NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.307 |
3.295 |
-0.012 |
-0.4% |
3.387 |
| High |
3.323 |
3.398 |
0.075 |
2.3% |
3.451 |
| Low |
3.260 |
3.265 |
0.005 |
0.2% |
3.260 |
| Close |
3.286 |
3.395 |
0.109 |
3.3% |
3.286 |
| Range |
0.063 |
0.133 |
0.070 |
111.1% |
0.191 |
| ATR |
0.100 |
0.102 |
0.002 |
2.3% |
0.000 |
| Volume |
66,997 |
38,955 |
-28,042 |
-41.9% |
377,655 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.752 |
3.706 |
3.468 |
|
| R3 |
3.619 |
3.573 |
3.432 |
|
| R2 |
3.486 |
3.486 |
3.419 |
|
| R1 |
3.440 |
3.440 |
3.407 |
3.463 |
| PP |
3.353 |
3.353 |
3.353 |
3.364 |
| S1 |
3.307 |
3.307 |
3.383 |
3.330 |
| S2 |
3.220 |
3.220 |
3.371 |
|
| S3 |
3.087 |
3.174 |
3.358 |
|
| S4 |
2.954 |
3.041 |
3.322 |
|
|
| 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 |
5.6% |
0.107 |
3.2% |
71% |
False |
False |
68,448 |
| 10 |
3.563 |
3.260 |
0.303 |
8.9% |
0.099 |
2.9% |
45% |
False |
False |
58,371 |
| 20 |
3.716 |
3.260 |
0.456 |
13.4% |
0.100 |
2.9% |
30% |
False |
False |
39,860 |
| 40 |
3.716 |
3.150 |
0.566 |
16.7% |
0.102 |
3.0% |
43% |
False |
False |
27,015 |
| 60 |
4.015 |
3.150 |
0.865 |
25.5% |
0.101 |
3.0% |
28% |
False |
False |
21,281 |
| 80 |
4.015 |
3.150 |
0.865 |
25.5% |
0.097 |
2.9% |
28% |
False |
False |
17,446 |
| 100 |
4.015 |
3.150 |
0.865 |
25.5% |
0.094 |
2.8% |
28% |
False |
False |
15,216 |
| 120 |
4.015 |
3.150 |
0.865 |
25.5% |
0.090 |
2.6% |
28% |
False |
False |
13,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.963 |
|
2.618 |
3.746 |
|
1.618 |
3.613 |
|
1.000 |
3.531 |
|
0.618 |
3.480 |
|
HIGH |
3.398 |
|
0.618 |
3.347 |
|
0.500 |
3.332 |
|
0.382 |
3.316 |
|
LOW |
3.265 |
|
0.618 |
3.183 |
|
1.000 |
3.132 |
|
1.618 |
3.050 |
|
2.618 |
2.917 |
|
4.250 |
2.700 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.374 |
3.380 |
| PP |
3.353 |
3.364 |
| S1 |
3.332 |
3.349 |
|