NYMEX Natural Gas Future April 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 |
3.330 |
3.345 |
0.015 |
0.5% |
3.366 |
| High |
3.359 |
3.376 |
0.017 |
0.5% |
3.505 |
| Low |
3.272 |
3.290 |
0.018 |
0.6% |
3.312 |
| Close |
3.346 |
3.296 |
-0.050 |
-1.5% |
3.337 |
| Range |
0.087 |
0.086 |
-0.001 |
-1.1% |
0.193 |
| ATR |
0.104 |
0.103 |
-0.001 |
-1.2% |
0.000 |
| Volume |
72,804 |
110,178 |
37,374 |
51.3% |
267,904 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.579 |
3.523 |
3.343 |
|
| R3 |
3.493 |
3.437 |
3.320 |
|
| R2 |
3.407 |
3.407 |
3.312 |
|
| R1 |
3.351 |
3.351 |
3.304 |
3.336 |
| PP |
3.321 |
3.321 |
3.321 |
3.313 |
| S1 |
3.265 |
3.265 |
3.288 |
3.250 |
| S2 |
3.235 |
3.235 |
3.280 |
|
| S3 |
3.149 |
3.179 |
3.272 |
|
| S4 |
3.063 |
3.093 |
3.249 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.964 |
3.843 |
3.443 |
|
| R3 |
3.771 |
3.650 |
3.390 |
|
| R2 |
3.578 |
3.578 |
3.372 |
|
| R1 |
3.457 |
3.457 |
3.355 |
3.421 |
| PP |
3.385 |
3.385 |
3.385 |
3.367 |
| S1 |
3.264 |
3.264 |
3.319 |
3.228 |
| S2 |
3.192 |
3.192 |
3.302 |
|
| S3 |
2.999 |
3.071 |
3.284 |
|
| S4 |
2.806 |
2.878 |
3.231 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.505 |
3.272 |
0.233 |
7.1% |
0.091 |
2.8% |
10% |
False |
False |
72,628 |
| 10 |
3.505 |
3.272 |
0.233 |
7.1% |
0.099 |
3.0% |
10% |
False |
False |
61,155 |
| 20 |
3.670 |
3.272 |
0.398 |
12.1% |
0.102 |
3.1% |
6% |
False |
False |
54,090 |
| 40 |
3.670 |
3.150 |
0.520 |
15.8% |
0.104 |
3.2% |
28% |
False |
False |
44,135 |
| 60 |
3.997 |
3.150 |
0.847 |
25.7% |
0.106 |
3.2% |
17% |
False |
False |
40,082 |
| 80 |
3.997 |
3.150 |
0.847 |
25.7% |
0.105 |
3.2% |
17% |
False |
False |
35,684 |
| 100 |
3.997 |
3.150 |
0.847 |
25.7% |
0.101 |
3.1% |
17% |
False |
False |
33,596 |
| 120 |
3.997 |
3.150 |
0.847 |
25.7% |
0.099 |
3.0% |
17% |
False |
False |
30,190 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.742 |
|
2.618 |
3.601 |
|
1.618 |
3.515 |
|
1.000 |
3.462 |
|
0.618 |
3.429 |
|
HIGH |
3.376 |
|
0.618 |
3.343 |
|
0.500 |
3.333 |
|
0.382 |
3.323 |
|
LOW |
3.290 |
|
0.618 |
3.237 |
|
1.000 |
3.204 |
|
1.618 |
3.151 |
|
2.618 |
3.065 |
|
4.250 |
2.925 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.333 |
3.330 |
| PP |
3.321 |
3.319 |
| S1 |
3.308 |
3.307 |
|