NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.390 |
3.370 |
-0.020 |
-0.6% |
3.387 |
| High |
3.427 |
3.439 |
0.012 |
0.4% |
3.451 |
| Low |
3.373 |
3.337 |
-0.036 |
-1.1% |
3.260 |
| Close |
3.392 |
3.360 |
-0.032 |
-0.9% |
3.286 |
| Range |
0.054 |
0.102 |
0.048 |
88.9% |
0.191 |
| ATR |
0.099 |
0.099 |
0.000 |
0.2% |
0.000 |
| Volume |
49,541 |
33,700 |
-15,841 |
-32.0% |
377,655 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.685 |
3.624 |
3.416 |
|
| R3 |
3.583 |
3.522 |
3.388 |
|
| R2 |
3.481 |
3.481 |
3.379 |
|
| R1 |
3.420 |
3.420 |
3.369 |
3.400 |
| PP |
3.379 |
3.379 |
3.379 |
3.368 |
| S1 |
3.318 |
3.318 |
3.351 |
3.298 |
| S2 |
3.277 |
3.277 |
3.341 |
|
| S3 |
3.175 |
3.216 |
3.332 |
|
| S4 |
3.073 |
3.114 |
3.304 |
|
|
| 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 |
3.439 |
3.260 |
0.179 |
5.3% |
0.103 |
3.1% |
56% |
True |
False |
53,513 |
| 10 |
3.556 |
3.260 |
0.296 |
8.8% |
0.099 |
2.9% |
34% |
False |
False |
62,208 |
| 20 |
3.666 |
3.260 |
0.406 |
12.1% |
0.097 |
2.9% |
25% |
False |
False |
41,823 |
| 40 |
3.716 |
3.150 |
0.566 |
16.8% |
0.101 |
3.0% |
37% |
False |
False |
28,574 |
| 60 |
3.942 |
3.150 |
0.792 |
23.6% |
0.100 |
3.0% |
27% |
False |
False |
22,486 |
| 80 |
4.015 |
3.150 |
0.865 |
25.7% |
0.097 |
2.9% |
24% |
False |
False |
18,397 |
| 100 |
4.015 |
3.150 |
0.865 |
25.7% |
0.094 |
2.8% |
24% |
False |
False |
15,962 |
| 120 |
4.015 |
3.150 |
0.865 |
25.7% |
0.090 |
2.7% |
24% |
False |
False |
13,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.873 |
|
2.618 |
3.706 |
|
1.618 |
3.604 |
|
1.000 |
3.541 |
|
0.618 |
3.502 |
|
HIGH |
3.439 |
|
0.618 |
3.400 |
|
0.500 |
3.388 |
|
0.382 |
3.376 |
|
LOW |
3.337 |
|
0.618 |
3.274 |
|
1.000 |
3.235 |
|
1.618 |
3.172 |
|
2.618 |
3.070 |
|
4.250 |
2.904 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.388 |
3.357 |
| PP |
3.379 |
3.355 |
| S1 |
3.369 |
3.352 |
|