NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.335 |
3.328 |
-0.007 |
-0.2% |
3.413 |
| High |
3.395 |
3.387 |
-0.008 |
-0.2% |
3.414 |
| Low |
3.243 |
3.278 |
0.035 |
1.1% |
3.232 |
| Close |
3.339 |
3.301 |
-0.038 |
-1.1% |
3.301 |
| Range |
0.152 |
0.109 |
-0.043 |
-28.3% |
0.182 |
| ATR |
0.116 |
0.115 |
0.000 |
-0.4% |
0.000 |
| Volume |
212,223 |
126,838 |
-85,385 |
-40.2% |
718,921 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.649 |
3.584 |
3.361 |
|
| R3 |
3.540 |
3.475 |
3.331 |
|
| R2 |
3.431 |
3.431 |
3.321 |
|
| R1 |
3.366 |
3.366 |
3.311 |
3.344 |
| PP |
3.322 |
3.322 |
3.322 |
3.311 |
| S1 |
3.257 |
3.257 |
3.291 |
3.235 |
| S2 |
3.213 |
3.213 |
3.281 |
|
| S3 |
3.104 |
3.148 |
3.271 |
|
| S4 |
2.995 |
3.039 |
3.241 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.862 |
3.763 |
3.401 |
|
| R3 |
3.680 |
3.581 |
3.351 |
|
| R2 |
3.498 |
3.498 |
3.334 |
|
| R1 |
3.399 |
3.399 |
3.318 |
3.358 |
| PP |
3.316 |
3.316 |
3.316 |
3.295 |
| S1 |
3.217 |
3.217 |
3.284 |
3.176 |
| S2 |
3.134 |
3.134 |
3.268 |
|
| S3 |
2.952 |
3.035 |
3.251 |
|
| S4 |
2.770 |
2.853 |
3.201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.414 |
3.232 |
0.182 |
5.5% |
0.107 |
3.2% |
38% |
False |
False |
143,784 |
| 10 |
3.646 |
3.232 |
0.414 |
12.5% |
0.108 |
3.3% |
17% |
False |
False |
119,759 |
| 20 |
3.646 |
3.105 |
0.541 |
16.4% |
0.109 |
3.3% |
36% |
False |
False |
99,481 |
| 40 |
3.750 |
3.100 |
0.650 |
19.7% |
0.114 |
3.5% |
31% |
False |
False |
74,221 |
| 60 |
4.036 |
3.100 |
0.936 |
28.4% |
0.114 |
3.5% |
21% |
False |
False |
57,386 |
| 80 |
4.049 |
3.100 |
0.949 |
28.7% |
0.112 |
3.4% |
21% |
False |
False |
47,944 |
| 100 |
4.049 |
3.100 |
0.949 |
28.7% |
0.108 |
3.3% |
21% |
False |
False |
41,878 |
| 120 |
4.049 |
3.100 |
0.949 |
28.7% |
0.104 |
3.1% |
21% |
False |
False |
36,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.850 |
|
2.618 |
3.672 |
|
1.618 |
3.563 |
|
1.000 |
3.496 |
|
0.618 |
3.454 |
|
HIGH |
3.387 |
|
0.618 |
3.345 |
|
0.500 |
3.333 |
|
0.382 |
3.320 |
|
LOW |
3.278 |
|
0.618 |
3.211 |
|
1.000 |
3.169 |
|
1.618 |
3.102 |
|
2.618 |
2.993 |
|
4.250 |
2.815 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.333 |
3.319 |
| PP |
3.322 |
3.313 |
| S1 |
3.312 |
3.307 |
|