NYMEX Natural Gas Future April 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 |
3.535 |
3.523 |
-0.012 |
-0.3% |
3.407 |
| High |
3.594 |
3.550 |
-0.044 |
-1.2% |
3.554 |
| Low |
3.511 |
3.462 |
-0.049 |
-1.4% |
3.385 |
| Close |
3.529 |
3.470 |
-0.059 |
-1.7% |
3.456 |
| Range |
0.083 |
0.088 |
0.005 |
6.0% |
0.169 |
| ATR |
0.103 |
0.102 |
-0.001 |
-1.1% |
0.000 |
| Volume |
148,094 |
107,860 |
-40,234 |
-27.2% |
686,355 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.758 |
3.702 |
3.518 |
|
| R3 |
3.670 |
3.614 |
3.494 |
|
| R2 |
3.582 |
3.582 |
3.486 |
|
| R1 |
3.526 |
3.526 |
3.478 |
3.510 |
| PP |
3.494 |
3.494 |
3.494 |
3.486 |
| S1 |
3.438 |
3.438 |
3.462 |
3.422 |
| S2 |
3.406 |
3.406 |
3.454 |
|
| S3 |
3.318 |
3.350 |
3.446 |
|
| S4 |
3.230 |
3.262 |
3.422 |
|
|
| 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 |
5.7% |
0.099 |
2.9% |
38% |
False |
False |
129,850 |
| 10 |
3.594 |
3.274 |
0.320 |
9.2% |
0.099 |
2.9% |
61% |
False |
False |
128,473 |
| 20 |
3.594 |
3.191 |
0.403 |
11.6% |
0.098 |
2.8% |
69% |
False |
False |
105,307 |
| 40 |
3.670 |
3.155 |
0.515 |
14.8% |
0.101 |
2.9% |
61% |
False |
False |
76,377 |
| 60 |
3.704 |
3.150 |
0.554 |
16.0% |
0.103 |
3.0% |
58% |
False |
False |
61,768 |
| 80 |
3.997 |
3.150 |
0.847 |
24.4% |
0.105 |
3.0% |
38% |
False |
False |
53,343 |
| 100 |
3.997 |
3.150 |
0.847 |
24.4% |
0.103 |
3.0% |
38% |
False |
False |
47,473 |
| 120 |
3.997 |
3.150 |
0.847 |
24.4% |
0.100 |
2.9% |
38% |
False |
False |
43,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.924 |
|
2.618 |
3.780 |
|
1.618 |
3.692 |
|
1.000 |
3.638 |
|
0.618 |
3.604 |
|
HIGH |
3.550 |
|
0.618 |
3.516 |
|
0.500 |
3.506 |
|
0.382 |
3.496 |
|
LOW |
3.462 |
|
0.618 |
3.408 |
|
1.000 |
3.374 |
|
1.618 |
3.320 |
|
2.618 |
3.232 |
|
4.250 |
3.088 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.506 |
3.501 |
| PP |
3.494 |
3.491 |
| S1 |
3.482 |
3.480 |
|