NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.663 |
3.638 |
-0.025 |
-0.7% |
3.604 |
High |
3.691 |
3.709 |
0.018 |
0.5% |
3.718 |
Low |
3.631 |
3.608 |
-0.023 |
-0.6% |
3.581 |
Close |
3.642 |
3.702 |
0.060 |
1.6% |
3.642 |
Range |
0.060 |
0.101 |
0.041 |
68.3% |
0.137 |
ATR |
0.088 |
0.089 |
0.001 |
1.1% |
0.000 |
Volume |
11,036 |
12,327 |
1,291 |
11.7% |
44,956 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.976 |
3.940 |
3.758 |
|
R3 |
3.875 |
3.839 |
3.730 |
|
R2 |
3.774 |
3.774 |
3.721 |
|
R1 |
3.738 |
3.738 |
3.711 |
3.756 |
PP |
3.673 |
3.673 |
3.673 |
3.682 |
S1 |
3.637 |
3.637 |
3.693 |
3.655 |
S2 |
3.572 |
3.572 |
3.683 |
|
S3 |
3.471 |
3.536 |
3.674 |
|
S4 |
3.370 |
3.435 |
3.646 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.058 |
3.987 |
3.717 |
|
R3 |
3.921 |
3.850 |
3.680 |
|
R2 |
3.784 |
3.784 |
3.667 |
|
R1 |
3.713 |
3.713 |
3.655 |
3.749 |
PP |
3.647 |
3.647 |
3.647 |
3.665 |
S1 |
3.576 |
3.576 |
3.629 |
3.612 |
S2 |
3.510 |
3.510 |
3.617 |
|
S3 |
3.373 |
3.439 |
3.604 |
|
S4 |
3.236 |
3.302 |
3.567 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.718 |
3.581 |
0.137 |
3.7% |
0.094 |
2.5% |
88% |
False |
False |
10,105 |
10 |
3.718 |
3.404 |
0.314 |
8.5% |
0.084 |
2.3% |
95% |
False |
False |
7,974 |
20 |
3.718 |
3.404 |
0.314 |
8.5% |
0.082 |
2.2% |
95% |
False |
False |
6,760 |
40 |
3.829 |
3.365 |
0.464 |
12.5% |
0.084 |
2.3% |
73% |
False |
False |
5,778 |
60 |
3.862 |
3.365 |
0.497 |
13.4% |
0.079 |
2.1% |
68% |
False |
False |
4,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.138 |
2.618 |
3.973 |
1.618 |
3.872 |
1.000 |
3.810 |
0.618 |
3.771 |
HIGH |
3.709 |
0.618 |
3.670 |
0.500 |
3.659 |
0.382 |
3.647 |
LOW |
3.608 |
0.618 |
3.546 |
1.000 |
3.507 |
1.618 |
3.445 |
2.618 |
3.344 |
4.250 |
3.179 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
3.688 |
3.683 |
PP |
3.673 |
3.664 |
S1 |
3.659 |
3.645 |
|