NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.170 |
3.166 |
-0.004 |
-0.1% |
3.260 |
| High |
3.194 |
3.279 |
0.085 |
2.7% |
3.323 |
| Low |
3.125 |
3.135 |
0.010 |
0.3% |
3.125 |
| Close |
3.153 |
3.272 |
0.119 |
3.8% |
3.153 |
| Range |
0.069 |
0.144 |
0.075 |
108.7% |
0.198 |
| ATR |
0.109 |
0.111 |
0.003 |
2.3% |
0.000 |
| Volume |
126,940 |
146,334 |
19,394 |
15.3% |
863,983 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.661 |
3.610 |
3.351 |
|
| R3 |
3.517 |
3.466 |
3.312 |
|
| R2 |
3.373 |
3.373 |
3.298 |
|
| R1 |
3.322 |
3.322 |
3.285 |
3.348 |
| PP |
3.229 |
3.229 |
3.229 |
3.241 |
| S1 |
3.178 |
3.178 |
3.259 |
3.204 |
| S2 |
3.085 |
3.085 |
3.246 |
|
| S3 |
2.941 |
3.034 |
3.232 |
|
| S4 |
2.797 |
2.890 |
3.193 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.794 |
3.672 |
3.262 |
|
| R3 |
3.596 |
3.474 |
3.207 |
|
| R2 |
3.398 |
3.398 |
3.189 |
|
| R1 |
3.276 |
3.276 |
3.171 |
3.238 |
| PP |
3.200 |
3.200 |
3.200 |
3.182 |
| S1 |
3.078 |
3.078 |
3.135 |
3.040 |
| S2 |
3.002 |
3.002 |
3.117 |
|
| S3 |
2.804 |
2.880 |
3.099 |
|
| S4 |
2.606 |
2.682 |
3.044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.323 |
3.125 |
0.198 |
6.1% |
0.114 |
3.5% |
74% |
False |
False |
169,401 |
| 10 |
3.459 |
3.125 |
0.334 |
10.2% |
0.107 |
3.3% |
44% |
False |
False |
161,058 |
| 20 |
3.646 |
3.125 |
0.521 |
15.9% |
0.107 |
3.3% |
28% |
False |
False |
141,668 |
| 40 |
3.646 |
3.100 |
0.546 |
16.7% |
0.112 |
3.4% |
32% |
False |
False |
99,737 |
| 60 |
4.036 |
3.100 |
0.936 |
28.6% |
0.113 |
3.5% |
18% |
False |
False |
81,749 |
| 80 |
4.036 |
3.100 |
0.936 |
28.6% |
0.113 |
3.4% |
18% |
False |
False |
66,367 |
| 100 |
4.049 |
3.100 |
0.949 |
29.0% |
0.110 |
3.4% |
18% |
False |
False |
57,190 |
| 120 |
4.049 |
3.100 |
0.949 |
29.0% |
0.107 |
3.3% |
18% |
False |
False |
49,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.891 |
|
2.618 |
3.656 |
|
1.618 |
3.512 |
|
1.000 |
3.423 |
|
0.618 |
3.368 |
|
HIGH |
3.279 |
|
0.618 |
3.224 |
|
0.500 |
3.207 |
|
0.382 |
3.190 |
|
LOW |
3.135 |
|
0.618 |
3.046 |
|
1.000 |
2.991 |
|
1.618 |
2.902 |
|
2.618 |
2.758 |
|
4.250 |
2.523 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.250 |
3.254 |
| PP |
3.229 |
3.235 |
| S1 |
3.207 |
3.217 |
|