NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.260 |
3.280 |
0.020 |
0.6% |
3.313 |
| High |
3.295 |
3.314 |
0.019 |
0.6% |
3.459 |
| Low |
3.207 |
3.223 |
0.016 |
0.5% |
3.256 |
| Close |
3.279 |
3.230 |
-0.049 |
-1.5% |
3.272 |
| Range |
0.088 |
0.091 |
0.003 |
3.4% |
0.203 |
| ATR |
0.110 |
0.108 |
-0.001 |
-1.2% |
0.000 |
| Volume |
163,309 |
180,038 |
16,729 |
10.2% |
691,750 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.529 |
3.470 |
3.280 |
|
| R3 |
3.438 |
3.379 |
3.255 |
|
| R2 |
3.347 |
3.347 |
3.247 |
|
| R1 |
3.288 |
3.288 |
3.238 |
3.272 |
| PP |
3.256 |
3.256 |
3.256 |
3.248 |
| S1 |
3.197 |
3.197 |
3.222 |
3.181 |
| S2 |
3.165 |
3.165 |
3.213 |
|
| S3 |
3.074 |
3.106 |
3.205 |
|
| S4 |
2.983 |
3.015 |
3.180 |
|
|
| 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 |
7.8% |
0.096 |
3.0% |
9% |
False |
False |
167,203 |
| 10 |
3.459 |
3.207 |
0.252 |
7.8% |
0.103 |
3.2% |
9% |
False |
False |
148,746 |
| 20 |
3.646 |
3.207 |
0.439 |
13.6% |
0.106 |
3.3% |
5% |
False |
False |
126,525 |
| 40 |
3.646 |
3.100 |
0.546 |
16.9% |
0.110 |
3.4% |
24% |
False |
False |
88,878 |
| 60 |
4.036 |
3.100 |
0.936 |
29.0% |
0.113 |
3.5% |
14% |
False |
False |
72,166 |
| 80 |
4.049 |
3.100 |
0.949 |
29.4% |
0.113 |
3.5% |
14% |
False |
False |
59,015 |
| 100 |
4.049 |
3.100 |
0.949 |
29.4% |
0.108 |
3.4% |
14% |
False |
False |
50,960 |
| 120 |
4.049 |
3.100 |
0.949 |
29.4% |
0.105 |
3.3% |
14% |
False |
False |
44,292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.701 |
|
2.618 |
3.552 |
|
1.618 |
3.461 |
|
1.000 |
3.405 |
|
0.618 |
3.370 |
|
HIGH |
3.314 |
|
0.618 |
3.279 |
|
0.500 |
3.269 |
|
0.382 |
3.258 |
|
LOW |
3.223 |
|
0.618 |
3.167 |
|
1.000 |
3.132 |
|
1.618 |
3.076 |
|
2.618 |
2.985 |
|
4.250 |
2.836 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.269 |
3.267 |
| PP |
3.256 |
3.255 |
| S1 |
3.243 |
3.242 |
|