NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.241 |
3.320 |
0.079 |
2.4% |
3.166 |
| High |
3.294 |
3.425 |
0.131 |
4.0% |
3.337 |
| Low |
3.231 |
3.320 |
0.089 |
2.8% |
3.135 |
| Close |
3.291 |
3.414 |
0.123 |
3.7% |
3.291 |
| Range |
0.063 |
0.105 |
0.042 |
66.7% |
0.202 |
| ATR |
0.104 |
0.106 |
0.002 |
2.0% |
0.000 |
| Volume |
59,313 |
83,312 |
23,999 |
40.5% |
503,441 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.701 |
3.663 |
3.472 |
|
| R3 |
3.596 |
3.558 |
3.443 |
|
| R2 |
3.491 |
3.491 |
3.433 |
|
| R1 |
3.453 |
3.453 |
3.424 |
3.472 |
| PP |
3.386 |
3.386 |
3.386 |
3.396 |
| S1 |
3.348 |
3.348 |
3.404 |
3.367 |
| S2 |
3.281 |
3.281 |
3.395 |
|
| S3 |
3.176 |
3.243 |
3.385 |
|
| S4 |
3.071 |
3.138 |
3.356 |
|
|
| 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 |
3.425 |
3.135 |
0.290 |
8.5% |
0.095 |
2.8% |
96% |
True |
False |
117,350 |
| 10 |
3.425 |
3.125 |
0.300 |
8.8% |
0.099 |
2.9% |
96% |
True |
False |
145,073 |
| 20 |
3.459 |
3.125 |
0.334 |
9.8% |
0.102 |
3.0% |
87% |
False |
False |
143,070 |
| 40 |
3.646 |
3.100 |
0.546 |
16.0% |
0.109 |
3.2% |
58% |
False |
False |
107,044 |
| 60 |
3.880 |
3.100 |
0.780 |
22.8% |
0.112 |
3.3% |
40% |
False |
False |
87,781 |
| 80 |
4.036 |
3.100 |
0.936 |
27.4% |
0.111 |
3.3% |
34% |
False |
False |
71,054 |
| 100 |
4.049 |
3.100 |
0.949 |
27.8% |
0.110 |
3.2% |
33% |
False |
False |
60,943 |
| 120 |
4.049 |
3.100 |
0.949 |
27.8% |
0.107 |
3.1% |
33% |
False |
False |
53,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.871 |
|
2.618 |
3.700 |
|
1.618 |
3.595 |
|
1.000 |
3.530 |
|
0.618 |
3.490 |
|
HIGH |
3.425 |
|
0.618 |
3.385 |
|
0.500 |
3.373 |
|
0.382 |
3.360 |
|
LOW |
3.320 |
|
0.618 |
3.255 |
|
1.000 |
3.215 |
|
1.618 |
3.150 |
|
2.618 |
3.045 |
|
4.250 |
2.874 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.400 |
3.385 |
| PP |
3.386 |
3.357 |
| S1 |
3.373 |
3.328 |
|