NYMEX Natural Gas Future August 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 |
3.661 |
3.744 |
0.083 |
2.3% |
3.638 |
High |
3.765 |
3.793 |
0.028 |
0.7% |
3.793 |
Low |
3.648 |
3.729 |
0.081 |
2.2% |
3.608 |
Close |
3.747 |
3.791 |
0.044 |
1.2% |
3.791 |
Range |
0.117 |
0.064 |
-0.053 |
-45.3% |
0.185 |
ATR |
0.089 |
0.087 |
-0.002 |
-2.0% |
0.000 |
Volume |
6,598 |
18,735 |
12,137 |
183.9% |
57,755 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.963 |
3.941 |
3.826 |
|
R3 |
3.899 |
3.877 |
3.809 |
|
R2 |
3.835 |
3.835 |
3.803 |
|
R1 |
3.813 |
3.813 |
3.797 |
3.824 |
PP |
3.771 |
3.771 |
3.771 |
3.777 |
S1 |
3.749 |
3.749 |
3.785 |
3.760 |
S2 |
3.707 |
3.707 |
3.779 |
|
S3 |
3.643 |
3.685 |
3.773 |
|
S4 |
3.579 |
3.621 |
3.756 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.286 |
4.223 |
3.893 |
|
R3 |
4.101 |
4.038 |
3.842 |
|
R2 |
3.916 |
3.916 |
3.825 |
|
R1 |
3.853 |
3.853 |
3.808 |
3.885 |
PP |
3.731 |
3.731 |
3.731 |
3.746 |
S1 |
3.668 |
3.668 |
3.774 |
3.700 |
S2 |
3.546 |
3.546 |
3.757 |
|
S3 |
3.361 |
3.483 |
3.740 |
|
S4 |
3.176 |
3.298 |
3.689 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.793 |
3.608 |
0.185 |
4.9% |
0.086 |
2.3% |
99% |
True |
False |
11,551 |
10 |
3.793 |
3.581 |
0.212 |
5.6% |
0.085 |
2.2% |
99% |
True |
False |
10,271 |
20 |
3.793 |
3.404 |
0.389 |
10.3% |
0.081 |
2.1% |
99% |
True |
False |
7,966 |
40 |
3.829 |
3.400 |
0.429 |
11.3% |
0.084 |
2.2% |
91% |
False |
False |
6,635 |
60 |
3.829 |
3.365 |
0.464 |
12.2% |
0.079 |
2.1% |
92% |
False |
False |
5,247 |
80 |
4.094 |
3.365 |
0.729 |
19.2% |
0.079 |
2.1% |
58% |
False |
False |
4,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.065 |
2.618 |
3.961 |
1.618 |
3.897 |
1.000 |
3.857 |
0.618 |
3.833 |
HIGH |
3.793 |
0.618 |
3.769 |
0.500 |
3.761 |
0.382 |
3.753 |
LOW |
3.729 |
0.618 |
3.689 |
1.000 |
3.665 |
1.618 |
3.625 |
2.618 |
3.561 |
4.250 |
3.457 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
3.781 |
3.767 |
PP |
3.771 |
3.743 |
S1 |
3.761 |
3.720 |
|