NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.524 |
3.503 |
-0.021 |
-0.6% |
3.295 |
| High |
3.564 |
3.600 |
0.036 |
1.0% |
3.439 |
| Low |
3.479 |
3.457 |
-0.022 |
-0.6% |
3.265 |
| Close |
3.504 |
3.481 |
-0.023 |
-0.7% |
3.406 |
| Range |
0.085 |
0.143 |
0.058 |
68.2% |
0.174 |
| ATR |
0.097 |
0.101 |
0.003 |
3.3% |
0.000 |
| Volume |
39,349 |
35,307 |
-4,042 |
-10.3% |
170,377 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.942 |
3.854 |
3.560 |
|
| R3 |
3.799 |
3.711 |
3.520 |
|
| R2 |
3.656 |
3.656 |
3.507 |
|
| R1 |
3.568 |
3.568 |
3.494 |
3.541 |
| PP |
3.513 |
3.513 |
3.513 |
3.499 |
| S1 |
3.425 |
3.425 |
3.468 |
3.398 |
| S2 |
3.370 |
3.370 |
3.455 |
|
| S3 |
3.227 |
3.282 |
3.442 |
|
| S4 |
3.084 |
3.139 |
3.402 |
|
|
| 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 |
3.600 |
3.337 |
0.263 |
7.6% |
0.095 |
2.7% |
55% |
True |
False |
36,977 |
| 10 |
3.600 |
3.260 |
0.340 |
9.8% |
0.098 |
2.8% |
65% |
True |
False |
50,207 |
| 20 |
3.600 |
3.260 |
0.340 |
9.8% |
0.096 |
2.8% |
65% |
True |
False |
45,193 |
| 40 |
3.716 |
3.150 |
0.566 |
16.3% |
0.101 |
2.9% |
58% |
False |
False |
31,603 |
| 60 |
3.784 |
3.150 |
0.634 |
18.2% |
0.099 |
2.9% |
52% |
False |
False |
24,586 |
| 80 |
4.015 |
3.150 |
0.865 |
24.8% |
0.097 |
2.8% |
38% |
False |
False |
20,048 |
| 100 |
4.015 |
3.150 |
0.865 |
24.8% |
0.094 |
2.7% |
38% |
False |
False |
17,219 |
| 120 |
4.015 |
3.150 |
0.865 |
24.8% |
0.091 |
2.6% |
38% |
False |
False |
15,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.208 |
|
2.618 |
3.974 |
|
1.618 |
3.831 |
|
1.000 |
3.743 |
|
0.618 |
3.688 |
|
HIGH |
3.600 |
|
0.618 |
3.545 |
|
0.500 |
3.529 |
|
0.382 |
3.512 |
|
LOW |
3.457 |
|
0.618 |
3.369 |
|
1.000 |
3.314 |
|
1.618 |
3.226 |
|
2.618 |
3.083 |
|
4.250 |
2.849 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.529 |
3.522 |
| PP |
3.513 |
3.508 |
| S1 |
3.497 |
3.495 |
|