NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.427 |
3.307 |
-0.120 |
-3.5% |
3.387 |
| High |
3.438 |
3.323 |
-0.115 |
-3.3% |
3.451 |
| Low |
3.274 |
3.260 |
-0.014 |
-0.4% |
3.260 |
| Close |
3.301 |
3.286 |
-0.015 |
-0.5% |
3.286 |
| Range |
0.164 |
0.063 |
-0.101 |
-61.6% |
0.191 |
| ATR |
0.103 |
0.100 |
-0.003 |
-2.8% |
0.000 |
| Volume |
78,373 |
66,997 |
-11,376 |
-14.5% |
377,655 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.479 |
3.445 |
3.321 |
|
| R3 |
3.416 |
3.382 |
3.303 |
|
| R2 |
3.353 |
3.353 |
3.298 |
|
| R1 |
3.319 |
3.319 |
3.292 |
3.305 |
| PP |
3.290 |
3.290 |
3.290 |
3.282 |
| S1 |
3.256 |
3.256 |
3.280 |
3.242 |
| S2 |
3.227 |
3.227 |
3.274 |
|
| S3 |
3.164 |
3.193 |
3.269 |
|
| S4 |
3.101 |
3.130 |
3.251 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.905 |
3.787 |
3.391 |
|
| R3 |
3.714 |
3.596 |
3.339 |
|
| R2 |
3.523 |
3.523 |
3.321 |
|
| R1 |
3.405 |
3.405 |
3.304 |
3.369 |
| PP |
3.332 |
3.332 |
3.332 |
3.314 |
| S1 |
3.214 |
3.214 |
3.268 |
3.178 |
| S2 |
3.141 |
3.141 |
3.251 |
|
| S3 |
2.950 |
3.023 |
3.233 |
|
| S4 |
2.759 |
2.832 |
3.181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.451 |
3.260 |
0.191 |
5.8% |
0.097 |
2.9% |
14% |
False |
True |
75,531 |
| 10 |
3.563 |
3.260 |
0.303 |
9.2% |
0.094 |
2.9% |
9% |
False |
True |
57,401 |
| 20 |
3.716 |
3.260 |
0.456 |
13.9% |
0.098 |
3.0% |
6% |
False |
True |
38,799 |
| 40 |
3.716 |
3.150 |
0.566 |
17.2% |
0.101 |
3.1% |
24% |
False |
False |
26,300 |
| 60 |
4.015 |
3.150 |
0.865 |
26.3% |
0.100 |
3.0% |
16% |
False |
False |
20,695 |
| 80 |
4.015 |
3.150 |
0.865 |
26.3% |
0.096 |
2.9% |
16% |
False |
False |
17,046 |
| 100 |
4.015 |
3.150 |
0.865 |
26.3% |
0.093 |
2.8% |
16% |
False |
False |
14,846 |
| 120 |
4.015 |
3.150 |
0.865 |
26.3% |
0.089 |
2.7% |
16% |
False |
False |
12,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.591 |
|
2.618 |
3.488 |
|
1.618 |
3.425 |
|
1.000 |
3.386 |
|
0.618 |
3.362 |
|
HIGH |
3.323 |
|
0.618 |
3.299 |
|
0.500 |
3.292 |
|
0.382 |
3.284 |
|
LOW |
3.260 |
|
0.618 |
3.221 |
|
1.000 |
3.197 |
|
1.618 |
3.158 |
|
2.618 |
3.095 |
|
4.250 |
2.992 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.292 |
3.356 |
| PP |
3.290 |
3.332 |
| S1 |
3.288 |
3.309 |
|