NYMEX Natural Gas Future May 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 |
3.387 |
3.415 |
0.028 |
0.8% |
3.424 |
| High |
3.428 |
3.445 |
0.017 |
0.5% |
3.563 |
| Low |
3.346 |
3.358 |
0.012 |
0.4% |
3.376 |
| Close |
3.416 |
3.364 |
-0.052 |
-1.5% |
3.408 |
| Range |
0.082 |
0.087 |
0.005 |
6.1% |
0.187 |
| ATR |
0.100 |
0.099 |
-0.001 |
-0.9% |
0.000 |
| Volume |
74,368 |
74,593 |
225 |
0.3% |
196,359 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.650 |
3.594 |
3.412 |
|
| R3 |
3.563 |
3.507 |
3.388 |
|
| R2 |
3.476 |
3.476 |
3.380 |
|
| R1 |
3.420 |
3.420 |
3.372 |
3.405 |
| PP |
3.389 |
3.389 |
3.389 |
3.381 |
| S1 |
3.333 |
3.333 |
3.356 |
3.318 |
| S2 |
3.302 |
3.302 |
3.348 |
|
| S3 |
3.215 |
3.246 |
3.340 |
|
| S4 |
3.128 |
3.159 |
3.316 |
|
|
| 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 |
6.5% |
0.087 |
2.6% |
8% |
False |
False |
59,277 |
| 10 |
3.563 |
3.346 |
0.217 |
6.5% |
0.095 |
2.8% |
8% |
False |
False |
40,179 |
| 20 |
3.716 |
3.345 |
0.371 |
11.0% |
0.098 |
2.9% |
5% |
False |
False |
30,093 |
| 40 |
3.716 |
3.150 |
0.566 |
16.8% |
0.100 |
3.0% |
38% |
False |
False |
21,657 |
| 60 |
4.015 |
3.150 |
0.865 |
25.7% |
0.099 |
2.9% |
25% |
False |
False |
17,247 |
| 80 |
4.015 |
3.150 |
0.865 |
25.7% |
0.096 |
2.8% |
25% |
False |
False |
14,386 |
| 100 |
4.015 |
3.150 |
0.865 |
25.7% |
0.092 |
2.7% |
25% |
False |
False |
12,660 |
| 120 |
4.015 |
3.150 |
0.865 |
25.7% |
0.089 |
2.6% |
25% |
False |
False |
11,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.815 |
|
2.618 |
3.673 |
|
1.618 |
3.586 |
|
1.000 |
3.532 |
|
0.618 |
3.499 |
|
HIGH |
3.445 |
|
0.618 |
3.412 |
|
0.500 |
3.402 |
|
0.382 |
3.391 |
|
LOW |
3.358 |
|
0.618 |
3.304 |
|
1.000 |
3.271 |
|
1.618 |
3.217 |
|
2.618 |
3.130 |
|
4.250 |
2.988 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.402 |
3.401 |
| PP |
3.389 |
3.389 |
| S1 |
3.377 |
3.376 |
|