NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.320 |
3.416 |
0.096 |
2.9% |
3.166 |
| High |
3.425 |
3.455 |
0.030 |
0.9% |
3.337 |
| Low |
3.320 |
3.386 |
0.066 |
2.0% |
3.135 |
| Close |
3.414 |
3.427 |
0.013 |
0.4% |
3.291 |
| Range |
0.105 |
0.069 |
-0.036 |
-34.3% |
0.202 |
| ATR |
0.106 |
0.104 |
-0.003 |
-2.5% |
0.000 |
| Volume |
83,312 |
11,075 |
-72,237 |
-86.7% |
503,441 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.630 |
3.597 |
3.465 |
|
| R3 |
3.561 |
3.528 |
3.446 |
|
| R2 |
3.492 |
3.492 |
3.440 |
|
| R1 |
3.459 |
3.459 |
3.433 |
3.476 |
| PP |
3.423 |
3.423 |
3.423 |
3.431 |
| S1 |
3.390 |
3.390 |
3.421 |
3.407 |
| S2 |
3.354 |
3.354 |
3.414 |
|
| S3 |
3.285 |
3.321 |
3.408 |
|
| S4 |
3.216 |
3.252 |
3.389 |
|
|
| 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 |
3.455 |
3.231 |
0.224 |
6.5% |
0.080 |
2.3% |
88% |
True |
False |
90,298 |
| 10 |
3.455 |
3.125 |
0.330 |
9.6% |
0.097 |
2.8% |
92% |
True |
False |
129,850 |
| 20 |
3.459 |
3.125 |
0.334 |
9.7% |
0.099 |
2.9% |
90% |
False |
False |
136,102 |
| 40 |
3.646 |
3.100 |
0.546 |
15.9% |
0.109 |
3.2% |
60% |
False |
False |
106,885 |
| 60 |
3.803 |
3.100 |
0.703 |
20.5% |
0.110 |
3.2% |
47% |
False |
False |
87,583 |
| 80 |
4.036 |
3.100 |
0.936 |
27.3% |
0.110 |
3.2% |
35% |
False |
False |
70,942 |
| 100 |
4.049 |
3.100 |
0.949 |
27.7% |
0.110 |
3.2% |
34% |
False |
False |
60,768 |
| 120 |
4.049 |
3.100 |
0.949 |
27.7% |
0.107 |
3.1% |
34% |
False |
False |
53,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.748 |
|
2.618 |
3.636 |
|
1.618 |
3.567 |
|
1.000 |
3.524 |
|
0.618 |
3.498 |
|
HIGH |
3.455 |
|
0.618 |
3.429 |
|
0.500 |
3.421 |
|
0.382 |
3.412 |
|
LOW |
3.386 |
|
0.618 |
3.343 |
|
1.000 |
3.317 |
|
1.618 |
3.274 |
|
2.618 |
3.205 |
|
4.250 |
3.093 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.425 |
3.399 |
| PP |
3.423 |
3.371 |
| S1 |
3.421 |
3.343 |
|