NYMEX Natural Gas Future May 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 |
3.535 |
3.513 |
-0.022 |
-0.6% |
3.447 |
| High |
3.563 |
3.583 |
0.020 |
0.6% |
3.600 |
| Low |
3.490 |
3.459 |
-0.031 |
-0.9% |
3.444 |
| Close |
3.504 |
3.572 |
0.068 |
1.9% |
3.504 |
| Range |
0.073 |
0.124 |
0.051 |
69.9% |
0.156 |
| ATR |
0.096 |
0.098 |
0.002 |
2.1% |
0.000 |
| Volume |
47,993 |
42,262 |
-5,731 |
-11.9% |
204,174 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.910 |
3.865 |
3.640 |
|
| R3 |
3.786 |
3.741 |
3.606 |
|
| R2 |
3.662 |
3.662 |
3.595 |
|
| R1 |
3.617 |
3.617 |
3.583 |
3.640 |
| PP |
3.538 |
3.538 |
3.538 |
3.549 |
| S1 |
3.493 |
3.493 |
3.561 |
3.516 |
| S2 |
3.414 |
3.414 |
3.549 |
|
| S3 |
3.290 |
3.369 |
3.538 |
|
| S4 |
3.166 |
3.245 |
3.504 |
|
|
| 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 |
3.457 |
0.143 |
4.0% |
0.085 |
2.4% |
80% |
False |
False |
43,617 |
| 10 |
3.600 |
3.265 |
0.335 |
9.4% |
0.086 |
2.4% |
92% |
False |
False |
41,681 |
| 20 |
3.600 |
3.260 |
0.340 |
9.5% |
0.090 |
2.5% |
92% |
False |
False |
49,541 |
| 40 |
3.716 |
3.214 |
0.502 |
14.1% |
0.094 |
2.6% |
71% |
False |
False |
34,491 |
| 60 |
3.784 |
3.150 |
0.634 |
17.7% |
0.099 |
2.8% |
67% |
False |
False |
26,579 |
| 80 |
4.015 |
3.150 |
0.865 |
24.2% |
0.096 |
2.7% |
49% |
False |
False |
21,654 |
| 100 |
4.015 |
3.150 |
0.865 |
24.2% |
0.094 |
2.6% |
49% |
False |
False |
18,464 |
| 120 |
4.015 |
3.150 |
0.865 |
24.2% |
0.091 |
2.5% |
49% |
False |
False |
16,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.110 |
|
2.618 |
3.908 |
|
1.618 |
3.784 |
|
1.000 |
3.707 |
|
0.618 |
3.660 |
|
HIGH |
3.583 |
|
0.618 |
3.536 |
|
0.500 |
3.521 |
|
0.382 |
3.506 |
|
LOW |
3.459 |
|
0.618 |
3.382 |
|
1.000 |
3.335 |
|
1.618 |
3.258 |
|
2.618 |
3.134 |
|
4.250 |
2.932 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.555 |
3.555 |
| PP |
3.538 |
3.538 |
| S1 |
3.521 |
3.521 |
|