NYMEX Natural Gas Future April 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 |
3.472 |
3.585 |
0.113 |
3.3% |
3.469 |
| High |
3.603 |
3.635 |
0.032 |
0.9% |
3.635 |
| Low |
3.463 |
3.565 |
0.102 |
2.9% |
3.408 |
| Close |
3.582 |
3.629 |
0.047 |
1.3% |
3.629 |
| Range |
0.140 |
0.070 |
-0.070 |
-50.0% |
0.227 |
| ATR |
0.105 |
0.103 |
-0.003 |
-2.4% |
0.000 |
| Volume |
189,148 |
111,059 |
-78,089 |
-41.3% |
683,312 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.820 |
3.794 |
3.668 |
|
| R3 |
3.750 |
3.724 |
3.648 |
|
| R2 |
3.680 |
3.680 |
3.642 |
|
| R1 |
3.654 |
3.654 |
3.635 |
3.667 |
| PP |
3.610 |
3.610 |
3.610 |
3.616 |
| S1 |
3.584 |
3.584 |
3.623 |
3.597 |
| S2 |
3.540 |
3.540 |
3.616 |
|
| S3 |
3.470 |
3.514 |
3.610 |
|
| S4 |
3.400 |
3.444 |
3.591 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.161 |
3.754 |
|
| R3 |
4.011 |
3.934 |
3.691 |
|
| R2 |
3.784 |
3.784 |
3.671 |
|
| R1 |
3.707 |
3.707 |
3.650 |
3.746 |
| PP |
3.557 |
3.557 |
3.557 |
3.577 |
| S1 |
3.480 |
3.480 |
3.608 |
3.519 |
| S2 |
3.330 |
3.330 |
3.587 |
|
| S3 |
3.103 |
3.253 |
3.567 |
|
| S4 |
2.876 |
3.026 |
3.504 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.635 |
3.408 |
0.227 |
6.3% |
0.103 |
2.8% |
97% |
True |
False |
136,662 |
| 10 |
3.635 |
3.385 |
0.250 |
6.9% |
0.103 |
2.8% |
98% |
True |
False |
136,966 |
| 20 |
3.635 |
3.191 |
0.444 |
12.2% |
0.098 |
2.7% |
99% |
True |
False |
116,268 |
| 40 |
3.670 |
3.189 |
0.481 |
13.3% |
0.101 |
2.8% |
91% |
False |
False |
82,152 |
| 60 |
3.670 |
3.150 |
0.520 |
14.3% |
0.103 |
2.8% |
92% |
False |
False |
65,413 |
| 80 |
3.997 |
3.150 |
0.847 |
23.3% |
0.105 |
2.9% |
57% |
False |
False |
56,564 |
| 100 |
3.997 |
3.150 |
0.847 |
23.3% |
0.104 |
2.9% |
57% |
False |
False |
49,693 |
| 120 |
3.997 |
3.150 |
0.847 |
23.3% |
0.100 |
2.8% |
57% |
False |
False |
45,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.933 |
|
2.618 |
3.818 |
|
1.618 |
3.748 |
|
1.000 |
3.705 |
|
0.618 |
3.678 |
|
HIGH |
3.635 |
|
0.618 |
3.608 |
|
0.500 |
3.600 |
|
0.382 |
3.592 |
|
LOW |
3.565 |
|
0.618 |
3.522 |
|
1.000 |
3.495 |
|
1.618 |
3.452 |
|
2.618 |
3.382 |
|
4.250 |
3.268 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.619 |
3.602 |
| PP |
3.610 |
3.575 |
| S1 |
3.600 |
3.549 |
|