NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.424 |
3.439 |
0.015 |
0.4% |
3.413 |
| High |
3.459 |
3.453 |
-0.006 |
-0.2% |
3.414 |
| Low |
3.398 |
3.282 |
-0.116 |
-3.4% |
3.232 |
| Close |
3.418 |
3.285 |
-0.133 |
-3.9% |
3.301 |
| Range |
0.061 |
0.171 |
0.110 |
180.3% |
0.182 |
| ATR |
0.110 |
0.114 |
0.004 |
4.0% |
0.000 |
| Volume |
129,241 |
215,009 |
85,768 |
66.4% |
718,921 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.853 |
3.740 |
3.379 |
|
| R3 |
3.682 |
3.569 |
3.332 |
|
| R2 |
3.511 |
3.511 |
3.316 |
|
| R1 |
3.398 |
3.398 |
3.301 |
3.369 |
| PP |
3.340 |
3.340 |
3.340 |
3.326 |
| S1 |
3.227 |
3.227 |
3.269 |
3.198 |
| S2 |
3.169 |
3.169 |
3.254 |
|
| S3 |
2.998 |
3.056 |
3.238 |
|
| S4 |
2.827 |
2.885 |
3.191 |
|
|
| 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 |
3.259 |
0.200 |
6.1% |
0.109 |
3.3% |
13% |
False |
False |
134,033 |
| 10 |
3.495 |
3.232 |
0.263 |
8.0% |
0.104 |
3.2% |
20% |
False |
False |
134,678 |
| 20 |
3.646 |
3.132 |
0.514 |
15.6% |
0.110 |
3.3% |
30% |
False |
False |
116,505 |
| 40 |
3.646 |
3.100 |
0.546 |
16.6% |
0.111 |
3.4% |
34% |
False |
False |
83,356 |
| 60 |
4.036 |
3.100 |
0.936 |
28.5% |
0.115 |
3.5% |
20% |
False |
False |
65,032 |
| 80 |
4.049 |
3.100 |
0.949 |
28.9% |
0.113 |
3.4% |
19% |
False |
False |
53,381 |
| 100 |
4.049 |
3.100 |
0.949 |
28.9% |
0.108 |
3.3% |
19% |
False |
False |
46,434 |
| 120 |
4.049 |
3.100 |
0.949 |
28.9% |
0.105 |
3.2% |
19% |
False |
False |
40,351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.180 |
|
2.618 |
3.901 |
|
1.618 |
3.730 |
|
1.000 |
3.624 |
|
0.618 |
3.559 |
|
HIGH |
3.453 |
|
0.618 |
3.388 |
|
0.500 |
3.368 |
|
0.382 |
3.347 |
|
LOW |
3.282 |
|
0.618 |
3.176 |
|
1.000 |
3.111 |
|
1.618 |
3.005 |
|
2.618 |
2.834 |
|
4.250 |
2.555 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.368 |
3.371 |
| PP |
3.340 |
3.342 |
| S1 |
3.313 |
3.314 |
|