NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.359 |
3.447 |
0.088 |
2.6% |
3.295 |
| High |
3.408 |
3.529 |
0.121 |
3.6% |
3.439 |
| Low |
3.348 |
3.444 |
0.096 |
2.9% |
3.265 |
| Close |
3.406 |
3.522 |
0.116 |
3.4% |
3.406 |
| Range |
0.060 |
0.085 |
0.025 |
41.7% |
0.174 |
| ATR |
0.096 |
0.098 |
0.002 |
2.0% |
0.000 |
| Volume |
48,181 |
28,348 |
-19,833 |
-41.2% |
170,377 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.753 |
3.723 |
3.569 |
|
| R3 |
3.668 |
3.638 |
3.545 |
|
| R2 |
3.583 |
3.583 |
3.538 |
|
| R1 |
3.553 |
3.553 |
3.530 |
3.568 |
| PP |
3.498 |
3.498 |
3.498 |
3.506 |
| S1 |
3.468 |
3.468 |
3.514 |
3.483 |
| S2 |
3.413 |
3.413 |
3.506 |
|
| S3 |
3.328 |
3.383 |
3.499 |
|
| S4 |
3.243 |
3.298 |
3.475 |
|
|
| 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 |
3.529 |
3.265 |
0.264 |
7.5% |
0.087 |
2.5% |
97% |
True |
False |
39,745 |
| 10 |
3.529 |
3.260 |
0.269 |
7.6% |
0.092 |
2.6% |
97% |
True |
False |
57,638 |
| 20 |
3.563 |
3.260 |
0.303 |
8.6% |
0.094 |
2.7% |
86% |
False |
False |
43,264 |
| 40 |
3.716 |
3.150 |
0.566 |
16.1% |
0.100 |
2.8% |
66% |
False |
False |
30,106 |
| 60 |
3.865 |
3.150 |
0.715 |
20.3% |
0.100 |
2.8% |
52% |
False |
False |
23,570 |
| 80 |
4.015 |
3.150 |
0.865 |
24.6% |
0.096 |
2.7% |
43% |
False |
False |
19,237 |
| 100 |
4.015 |
3.150 |
0.865 |
24.6% |
0.094 |
2.7% |
43% |
False |
False |
16,609 |
| 120 |
4.015 |
3.150 |
0.865 |
24.6% |
0.090 |
2.6% |
43% |
False |
False |
14,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.890 |
|
2.618 |
3.752 |
|
1.618 |
3.667 |
|
1.000 |
3.614 |
|
0.618 |
3.582 |
|
HIGH |
3.529 |
|
0.618 |
3.497 |
|
0.500 |
3.487 |
|
0.382 |
3.476 |
|
LOW |
3.444 |
|
0.618 |
3.391 |
|
1.000 |
3.359 |
|
1.618 |
3.306 |
|
2.618 |
3.221 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.510 |
3.492 |
| PP |
3.498 |
3.463 |
| S1 |
3.487 |
3.433 |
|