NYMEX Natural Gas Future May 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 |
3.527 |
3.631 |
0.104 |
2.9% |
3.513 |
| High |
3.649 |
3.679 |
0.030 |
0.8% |
3.679 |
| Low |
3.512 |
3.613 |
0.101 |
2.9% |
3.459 |
| Close |
3.627 |
3.673 |
0.046 |
1.3% |
3.673 |
| Range |
0.137 |
0.066 |
-0.071 |
-51.8% |
0.220 |
| ATR |
0.099 |
0.096 |
-0.002 |
-2.4% |
0.000 |
| Volume |
38,167 |
84,848 |
46,681 |
122.3% |
266,509 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.853 |
3.829 |
3.709 |
|
| R3 |
3.787 |
3.763 |
3.691 |
|
| R2 |
3.721 |
3.721 |
3.685 |
|
| R1 |
3.697 |
3.697 |
3.679 |
3.709 |
| PP |
3.655 |
3.655 |
3.655 |
3.661 |
| S1 |
3.631 |
3.631 |
3.667 |
3.643 |
| S2 |
3.589 |
3.589 |
3.661 |
|
| S3 |
3.523 |
3.565 |
3.655 |
|
| S4 |
3.457 |
3.499 |
3.637 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.188 |
3.794 |
|
| R3 |
4.044 |
3.968 |
3.734 |
|
| R2 |
3.824 |
3.824 |
3.713 |
|
| R1 |
3.748 |
3.748 |
3.693 |
3.786 |
| PP |
3.604 |
3.604 |
3.604 |
3.623 |
| S1 |
3.528 |
3.528 |
3.653 |
3.566 |
| S2 |
3.384 |
3.384 |
3.633 |
|
| S3 |
3.164 |
3.308 |
3.613 |
|
| S4 |
2.944 |
3.088 |
3.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.679 |
3.459 |
0.220 |
6.0% |
0.099 |
2.7% |
97% |
True |
False |
53,301 |
| 10 |
3.679 |
3.444 |
0.235 |
6.4% |
0.088 |
2.4% |
97% |
True |
False |
47,068 |
| 20 |
3.679 |
3.260 |
0.419 |
11.4% |
0.089 |
2.4% |
99% |
True |
False |
55,352 |
| 40 |
3.716 |
3.247 |
0.469 |
12.8% |
0.094 |
2.6% |
91% |
False |
False |
38,588 |
| 60 |
3.716 |
3.150 |
0.566 |
15.4% |
0.097 |
2.6% |
92% |
False |
False |
29,703 |
| 80 |
4.015 |
3.150 |
0.865 |
23.6% |
0.097 |
2.7% |
60% |
False |
False |
24,144 |
| 100 |
4.015 |
3.150 |
0.865 |
23.6% |
0.094 |
2.6% |
60% |
False |
False |
20,382 |
| 120 |
4.015 |
3.150 |
0.865 |
23.6% |
0.090 |
2.5% |
60% |
False |
False |
17,842 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.960 |
|
2.618 |
3.852 |
|
1.618 |
3.786 |
|
1.000 |
3.745 |
|
0.618 |
3.720 |
|
HIGH |
3.679 |
|
0.618 |
3.654 |
|
0.500 |
3.646 |
|
0.382 |
3.638 |
|
LOW |
3.613 |
|
0.618 |
3.572 |
|
1.000 |
3.547 |
|
1.618 |
3.506 |
|
2.618 |
3.440 |
|
4.250 |
3.333 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.664 |
3.647 |
| PP |
3.655 |
3.621 |
| S1 |
3.646 |
3.595 |
|