NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.268 |
3.241 |
-0.027 |
-0.8% |
3.166 |
| High |
3.337 |
3.294 |
-0.043 |
-1.3% |
3.337 |
| Low |
3.231 |
3.231 |
0.000 |
0.0% |
3.135 |
| Close |
3.246 |
3.291 |
0.045 |
1.4% |
3.291 |
| Range |
0.106 |
0.063 |
-0.043 |
-40.6% |
0.202 |
| ATR |
0.107 |
0.104 |
-0.003 |
-2.9% |
0.000 |
| Volume |
174,163 |
59,313 |
-114,850 |
-65.9% |
503,441 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.461 |
3.439 |
3.326 |
|
| R3 |
3.398 |
3.376 |
3.308 |
|
| R2 |
3.335 |
3.335 |
3.303 |
|
| R1 |
3.313 |
3.313 |
3.297 |
3.324 |
| PP |
3.272 |
3.272 |
3.272 |
3.278 |
| S1 |
3.250 |
3.250 |
3.285 |
3.261 |
| S2 |
3.209 |
3.209 |
3.279 |
|
| S3 |
3.146 |
3.187 |
3.274 |
|
| S4 |
3.083 |
3.124 |
3.256 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.860 |
3.778 |
3.402 |
|
| R3 |
3.658 |
3.576 |
3.347 |
|
| R2 |
3.456 |
3.456 |
3.328 |
|
| R1 |
3.374 |
3.374 |
3.310 |
3.415 |
| PP |
3.254 |
3.254 |
3.254 |
3.275 |
| S1 |
3.172 |
3.172 |
3.272 |
3.213 |
| S2 |
3.052 |
3.052 |
3.254 |
|
| S3 |
2.850 |
2.970 |
3.235 |
|
| S4 |
2.648 |
2.768 |
3.180 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.337 |
3.125 |
0.212 |
6.4% |
0.088 |
2.7% |
78% |
False |
False |
126,076 |
| 10 |
3.337 |
3.125 |
0.212 |
6.4% |
0.096 |
2.9% |
78% |
False |
False |
151,584 |
| 20 |
3.495 |
3.125 |
0.370 |
11.2% |
0.100 |
3.0% |
45% |
False |
False |
143,131 |
| 40 |
3.646 |
3.100 |
0.546 |
16.6% |
0.109 |
3.3% |
35% |
False |
False |
105,387 |
| 60 |
3.903 |
3.100 |
0.803 |
24.4% |
0.111 |
3.4% |
24% |
False |
False |
86,754 |
| 80 |
4.036 |
3.100 |
0.936 |
28.4% |
0.111 |
3.4% |
20% |
False |
False |
70,182 |
| 100 |
4.049 |
3.100 |
0.949 |
28.8% |
0.110 |
3.3% |
20% |
False |
False |
60,284 |
| 120 |
4.049 |
3.100 |
0.949 |
28.8% |
0.107 |
3.2% |
20% |
False |
False |
52,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.562 |
|
2.618 |
3.459 |
|
1.618 |
3.396 |
|
1.000 |
3.357 |
|
0.618 |
3.333 |
|
HIGH |
3.294 |
|
0.618 |
3.270 |
|
0.500 |
3.263 |
|
0.382 |
3.255 |
|
LOW |
3.231 |
|
0.618 |
3.192 |
|
1.000 |
3.168 |
|
1.618 |
3.129 |
|
2.618 |
3.066 |
|
4.250 |
2.963 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.282 |
3.289 |
| PP |
3.272 |
3.286 |
| S1 |
3.263 |
3.284 |
|