NYMEX Natural Gas Future April 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 |
3.407 |
3.470 |
0.063 |
1.8% |
3.220 |
| High |
3.477 |
3.517 |
0.040 |
1.2% |
3.380 |
| Low |
3.385 |
3.430 |
0.045 |
1.3% |
3.199 |
| Close |
3.470 |
3.456 |
-0.014 |
-0.4% |
3.349 |
| Range |
0.092 |
0.087 |
-0.005 |
-5.4% |
0.181 |
| ATR |
0.102 |
0.101 |
-0.001 |
-1.0% |
0.000 |
| Volume |
122,024 |
124,520 |
2,496 |
2.0% |
393,616 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.729 |
3.679 |
3.504 |
|
| R3 |
3.642 |
3.592 |
3.480 |
|
| R2 |
3.555 |
3.555 |
3.472 |
|
| R1 |
3.505 |
3.505 |
3.464 |
3.487 |
| PP |
3.468 |
3.468 |
3.468 |
3.458 |
| S1 |
3.418 |
3.418 |
3.448 |
3.400 |
| S2 |
3.381 |
3.381 |
3.440 |
|
| S3 |
3.294 |
3.331 |
3.432 |
|
| S4 |
3.207 |
3.244 |
3.408 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.852 |
3.782 |
3.449 |
|
| R3 |
3.671 |
3.601 |
3.399 |
|
| R2 |
3.490 |
3.490 |
3.382 |
|
| R1 |
3.420 |
3.420 |
3.366 |
3.455 |
| PP |
3.309 |
3.309 |
3.309 |
3.327 |
| S1 |
3.239 |
3.239 |
3.332 |
3.274 |
| S2 |
3.128 |
3.128 |
3.316 |
|
| S3 |
2.947 |
3.058 |
3.299 |
|
| S4 |
2.766 |
2.877 |
3.249 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.517 |
3.274 |
0.243 |
7.0% |
0.081 |
2.3% |
75% |
True |
False |
109,161 |
| 10 |
3.517 |
3.191 |
0.326 |
9.4% |
0.095 |
2.7% |
81% |
True |
False |
103,026 |
| 20 |
3.517 |
3.191 |
0.326 |
9.4% |
0.096 |
2.8% |
81% |
True |
False |
78,686 |
| 40 |
3.670 |
3.150 |
0.520 |
15.0% |
0.104 |
3.0% |
59% |
False |
False |
60,369 |
| 60 |
3.775 |
3.150 |
0.625 |
18.1% |
0.105 |
3.0% |
49% |
False |
False |
51,446 |
| 80 |
3.997 |
3.150 |
0.847 |
24.5% |
0.104 |
3.0% |
36% |
False |
False |
44,732 |
| 100 |
3.997 |
3.150 |
0.847 |
24.5% |
0.102 |
3.0% |
36% |
False |
False |
40,771 |
| 120 |
3.997 |
3.150 |
0.847 |
24.5% |
0.100 |
2.9% |
36% |
False |
False |
37,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.887 |
|
2.618 |
3.745 |
|
1.618 |
3.658 |
|
1.000 |
3.604 |
|
0.618 |
3.571 |
|
HIGH |
3.517 |
|
0.618 |
3.484 |
|
0.500 |
3.474 |
|
0.382 |
3.463 |
|
LOW |
3.430 |
|
0.618 |
3.376 |
|
1.000 |
3.343 |
|
1.618 |
3.289 |
|
2.618 |
3.202 |
|
4.250 |
3.060 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.474 |
3.438 |
| PP |
3.468 |
3.420 |
| S1 |
3.462 |
3.402 |
|