NYMEX Natural Gas Future May 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 |
3.577 |
3.570 |
-0.007 |
-0.2% |
3.447 |
| High |
3.636 |
3.597 |
-0.039 |
-1.1% |
3.600 |
| Low |
3.556 |
3.511 |
-0.045 |
-1.3% |
3.444 |
| Close |
3.575 |
3.519 |
-0.056 |
-1.6% |
3.504 |
| Range |
0.080 |
0.086 |
0.006 |
7.5% |
0.156 |
| ATR |
0.096 |
0.096 |
-0.001 |
-0.8% |
0.000 |
| Volume |
38,006 |
63,226 |
25,220 |
66.4% |
204,174 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.800 |
3.746 |
3.566 |
|
| R3 |
3.714 |
3.660 |
3.543 |
|
| R2 |
3.628 |
3.628 |
3.535 |
|
| R1 |
3.574 |
3.574 |
3.527 |
3.558 |
| PP |
3.542 |
3.542 |
3.542 |
3.535 |
| S1 |
3.488 |
3.488 |
3.511 |
3.472 |
| S2 |
3.456 |
3.456 |
3.503 |
|
| S3 |
3.370 |
3.402 |
3.495 |
|
| S4 |
3.284 |
3.316 |
3.472 |
|
|
| 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 |
3.459 |
0.177 |
5.0% |
0.073 |
2.1% |
34% |
False |
False |
48,932 |
| 10 |
3.636 |
3.337 |
0.299 |
8.5% |
0.084 |
2.4% |
61% |
False |
False |
42,954 |
| 20 |
3.636 |
3.260 |
0.376 |
10.7% |
0.089 |
2.5% |
69% |
False |
False |
52,156 |
| 40 |
3.716 |
3.214 |
0.502 |
14.3% |
0.093 |
2.6% |
61% |
False |
False |
36,286 |
| 60 |
3.743 |
3.150 |
0.593 |
16.9% |
0.096 |
2.7% |
62% |
False |
False |
28,066 |
| 80 |
4.015 |
3.150 |
0.865 |
24.6% |
0.097 |
2.8% |
43% |
False |
False |
22,795 |
| 100 |
4.015 |
3.150 |
0.865 |
24.6% |
0.094 |
2.7% |
43% |
False |
False |
19,356 |
| 120 |
4.015 |
3.150 |
0.865 |
24.6% |
0.090 |
2.6% |
43% |
False |
False |
16,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.963 |
|
2.618 |
3.822 |
|
1.618 |
3.736 |
|
1.000 |
3.683 |
|
0.618 |
3.650 |
|
HIGH |
3.597 |
|
0.618 |
3.564 |
|
0.500 |
3.554 |
|
0.382 |
3.544 |
|
LOW |
3.511 |
|
0.618 |
3.458 |
|
1.000 |
3.425 |
|
1.618 |
3.372 |
|
2.618 |
3.286 |
|
4.250 |
3.146 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.554 |
3.548 |
| PP |
3.542 |
3.538 |
| S1 |
3.531 |
3.529 |
|