NYMEX Natural Gas Future June 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 |
3.623 |
3.615 |
-0.008 |
-0.2% |
3.491 |
| High |
3.679 |
3.646 |
-0.033 |
-0.9% |
3.646 |
| Low |
3.603 |
3.562 |
-0.041 |
-1.1% |
3.491 |
| Close |
3.621 |
3.568 |
-0.053 |
-1.5% |
3.555 |
| Range |
0.076 |
0.084 |
0.008 |
10.5% |
0.155 |
| ATR |
0.095 |
0.094 |
-0.001 |
-0.8% |
0.000 |
| Volume |
18,478 |
35,799 |
17,321 |
93.7% |
81,445 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.844 |
3.790 |
3.614 |
|
| R3 |
3.760 |
3.706 |
3.591 |
|
| R2 |
3.676 |
3.676 |
3.583 |
|
| R1 |
3.622 |
3.622 |
3.576 |
3.607 |
| PP |
3.592 |
3.592 |
3.592 |
3.585 |
| S1 |
3.538 |
3.538 |
3.560 |
3.523 |
| S2 |
3.508 |
3.508 |
3.553 |
|
| S3 |
3.424 |
3.454 |
3.545 |
|
| S4 |
3.340 |
3.370 |
3.522 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.029 |
3.947 |
3.640 |
|
| R3 |
3.874 |
3.792 |
3.598 |
|
| R2 |
3.719 |
3.719 |
3.583 |
|
| R1 |
3.637 |
3.637 |
3.569 |
3.678 |
| PP |
3.564 |
3.564 |
3.564 |
3.585 |
| S1 |
3.482 |
3.482 |
3.541 |
3.523 |
| S2 |
3.409 |
3.409 |
3.527 |
|
| S3 |
3.254 |
3.327 |
3.512 |
|
| S4 |
3.099 |
3.172 |
3.470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.679 |
3.500 |
0.179 |
5.0% |
0.090 |
2.5% |
38% |
False |
False |
22,302 |
| 10 |
3.679 |
3.394 |
0.285 |
8.0% |
0.092 |
2.6% |
61% |
False |
False |
18,749 |
| 20 |
3.679 |
3.325 |
0.354 |
9.9% |
0.090 |
2.5% |
69% |
False |
False |
17,660 |
| 40 |
3.763 |
3.275 |
0.488 |
13.7% |
0.091 |
2.5% |
60% |
False |
False |
14,074 |
| 60 |
3.781 |
3.204 |
0.577 |
16.2% |
0.092 |
2.6% |
63% |
False |
False |
11,319 |
| 80 |
4.035 |
3.204 |
0.831 |
23.3% |
0.092 |
2.6% |
44% |
False |
False |
9,314 |
| 100 |
4.035 |
3.204 |
0.831 |
23.3% |
0.090 |
2.5% |
44% |
False |
False |
7,942 |
| 120 |
4.035 |
3.204 |
0.831 |
23.3% |
0.087 |
2.4% |
44% |
False |
False |
6,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.003 |
|
2.618 |
3.866 |
|
1.618 |
3.782 |
|
1.000 |
3.730 |
|
0.618 |
3.698 |
|
HIGH |
3.646 |
|
0.618 |
3.614 |
|
0.500 |
3.604 |
|
0.382 |
3.594 |
|
LOW |
3.562 |
|
0.618 |
3.510 |
|
1.000 |
3.478 |
|
1.618 |
3.426 |
|
2.618 |
3.342 |
|
4.250 |
3.205 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.604 |
3.595 |
| PP |
3.592 |
3.586 |
| S1 |
3.580 |
3.577 |
|