NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.295 |
3.260 |
-0.035 |
-1.1% |
3.313 |
| High |
3.327 |
3.295 |
-0.032 |
-1.0% |
3.459 |
| Low |
3.256 |
3.207 |
-0.049 |
-1.5% |
3.256 |
| Close |
3.272 |
3.279 |
0.007 |
0.2% |
3.272 |
| Range |
0.071 |
0.088 |
0.017 |
23.9% |
0.203 |
| ATR |
0.111 |
0.110 |
-0.002 |
-1.5% |
0.000 |
| Volume |
148,420 |
163,309 |
14,889 |
10.0% |
691,750 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.524 |
3.490 |
3.327 |
|
| R3 |
3.436 |
3.402 |
3.303 |
|
| R2 |
3.348 |
3.348 |
3.295 |
|
| R1 |
3.314 |
3.314 |
3.287 |
3.331 |
| PP |
3.260 |
3.260 |
3.260 |
3.269 |
| S1 |
3.226 |
3.226 |
3.271 |
3.243 |
| S2 |
3.172 |
3.172 |
3.263 |
|
| S3 |
3.084 |
3.138 |
3.255 |
|
| S4 |
2.996 |
3.050 |
3.231 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.938 |
3.808 |
3.384 |
|
| R3 |
3.735 |
3.605 |
3.328 |
|
| R2 |
3.532 |
3.532 |
3.309 |
|
| R1 |
3.402 |
3.402 |
3.291 |
3.366 |
| PP |
3.329 |
3.329 |
3.329 |
3.311 |
| S1 |
3.199 |
3.199 |
3.253 |
3.163 |
| S2 |
3.126 |
3.126 |
3.235 |
|
| S3 |
2.923 |
2.996 |
3.216 |
|
| S4 |
2.720 |
2.793 |
3.160 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.459 |
3.207 |
0.252 |
7.7% |
0.100 |
3.0% |
29% |
False |
True |
152,714 |
| 10 |
3.459 |
3.207 |
0.252 |
7.7% |
0.101 |
3.1% |
29% |
False |
True |
142,354 |
| 20 |
3.646 |
3.207 |
0.439 |
13.4% |
0.105 |
3.2% |
16% |
False |
True |
122,152 |
| 40 |
3.646 |
3.100 |
0.546 |
16.7% |
0.111 |
3.4% |
33% |
False |
False |
86,621 |
| 60 |
4.036 |
3.100 |
0.936 |
28.5% |
0.113 |
3.4% |
19% |
False |
False |
69,637 |
| 80 |
4.049 |
3.100 |
0.949 |
28.9% |
0.112 |
3.4% |
19% |
False |
False |
56,918 |
| 100 |
4.049 |
3.100 |
0.949 |
28.9% |
0.108 |
3.3% |
19% |
False |
False |
49,269 |
| 120 |
4.049 |
3.100 |
0.949 |
28.9% |
0.106 |
3.2% |
19% |
False |
False |
42,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.669 |
|
2.618 |
3.525 |
|
1.618 |
3.437 |
|
1.000 |
3.383 |
|
0.618 |
3.349 |
|
HIGH |
3.295 |
|
0.618 |
3.261 |
|
0.500 |
3.251 |
|
0.382 |
3.241 |
|
LOW |
3.207 |
|
0.618 |
3.153 |
|
1.000 |
3.119 |
|
1.618 |
3.065 |
|
2.618 |
2.977 |
|
4.250 |
2.833 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.270 |
3.330 |
| PP |
3.260 |
3.313 |
| S1 |
3.251 |
3.296 |
|