NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.447 |
3.524 |
0.077 |
2.2% |
3.295 |
| High |
3.529 |
3.564 |
0.035 |
1.0% |
3.439 |
| Low |
3.444 |
3.479 |
0.035 |
1.0% |
3.265 |
| Close |
3.522 |
3.504 |
-0.018 |
-0.5% |
3.406 |
| Range |
0.085 |
0.085 |
0.000 |
0.0% |
0.174 |
| ATR |
0.098 |
0.097 |
-0.001 |
-1.0% |
0.000 |
| Volume |
28,348 |
39,349 |
11,001 |
38.8% |
170,377 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.771 |
3.722 |
3.551 |
|
| R3 |
3.686 |
3.637 |
3.527 |
|
| R2 |
3.601 |
3.601 |
3.520 |
|
| R1 |
3.552 |
3.552 |
3.512 |
3.534 |
| PP |
3.516 |
3.516 |
3.516 |
3.507 |
| S1 |
3.467 |
3.467 |
3.496 |
3.449 |
| S2 |
3.431 |
3.431 |
3.488 |
|
| S3 |
3.346 |
3.382 |
3.481 |
|
| S4 |
3.261 |
3.297 |
3.457 |
|
|
| 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 |
3.564 |
3.337 |
0.227 |
6.5% |
0.077 |
2.2% |
74% |
True |
False |
39,823 |
| 10 |
3.564 |
3.260 |
0.304 |
8.7% |
0.092 |
2.6% |
80% |
True |
False |
54,136 |
| 20 |
3.564 |
3.260 |
0.304 |
8.7% |
0.092 |
2.6% |
80% |
True |
False |
44,402 |
| 40 |
3.716 |
3.150 |
0.566 |
16.2% |
0.101 |
2.9% |
63% |
False |
False |
30,927 |
| 60 |
3.806 |
3.150 |
0.656 |
18.7% |
0.100 |
2.8% |
54% |
False |
False |
24,134 |
| 80 |
4.015 |
3.150 |
0.865 |
24.7% |
0.096 |
2.7% |
41% |
False |
False |
19,674 |
| 100 |
4.015 |
3.150 |
0.865 |
24.7% |
0.093 |
2.7% |
41% |
False |
False |
16,921 |
| 120 |
4.015 |
3.150 |
0.865 |
24.7% |
0.090 |
2.6% |
41% |
False |
False |
14,780 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.925 |
|
2.618 |
3.787 |
|
1.618 |
3.702 |
|
1.000 |
3.649 |
|
0.618 |
3.617 |
|
HIGH |
3.564 |
|
0.618 |
3.532 |
|
0.500 |
3.522 |
|
0.382 |
3.511 |
|
LOW |
3.479 |
|
0.618 |
3.426 |
|
1.000 |
3.394 |
|
1.618 |
3.341 |
|
2.618 |
3.256 |
|
4.250 |
3.118 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.522 |
3.488 |
| PP |
3.516 |
3.472 |
| S1 |
3.510 |
3.456 |
|