NYMEX Natural Gas Future August 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 |
3.699 |
3.661 |
-0.038 |
-1.0% |
3.604 |
| High |
3.723 |
3.765 |
0.042 |
1.1% |
3.718 |
| Low |
3.646 |
3.648 |
0.002 |
0.1% |
3.581 |
| Close |
3.653 |
3.747 |
0.094 |
2.6% |
3.642 |
| Range |
0.077 |
0.117 |
0.040 |
51.9% |
0.137 |
| ATR |
0.087 |
0.089 |
0.002 |
2.5% |
0.000 |
| Volume |
10,190 |
6,598 |
-3,592 |
-35.3% |
44,956 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.071 |
4.026 |
3.811 |
|
| R3 |
3.954 |
3.909 |
3.779 |
|
| R2 |
3.837 |
3.837 |
3.768 |
|
| R1 |
3.792 |
3.792 |
3.758 |
3.815 |
| PP |
3.720 |
3.720 |
3.720 |
3.731 |
| S1 |
3.675 |
3.675 |
3.736 |
3.698 |
| S2 |
3.603 |
3.603 |
3.726 |
|
| S3 |
3.486 |
3.558 |
3.715 |
|
| S4 |
3.369 |
3.441 |
3.683 |
|
|
| 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 |
3.765 |
3.608 |
0.157 |
4.2% |
0.085 |
2.3% |
89% |
True |
False |
10,011 |
| 10 |
3.765 |
3.484 |
0.281 |
7.5% |
0.084 |
2.2% |
94% |
True |
False |
8,982 |
| 20 |
3.765 |
3.404 |
0.361 |
9.6% |
0.085 |
2.3% |
95% |
True |
False |
7,205 |
| 40 |
3.829 |
3.365 |
0.464 |
12.4% |
0.085 |
2.3% |
82% |
False |
False |
6,243 |
| 60 |
3.829 |
3.365 |
0.464 |
12.4% |
0.079 |
2.1% |
82% |
False |
False |
4,975 |
| 80 |
4.094 |
3.365 |
0.729 |
19.5% |
0.079 |
2.1% |
52% |
False |
False |
4,091 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.262 |
|
2.618 |
4.071 |
|
1.618 |
3.954 |
|
1.000 |
3.882 |
|
0.618 |
3.837 |
|
HIGH |
3.765 |
|
0.618 |
3.720 |
|
0.500 |
3.707 |
|
0.382 |
3.693 |
|
LOW |
3.648 |
|
0.618 |
3.576 |
|
1.000 |
3.531 |
|
1.618 |
3.459 |
|
2.618 |
3.342 |
|
4.250 |
3.151 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.734 |
3.733 |
| PP |
3.720 |
3.719 |
| S1 |
3.707 |
3.706 |
|