NYMEX Natural Gas Future May 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 |
3.535 |
3.535 |
0.000 |
0.0% |
3.447 |
| High |
3.536 |
3.563 |
0.027 |
0.8% |
3.600 |
| Low |
3.535 |
3.490 |
-0.045 |
-1.3% |
3.444 |
| Close |
3.531 |
3.504 |
-0.027 |
-0.8% |
3.504 |
| Range |
0.001 |
0.073 |
0.072 |
7,200.0% |
0.156 |
| ATR |
0.097 |
0.096 |
-0.002 |
-1.8% |
0.000 |
| Volume |
53,177 |
47,993 |
-5,184 |
-9.7% |
204,174 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.738 |
3.694 |
3.544 |
|
| R3 |
3.665 |
3.621 |
3.524 |
|
| R2 |
3.592 |
3.592 |
3.517 |
|
| R1 |
3.548 |
3.548 |
3.511 |
3.534 |
| PP |
3.519 |
3.519 |
3.519 |
3.512 |
| S1 |
3.475 |
3.475 |
3.497 |
3.461 |
| S2 |
3.446 |
3.446 |
3.491 |
|
| S3 |
3.373 |
3.402 |
3.484 |
|
| S4 |
3.300 |
3.329 |
3.464 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.984 |
3.900 |
3.590 |
|
| R3 |
3.828 |
3.744 |
3.547 |
|
| R2 |
3.672 |
3.672 |
3.533 |
|
| R1 |
3.588 |
3.588 |
3.518 |
3.630 |
| PP |
3.516 |
3.516 |
3.516 |
3.537 |
| S1 |
3.432 |
3.432 |
3.490 |
3.474 |
| S2 |
3.360 |
3.360 |
3.475 |
|
| S3 |
3.204 |
3.276 |
3.461 |
|
| S4 |
3.048 |
3.120 |
3.418 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.600 |
3.444 |
0.156 |
4.5% |
0.077 |
2.2% |
38% |
False |
False |
40,834 |
| 10 |
3.600 |
3.260 |
0.340 |
9.7% |
0.080 |
2.3% |
72% |
False |
False |
44,154 |
| 20 |
3.600 |
3.260 |
0.340 |
9.7% |
0.089 |
2.5% |
72% |
False |
False |
48,655 |
| 40 |
3.716 |
3.214 |
0.502 |
14.3% |
0.092 |
2.6% |
58% |
False |
False |
33,778 |
| 60 |
3.784 |
3.150 |
0.634 |
18.1% |
0.097 |
2.8% |
56% |
False |
False |
25,969 |
| 80 |
4.015 |
3.150 |
0.865 |
24.7% |
0.096 |
2.7% |
41% |
False |
False |
21,201 |
| 100 |
4.015 |
3.150 |
0.865 |
24.7% |
0.093 |
2.7% |
41% |
False |
False |
18,100 |
| 120 |
4.015 |
3.150 |
0.865 |
24.7% |
0.091 |
2.6% |
41% |
False |
False |
15,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.873 |
|
2.618 |
3.754 |
|
1.618 |
3.681 |
|
1.000 |
3.636 |
|
0.618 |
3.608 |
|
HIGH |
3.563 |
|
0.618 |
3.535 |
|
0.500 |
3.527 |
|
0.382 |
3.518 |
|
LOW |
3.490 |
|
0.618 |
3.445 |
|
1.000 |
3.417 |
|
1.618 |
3.372 |
|
2.618 |
3.299 |
|
4.250 |
3.180 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.527 |
3.529 |
| PP |
3.519 |
3.520 |
| S1 |
3.512 |
3.512 |
|