NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.370 |
3.359 |
-0.011 |
-0.3% |
3.295 |
| High |
3.439 |
3.408 |
-0.031 |
-0.9% |
3.439 |
| Low |
3.337 |
3.348 |
0.011 |
0.3% |
3.265 |
| Close |
3.360 |
3.406 |
0.046 |
1.4% |
3.406 |
| Range |
0.102 |
0.060 |
-0.042 |
-41.2% |
0.174 |
| ATR |
0.099 |
0.096 |
-0.003 |
-2.8% |
0.000 |
| Volume |
33,700 |
48,181 |
14,481 |
43.0% |
170,377 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.567 |
3.547 |
3.439 |
|
| R3 |
3.507 |
3.487 |
3.423 |
|
| R2 |
3.447 |
3.447 |
3.417 |
|
| R1 |
3.427 |
3.427 |
3.412 |
3.437 |
| PP |
3.387 |
3.387 |
3.387 |
3.393 |
| S1 |
3.367 |
3.367 |
3.401 |
3.377 |
| S2 |
3.327 |
3.327 |
3.395 |
|
| S3 |
3.267 |
3.307 |
3.390 |
|
| S4 |
3.207 |
3.247 |
3.373 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.892 |
3.823 |
3.502 |
|
| R3 |
3.718 |
3.649 |
3.454 |
|
| R2 |
3.544 |
3.544 |
3.438 |
|
| R1 |
3.475 |
3.475 |
3.422 |
3.510 |
| PP |
3.370 |
3.370 |
3.370 |
3.387 |
| S1 |
3.301 |
3.301 |
3.390 |
3.336 |
| S2 |
3.196 |
3.196 |
3.374 |
|
| S3 |
3.022 |
3.127 |
3.358 |
|
| S4 |
2.848 |
2.953 |
3.310 |
|
|
| 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% |
0.082 |
2.4% |
82% |
False |
False |
47,474 |
| 10 |
3.456 |
3.260 |
0.196 |
5.8% |
0.090 |
2.6% |
74% |
False |
False |
63,636 |
| 20 |
3.592 |
3.260 |
0.332 |
9.7% |
0.094 |
2.7% |
44% |
False |
False |
43,027 |
| 40 |
3.716 |
3.150 |
0.566 |
16.6% |
0.100 |
2.9% |
45% |
False |
False |
29,569 |
| 60 |
3.902 |
3.150 |
0.752 |
22.1% |
0.099 |
2.9% |
34% |
False |
False |
23,220 |
| 80 |
4.015 |
3.150 |
0.865 |
25.4% |
0.097 |
2.8% |
30% |
False |
False |
18,934 |
| 100 |
4.015 |
3.150 |
0.865 |
25.4% |
0.094 |
2.7% |
30% |
False |
False |
16,371 |
| 120 |
4.015 |
3.150 |
0.865 |
25.4% |
0.090 |
2.6% |
30% |
False |
False |
14,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.663 |
|
2.618 |
3.565 |
|
1.618 |
3.505 |
|
1.000 |
3.468 |
|
0.618 |
3.445 |
|
HIGH |
3.408 |
|
0.618 |
3.385 |
|
0.500 |
3.378 |
|
0.382 |
3.371 |
|
LOW |
3.348 |
|
0.618 |
3.311 |
|
1.000 |
3.288 |
|
1.618 |
3.251 |
|
2.618 |
3.191 |
|
4.250 |
3.093 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.397 |
3.400 |
| PP |
3.387 |
3.394 |
| S1 |
3.378 |
3.388 |
|