NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
3.682 |
3.631 |
-0.051 |
-1.4% |
3.567 |
| High |
3.702 |
3.742 |
0.040 |
1.1% |
3.695 |
| Low |
3.617 |
3.621 |
0.004 |
0.1% |
3.550 |
| Close |
3.624 |
3.724 |
0.100 |
2.8% |
3.612 |
| Range |
0.085 |
0.121 |
0.036 |
42.4% |
0.145 |
| ATR |
0.091 |
0.093 |
0.002 |
2.3% |
0.000 |
| Volume |
28,687 |
19,287 |
-9,400 |
-32.8% |
102,521 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.059 |
4.012 |
3.791 |
|
| R3 |
3.938 |
3.891 |
3.757 |
|
| R2 |
3.817 |
3.817 |
3.746 |
|
| R1 |
3.770 |
3.770 |
3.735 |
3.794 |
| PP |
3.696 |
3.696 |
3.696 |
3.707 |
| S1 |
3.649 |
3.649 |
3.713 |
3.673 |
| S2 |
3.575 |
3.575 |
3.702 |
|
| S3 |
3.454 |
3.528 |
3.691 |
|
| S4 |
3.333 |
3.407 |
3.657 |
|
|
| 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 |
3.742 |
3.569 |
0.173 |
4.6% |
0.093 |
2.5% |
90% |
True |
False |
23,508 |
| 10 |
3.742 |
3.461 |
0.281 |
7.5% |
0.093 |
2.5% |
94% |
True |
False |
21,584 |
| 20 |
3.742 |
3.382 |
0.360 |
9.7% |
0.091 |
2.4% |
95% |
True |
False |
19,238 |
| 40 |
3.810 |
3.336 |
0.474 |
12.7% |
0.090 |
2.4% |
82% |
False |
False |
14,886 |
| 60 |
3.810 |
3.336 |
0.474 |
12.7% |
0.087 |
2.3% |
82% |
False |
False |
11,767 |
| 80 |
4.077 |
3.336 |
0.741 |
19.9% |
0.087 |
2.3% |
52% |
False |
False |
9,620 |
| 100 |
4.077 |
3.336 |
0.741 |
19.9% |
0.086 |
2.3% |
52% |
False |
False |
8,231 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.256 |
|
2.618 |
4.059 |
|
1.618 |
3.938 |
|
1.000 |
3.863 |
|
0.618 |
3.817 |
|
HIGH |
3.742 |
|
0.618 |
3.696 |
|
0.500 |
3.682 |
|
0.382 |
3.667 |
|
LOW |
3.621 |
|
0.618 |
3.546 |
|
1.000 |
3.500 |
|
1.618 |
3.425 |
|
2.618 |
3.304 |
|
4.250 |
3.107 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.710 |
3.709 |
| PP |
3.696 |
3.694 |
| S1 |
3.682 |
3.680 |
|