NYMEX Natural Gas Future July 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 |
3.631 |
3.726 |
0.095 |
2.6% |
3.589 |
| High |
3.742 |
3.772 |
0.030 |
0.8% |
3.772 |
| Low |
3.621 |
3.707 |
0.086 |
2.4% |
3.569 |
| Close |
3.724 |
3.770 |
0.046 |
1.2% |
3.770 |
| Range |
0.121 |
0.065 |
-0.056 |
-46.3% |
0.203 |
| ATR |
0.093 |
0.091 |
-0.002 |
-2.2% |
0.000 |
| Volume |
19,287 |
39,827 |
20,540 |
106.5% |
134,012 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.945 |
3.922 |
3.806 |
|
| R3 |
3.880 |
3.857 |
3.788 |
|
| R2 |
3.815 |
3.815 |
3.782 |
|
| R1 |
3.792 |
3.792 |
3.776 |
3.804 |
| PP |
3.750 |
3.750 |
3.750 |
3.755 |
| S1 |
3.727 |
3.727 |
3.764 |
3.739 |
| S2 |
3.685 |
3.685 |
3.758 |
|
| S3 |
3.620 |
3.662 |
3.752 |
|
| S4 |
3.555 |
3.597 |
3.734 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.244 |
3.882 |
|
| R3 |
4.110 |
4.041 |
3.826 |
|
| R2 |
3.907 |
3.907 |
3.807 |
|
| R1 |
3.838 |
3.838 |
3.789 |
3.873 |
| PP |
3.704 |
3.704 |
3.704 |
3.721 |
| S1 |
3.635 |
3.635 |
3.751 |
3.670 |
| S2 |
3.501 |
3.501 |
3.733 |
|
| S3 |
3.298 |
3.432 |
3.714 |
|
| S4 |
3.095 |
3.229 |
3.658 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.772 |
3.569 |
0.203 |
5.4% |
0.092 |
2.4% |
99% |
True |
False |
26,802 |
| 10 |
3.772 |
3.550 |
0.222 |
5.9% |
0.093 |
2.5% |
99% |
True |
False |
23,653 |
| 20 |
3.772 |
3.382 |
0.390 |
10.3% |
0.087 |
2.3% |
99% |
True |
False |
20,602 |
| 40 |
3.810 |
3.374 |
0.436 |
11.6% |
0.089 |
2.4% |
91% |
False |
False |
15,710 |
| 60 |
3.810 |
3.336 |
0.474 |
12.6% |
0.087 |
2.3% |
92% |
False |
False |
12,345 |
| 80 |
4.077 |
3.336 |
0.741 |
19.7% |
0.087 |
2.3% |
59% |
False |
False |
10,088 |
| 100 |
4.077 |
3.336 |
0.741 |
19.7% |
0.085 |
2.3% |
59% |
False |
False |
8,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.048 |
|
2.618 |
3.942 |
|
1.618 |
3.877 |
|
1.000 |
3.837 |
|
0.618 |
3.812 |
|
HIGH |
3.772 |
|
0.618 |
3.747 |
|
0.500 |
3.740 |
|
0.382 |
3.732 |
|
LOW |
3.707 |
|
0.618 |
3.667 |
|
1.000 |
3.642 |
|
1.618 |
3.602 |
|
2.618 |
3.537 |
|
4.250 |
3.431 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.760 |
3.745 |
| PP |
3.750 |
3.720 |
| S1 |
3.740 |
3.695 |
|