NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.415 |
3.387 |
-0.028 |
-0.8% |
3.424 |
| High |
3.456 |
3.428 |
-0.028 |
-0.8% |
3.563 |
| Low |
3.393 |
3.346 |
-0.047 |
-1.4% |
3.376 |
| Close |
3.408 |
3.416 |
0.008 |
0.2% |
3.408 |
| Range |
0.063 |
0.082 |
0.019 |
30.2% |
0.187 |
| ATR |
0.101 |
0.100 |
-0.001 |
-1.4% |
0.000 |
| Volume |
88,328 |
74,368 |
-13,960 |
-15.8% |
196,359 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.643 |
3.611 |
3.461 |
|
| R3 |
3.561 |
3.529 |
3.439 |
|
| R2 |
3.479 |
3.479 |
3.431 |
|
| R1 |
3.447 |
3.447 |
3.424 |
3.463 |
| PP |
3.397 |
3.397 |
3.397 |
3.405 |
| S1 |
3.365 |
3.365 |
3.408 |
3.381 |
| S2 |
3.315 |
3.315 |
3.401 |
|
| S3 |
3.233 |
3.283 |
3.393 |
|
| S4 |
3.151 |
3.201 |
3.371 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.010 |
3.896 |
3.511 |
|
| R3 |
3.823 |
3.709 |
3.459 |
|
| R2 |
3.636 |
3.636 |
3.442 |
|
| R1 |
3.522 |
3.522 |
3.425 |
3.486 |
| PP |
3.449 |
3.449 |
3.449 |
3.431 |
| S1 |
3.335 |
3.335 |
3.391 |
3.299 |
| S2 |
3.262 |
3.262 |
3.374 |
|
| S3 |
3.075 |
3.148 |
3.357 |
|
| S4 |
2.888 |
2.961 |
3.305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.563 |
3.346 |
0.217 |
6.4% |
0.090 |
2.6% |
32% |
False |
True |
48,294 |
| 10 |
3.563 |
3.345 |
0.218 |
6.4% |
0.092 |
2.7% |
33% |
False |
False |
34,668 |
| 20 |
3.716 |
3.345 |
0.371 |
10.9% |
0.097 |
2.8% |
19% |
False |
False |
27,514 |
| 40 |
3.716 |
3.150 |
0.566 |
16.6% |
0.100 |
2.9% |
47% |
False |
False |
20,118 |
| 60 |
4.015 |
3.150 |
0.865 |
25.3% |
0.099 |
2.9% |
31% |
False |
False |
16,189 |
| 80 |
4.015 |
3.150 |
0.865 |
25.3% |
0.095 |
2.8% |
31% |
False |
False |
13,492 |
| 100 |
4.015 |
3.150 |
0.865 |
25.3% |
0.091 |
2.7% |
31% |
False |
False |
11,942 |
| 120 |
4.015 |
3.150 |
0.865 |
25.3% |
0.089 |
2.6% |
31% |
False |
False |
10,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.777 |
|
2.618 |
3.643 |
|
1.618 |
3.561 |
|
1.000 |
3.510 |
|
0.618 |
3.479 |
|
HIGH |
3.428 |
|
0.618 |
3.397 |
|
0.500 |
3.387 |
|
0.382 |
3.377 |
|
LOW |
3.346 |
|
0.618 |
3.295 |
|
1.000 |
3.264 |
|
1.618 |
3.213 |
|
2.618 |
3.131 |
|
4.250 |
2.998 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.406 |
3.451 |
| PP |
3.397 |
3.439 |
| S1 |
3.387 |
3.428 |
|