NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
3.638 |
3.716 |
0.078 |
2.1% |
3.604 |
High |
3.709 |
3.758 |
0.049 |
1.3% |
3.718 |
Low |
3.608 |
3.688 |
0.080 |
2.2% |
3.581 |
Close |
3.702 |
3.705 |
0.003 |
0.1% |
3.642 |
Range |
0.101 |
0.070 |
-0.031 |
-30.7% |
0.137 |
ATR |
0.089 |
0.088 |
-0.001 |
-1.5% |
0.000 |
Volume |
12,327 |
9,905 |
-2,422 |
-19.6% |
44,956 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.927 |
3.886 |
3.744 |
|
R3 |
3.857 |
3.816 |
3.724 |
|
R2 |
3.787 |
3.787 |
3.718 |
|
R1 |
3.746 |
3.746 |
3.711 |
3.732 |
PP |
3.717 |
3.717 |
3.717 |
3.710 |
S1 |
3.676 |
3.676 |
3.699 |
3.662 |
S2 |
3.647 |
3.647 |
3.692 |
|
S3 |
3.577 |
3.606 |
3.686 |
|
S4 |
3.507 |
3.536 |
3.667 |
|
|
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 |
3.758 |
3.581 |
0.177 |
4.8% |
0.093 |
2.5% |
70% |
True |
False |
10,585 |
10 |
3.758 |
3.473 |
0.285 |
7.7% |
0.079 |
2.1% |
81% |
True |
False |
8,490 |
20 |
3.758 |
3.404 |
0.354 |
9.6% |
0.082 |
2.2% |
85% |
True |
False |
6,866 |
40 |
3.829 |
3.365 |
0.464 |
12.5% |
0.083 |
2.2% |
73% |
False |
False |
5,944 |
60 |
3.862 |
3.365 |
0.497 |
13.4% |
0.079 |
2.1% |
68% |
False |
False |
4,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.056 |
2.618 |
3.941 |
1.618 |
3.871 |
1.000 |
3.828 |
0.618 |
3.801 |
HIGH |
3.758 |
0.618 |
3.731 |
0.500 |
3.723 |
0.382 |
3.715 |
LOW |
3.688 |
0.618 |
3.645 |
1.000 |
3.618 |
1.618 |
3.575 |
2.618 |
3.505 |
4.250 |
3.391 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
3.723 |
3.698 |
PP |
3.717 |
3.690 |
S1 |
3.711 |
3.683 |
|