NYMEX Natural Gas Future July 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 |
3.680 |
3.682 |
0.002 |
0.1% |
3.567 |
| High |
3.732 |
3.702 |
-0.030 |
-0.8% |
3.695 |
| Low |
3.658 |
3.617 |
-0.041 |
-1.1% |
3.550 |
| Close |
3.676 |
3.624 |
-0.052 |
-1.4% |
3.612 |
| Range |
0.074 |
0.085 |
0.011 |
14.9% |
0.145 |
| ATR |
0.092 |
0.091 |
0.000 |
-0.5% |
0.000 |
| Volume |
22,506 |
28,687 |
6,181 |
27.5% |
102,521 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.903 |
3.848 |
3.671 |
|
| R3 |
3.818 |
3.763 |
3.647 |
|
| R2 |
3.733 |
3.733 |
3.640 |
|
| R1 |
3.678 |
3.678 |
3.632 |
3.663 |
| PP |
3.648 |
3.648 |
3.648 |
3.640 |
| S1 |
3.593 |
3.593 |
3.616 |
3.578 |
| S2 |
3.563 |
3.563 |
3.608 |
|
| S3 |
3.478 |
3.508 |
3.601 |
|
| S4 |
3.393 |
3.423 |
3.577 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.054 |
3.978 |
3.692 |
|
| R3 |
3.909 |
3.833 |
3.652 |
|
| R2 |
3.764 |
3.764 |
3.639 |
|
| R1 |
3.688 |
3.688 |
3.625 |
3.726 |
| PP |
3.619 |
3.619 |
3.619 |
3.638 |
| S1 |
3.543 |
3.543 |
3.599 |
3.581 |
| S2 |
3.474 |
3.474 |
3.585 |
|
| S3 |
3.329 |
3.398 |
3.572 |
|
| S4 |
3.184 |
3.253 |
3.532 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.732 |
3.550 |
0.182 |
5.0% |
0.090 |
2.5% |
41% |
False |
False |
25,336 |
| 10 |
3.732 |
3.449 |
0.283 |
7.8% |
0.089 |
2.5% |
62% |
False |
False |
21,092 |
| 20 |
3.732 |
3.382 |
0.350 |
9.7% |
0.087 |
2.4% |
69% |
False |
False |
18,804 |
| 40 |
3.810 |
3.336 |
0.474 |
13.1% |
0.088 |
2.4% |
61% |
False |
False |
14,499 |
| 60 |
3.819 |
3.336 |
0.483 |
13.3% |
0.087 |
2.4% |
60% |
False |
False |
11,566 |
| 80 |
4.077 |
3.336 |
0.741 |
20.4% |
0.087 |
2.4% |
39% |
False |
False |
9,399 |
| 100 |
4.077 |
3.336 |
0.741 |
20.4% |
0.085 |
2.3% |
39% |
False |
False |
8,081 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.063 |
|
2.618 |
3.925 |
|
1.618 |
3.840 |
|
1.000 |
3.787 |
|
0.618 |
3.755 |
|
HIGH |
3.702 |
|
0.618 |
3.670 |
|
0.500 |
3.660 |
|
0.382 |
3.649 |
|
LOW |
3.617 |
|
0.618 |
3.564 |
|
1.000 |
3.532 |
|
1.618 |
3.479 |
|
2.618 |
3.394 |
|
4.250 |
3.256 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.660 |
3.651 |
| PP |
3.648 |
3.642 |
| S1 |
3.636 |
3.633 |
|