NYMEX Natural Gas Future May 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 |
3.513 |
3.577 |
0.064 |
1.8% |
3.447 |
| High |
3.583 |
3.636 |
0.053 |
1.5% |
3.600 |
| Low |
3.459 |
3.556 |
0.097 |
2.8% |
3.444 |
| Close |
3.572 |
3.575 |
0.003 |
0.1% |
3.504 |
| Range |
0.124 |
0.080 |
-0.044 |
-35.5% |
0.156 |
| ATR |
0.098 |
0.096 |
-0.001 |
-1.3% |
0.000 |
| Volume |
42,262 |
38,006 |
-4,256 |
-10.1% |
204,174 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.829 |
3.782 |
3.619 |
|
| R3 |
3.749 |
3.702 |
3.597 |
|
| R2 |
3.669 |
3.669 |
3.590 |
|
| R1 |
3.622 |
3.622 |
3.582 |
3.606 |
| PP |
3.589 |
3.589 |
3.589 |
3.581 |
| S1 |
3.542 |
3.542 |
3.568 |
3.526 |
| S2 |
3.509 |
3.509 |
3.560 |
|
| S3 |
3.429 |
3.462 |
3.553 |
|
| S4 |
3.349 |
3.382 |
3.531 |
|
|
| 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 |
3.636 |
3.457 |
0.179 |
5.0% |
0.084 |
2.4% |
66% |
True |
False |
43,349 |
| 10 |
3.636 |
3.337 |
0.299 |
8.4% |
0.081 |
2.3% |
80% |
True |
False |
41,586 |
| 20 |
3.636 |
3.260 |
0.376 |
10.5% |
0.090 |
2.5% |
84% |
True |
False |
49,978 |
| 40 |
3.716 |
3.214 |
0.502 |
14.0% |
0.094 |
2.6% |
72% |
False |
False |
35,040 |
| 60 |
3.784 |
3.150 |
0.634 |
17.7% |
0.097 |
2.7% |
67% |
False |
False |
27,124 |
| 80 |
4.015 |
3.150 |
0.865 |
24.2% |
0.096 |
2.7% |
49% |
False |
False |
22,090 |
| 100 |
4.015 |
3.150 |
0.865 |
24.2% |
0.093 |
2.6% |
49% |
False |
False |
18,793 |
| 120 |
4.015 |
3.150 |
0.865 |
24.2% |
0.090 |
2.5% |
49% |
False |
False |
16,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.976 |
|
2.618 |
3.845 |
|
1.618 |
3.765 |
|
1.000 |
3.716 |
|
0.618 |
3.685 |
|
HIGH |
3.636 |
|
0.618 |
3.605 |
|
0.500 |
3.596 |
|
0.382 |
3.587 |
|
LOW |
3.556 |
|
0.618 |
3.507 |
|
1.000 |
3.476 |
|
1.618 |
3.427 |
|
2.618 |
3.347 |
|
4.250 |
3.216 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.596 |
3.566 |
| PP |
3.589 |
3.557 |
| S1 |
3.582 |
3.548 |
|