NYMEX Natural Gas Future April 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.449 |
-0.021 |
-0.6% |
3.220 |
| High |
3.517 |
3.554 |
0.037 |
1.1% |
3.380 |
| Low |
3.430 |
3.406 |
-0.024 |
-0.7% |
3.199 |
| Close |
3.456 |
3.434 |
-0.022 |
-0.6% |
3.349 |
| Range |
0.087 |
0.148 |
0.061 |
70.1% |
0.181 |
| ATR |
0.101 |
0.104 |
0.003 |
3.3% |
0.000 |
| Volume |
124,520 |
173,665 |
49,145 |
39.5% |
393,616 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.909 |
3.819 |
3.515 |
|
| R3 |
3.761 |
3.671 |
3.475 |
|
| R2 |
3.613 |
3.613 |
3.461 |
|
| R1 |
3.523 |
3.523 |
3.448 |
3.494 |
| PP |
3.465 |
3.465 |
3.465 |
3.450 |
| S1 |
3.375 |
3.375 |
3.420 |
3.346 |
| S2 |
3.317 |
3.317 |
3.407 |
|
| S3 |
3.169 |
3.227 |
3.393 |
|
| S4 |
3.021 |
3.079 |
3.353 |
|
|
| 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 |
3.554 |
3.274 |
0.280 |
8.2% |
0.099 |
2.9% |
57% |
True |
False |
127,097 |
| 10 |
3.554 |
3.191 |
0.363 |
10.6% |
0.101 |
2.9% |
67% |
True |
False |
109,375 |
| 20 |
3.554 |
3.191 |
0.363 |
10.6% |
0.100 |
2.9% |
67% |
True |
False |
85,265 |
| 40 |
3.670 |
3.150 |
0.520 |
15.1% |
0.105 |
3.0% |
55% |
False |
False |
64,282 |
| 60 |
3.747 |
3.150 |
0.597 |
17.4% |
0.105 |
3.0% |
48% |
False |
False |
53,762 |
| 80 |
3.997 |
3.150 |
0.847 |
24.7% |
0.105 |
3.1% |
34% |
False |
False |
46,699 |
| 100 |
3.997 |
3.150 |
0.847 |
24.7% |
0.103 |
3.0% |
34% |
False |
False |
42,130 |
| 120 |
3.997 |
3.150 |
0.847 |
24.7% |
0.100 |
2.9% |
34% |
False |
False |
38,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.183 |
|
2.618 |
3.941 |
|
1.618 |
3.793 |
|
1.000 |
3.702 |
|
0.618 |
3.645 |
|
HIGH |
3.554 |
|
0.618 |
3.497 |
|
0.500 |
3.480 |
|
0.382 |
3.463 |
|
LOW |
3.406 |
|
0.618 |
3.315 |
|
1.000 |
3.258 |
|
1.618 |
3.167 |
|
2.618 |
3.019 |
|
4.250 |
2.777 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.480 |
3.470 |
| PP |
3.465 |
3.458 |
| S1 |
3.449 |
3.446 |
|