|
0.618 |
3.490 |
|
0.500 |
3.474 |
|
0.382 |
3.458 |
|
LOW |
3.408 |
|
0.618 |
3.326 |
|
1.000 |
3.276 |
|
1.618 |
3.194 |
|
2.618 |
3.062 |
|
4.250 |
2.847 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.511 |
3.509 |
| PP |
3.492 |
3.488 |
| S1 |
3.474 |
3.468 |
|