NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.330 |
3.424 |
0.094 |
2.8% |
3.413 |
| High |
3.427 |
3.459 |
0.032 |
0.9% |
3.414 |
| Low |
3.318 |
3.398 |
0.080 |
2.4% |
3.232 |
| Close |
3.399 |
3.418 |
0.019 |
0.6% |
3.301 |
| Range |
0.109 |
0.061 |
-0.048 |
-44.0% |
0.182 |
| ATR |
0.114 |
0.110 |
-0.004 |
-3.3% |
0.000 |
| Volume |
107,593 |
129,241 |
21,648 |
20.1% |
718,921 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.608 |
3.574 |
3.452 |
|
| R3 |
3.547 |
3.513 |
3.435 |
|
| R2 |
3.486 |
3.486 |
3.429 |
|
| R1 |
3.452 |
3.452 |
3.424 |
3.439 |
| PP |
3.425 |
3.425 |
3.425 |
3.418 |
| S1 |
3.391 |
3.391 |
3.412 |
3.378 |
| S2 |
3.364 |
3.364 |
3.407 |
|
| S3 |
3.303 |
3.330 |
3.401 |
|
| S4 |
3.242 |
3.269 |
3.384 |
|
|
| 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 |
3.459 |
3.243 |
0.216 |
6.3% |
0.105 |
3.1% |
81% |
True |
False |
133,476 |
| 10 |
3.588 |
3.232 |
0.356 |
10.4% |
0.101 |
3.0% |
52% |
False |
False |
125,993 |
| 20 |
3.646 |
3.105 |
0.541 |
15.8% |
0.108 |
3.2% |
58% |
False |
False |
109,469 |
| 40 |
3.646 |
3.100 |
0.546 |
16.0% |
0.110 |
3.2% |
58% |
False |
False |
79,943 |
| 60 |
4.036 |
3.100 |
0.936 |
27.4% |
0.115 |
3.4% |
34% |
False |
False |
61,862 |
| 80 |
4.049 |
3.100 |
0.949 |
27.8% |
0.112 |
3.3% |
34% |
False |
False |
51,276 |
| 100 |
4.049 |
3.100 |
0.949 |
27.8% |
0.108 |
3.1% |
34% |
False |
False |
44,437 |
| 120 |
4.049 |
3.100 |
0.949 |
27.8% |
0.105 |
3.1% |
34% |
False |
False |
38,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.718 |
|
2.618 |
3.619 |
|
1.618 |
3.558 |
|
1.000 |
3.520 |
|
0.618 |
3.497 |
|
HIGH |
3.459 |
|
0.618 |
3.436 |
|
0.500 |
3.429 |
|
0.382 |
3.421 |
|
LOW |
3.398 |
|
0.618 |
3.360 |
|
1.000 |
3.337 |
|
1.618 |
3.299 |
|
2.618 |
3.238 |
|
4.250 |
3.139 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.429 |
3.398 |
| PP |
3.425 |
3.379 |
| S1 |
3.422 |
3.359 |
|