NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.469 |
3.535 |
0.066 |
1.9% |
3.407 |
| High |
3.540 |
3.594 |
0.054 |
1.5% |
3.554 |
| Low |
3.408 |
3.511 |
0.103 |
3.0% |
3.385 |
| Close |
3.529 |
3.529 |
0.000 |
0.0% |
3.456 |
| Range |
0.132 |
0.083 |
-0.049 |
-37.1% |
0.169 |
| ATR |
0.105 |
0.103 |
-0.002 |
-1.5% |
0.000 |
| Volume |
127,151 |
148,094 |
20,943 |
16.5% |
686,355 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.794 |
3.744 |
3.575 |
|
| R3 |
3.711 |
3.661 |
3.552 |
|
| R2 |
3.628 |
3.628 |
3.544 |
|
| R1 |
3.578 |
3.578 |
3.537 |
3.562 |
| PP |
3.545 |
3.545 |
3.545 |
3.536 |
| S1 |
3.495 |
3.495 |
3.521 |
3.479 |
| S2 |
3.462 |
3.462 |
3.514 |
|
| S3 |
3.379 |
3.412 |
3.506 |
|
| S4 |
3.296 |
3.329 |
3.483 |
|
|
| 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 |
3.594 |
3.395 |
0.199 |
5.6% |
0.111 |
3.2% |
67% |
True |
False |
143,011 |
| 10 |
3.594 |
3.274 |
0.320 |
9.1% |
0.096 |
2.7% |
80% |
True |
False |
126,086 |
| 20 |
3.594 |
3.191 |
0.403 |
11.4% |
0.099 |
2.8% |
84% |
True |
False |
101,729 |
| 40 |
3.670 |
3.155 |
0.515 |
14.6% |
0.101 |
2.9% |
73% |
False |
False |
74,670 |
| 60 |
3.747 |
3.150 |
0.597 |
16.9% |
0.103 |
2.9% |
63% |
False |
False |
60,568 |
| 80 |
3.997 |
3.150 |
0.847 |
24.0% |
0.105 |
3.0% |
45% |
False |
False |
52,306 |
| 100 |
3.997 |
3.150 |
0.847 |
24.0% |
0.103 |
2.9% |
45% |
False |
False |
46,676 |
| 120 |
3.997 |
3.150 |
0.847 |
24.0% |
0.100 |
2.8% |
45% |
False |
False |
42,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.947 |
|
2.618 |
3.811 |
|
1.618 |
3.728 |
|
1.000 |
3.677 |
|
0.618 |
3.645 |
|
HIGH |
3.594 |
|
0.618 |
3.562 |
|
0.500 |
3.553 |
|
0.382 |
3.543 |
|
LOW |
3.511 |
|
0.618 |
3.460 |
|
1.000 |
3.428 |
|
1.618 |
3.377 |
|
2.618 |
3.294 |
|
4.250 |
3.158 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.553 |
3.520 |
| PP |
3.545 |
3.510 |
| S1 |
3.537 |
3.501 |
|