NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.327 |
3.321 |
-0.006 |
-0.2% |
3.330 |
| High |
3.367 |
3.380 |
0.013 |
0.4% |
3.387 |
| Low |
3.312 |
3.274 |
-0.038 |
-1.1% |
3.191 |
| Close |
3.331 |
3.298 |
-0.033 |
-1.0% |
3.218 |
| Range |
0.055 |
0.106 |
0.051 |
92.7% |
0.196 |
| ATR |
0.102 |
0.103 |
0.000 |
0.3% |
0.000 |
| Volume |
83,987 |
141,544 |
57,557 |
68.5% |
462,908 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.635 |
3.573 |
3.356 |
|
| R3 |
3.529 |
3.467 |
3.327 |
|
| R2 |
3.423 |
3.423 |
3.317 |
|
| R1 |
3.361 |
3.361 |
3.308 |
3.339 |
| PP |
3.317 |
3.317 |
3.317 |
3.307 |
| S1 |
3.255 |
3.255 |
3.288 |
3.233 |
| S2 |
3.211 |
3.211 |
3.279 |
|
| S3 |
3.105 |
3.149 |
3.269 |
|
| S4 |
2.999 |
3.043 |
3.240 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.853 |
3.732 |
3.326 |
|
| R3 |
3.657 |
3.536 |
3.272 |
|
| R2 |
3.461 |
3.461 |
3.254 |
|
| R1 |
3.340 |
3.340 |
3.236 |
3.303 |
| PP |
3.265 |
3.265 |
3.265 |
3.247 |
| S1 |
3.144 |
3.144 |
3.200 |
3.107 |
| S2 |
3.069 |
3.069 |
3.182 |
|
| S3 |
2.873 |
2.948 |
3.164 |
|
| S4 |
2.677 |
2.752 |
3.110 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.380 |
3.191 |
0.189 |
5.7% |
0.106 |
3.2% |
57% |
True |
False |
99,410 |
| 10 |
3.498 |
3.191 |
0.307 |
9.3% |
0.102 |
3.1% |
35% |
False |
False |
92,596 |
| 20 |
3.613 |
3.191 |
0.422 |
12.8% |
0.100 |
3.0% |
25% |
False |
False |
69,588 |
| 40 |
3.670 |
3.150 |
0.520 |
15.8% |
0.104 |
3.2% |
28% |
False |
False |
53,588 |
| 60 |
3.943 |
3.150 |
0.793 |
24.0% |
0.106 |
3.2% |
19% |
False |
False |
47,294 |
| 80 |
3.997 |
3.150 |
0.847 |
25.7% |
0.105 |
3.2% |
17% |
False |
False |
41,487 |
| 100 |
3.997 |
3.150 |
0.847 |
25.7% |
0.103 |
3.1% |
17% |
False |
False |
38,662 |
| 120 |
3.997 |
3.150 |
0.847 |
25.7% |
0.100 |
3.0% |
17% |
False |
False |
34,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.831 |
|
2.618 |
3.658 |
|
1.618 |
3.552 |
|
1.000 |
3.486 |
|
0.618 |
3.446 |
|
HIGH |
3.380 |
|
0.618 |
3.340 |
|
0.500 |
3.327 |
|
0.382 |
3.314 |
|
LOW |
3.274 |
|
0.618 |
3.208 |
|
1.000 |
3.168 |
|
1.618 |
3.102 |
|
2.618 |
2.996 |
|
4.250 |
2.824 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.327 |
3.295 |
| PP |
3.317 |
3.292 |
| S1 |
3.308 |
3.290 |
|