NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.450 |
3.475 |
0.025 |
0.7% |
3.490 |
| High |
3.488 |
3.496 |
0.008 |
0.2% |
3.621 |
| Low |
3.409 |
3.415 |
0.006 |
0.2% |
3.441 |
| Close |
3.478 |
3.422 |
-0.056 |
-1.6% |
3.471 |
| Range |
0.079 |
0.081 |
0.002 |
2.5% |
0.180 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.1% |
0.000 |
| Volume |
13,197 |
13,257 |
60 |
0.5% |
72,735 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.687 |
3.636 |
3.467 |
|
| R3 |
3.606 |
3.555 |
3.444 |
|
| R2 |
3.525 |
3.525 |
3.437 |
|
| R1 |
3.474 |
3.474 |
3.429 |
3.459 |
| PP |
3.444 |
3.444 |
3.444 |
3.437 |
| S1 |
3.393 |
3.393 |
3.415 |
3.378 |
| S2 |
3.363 |
3.363 |
3.407 |
|
| S3 |
3.282 |
3.312 |
3.400 |
|
| S4 |
3.201 |
3.231 |
3.377 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.051 |
3.941 |
3.570 |
|
| R3 |
3.871 |
3.761 |
3.521 |
|
| R2 |
3.691 |
3.691 |
3.504 |
|
| R1 |
3.581 |
3.581 |
3.488 |
3.546 |
| PP |
3.511 |
3.511 |
3.511 |
3.494 |
| S1 |
3.401 |
3.401 |
3.455 |
3.366 |
| S2 |
3.331 |
3.331 |
3.438 |
|
| S3 |
3.151 |
3.221 |
3.422 |
|
| S4 |
2.971 |
3.041 |
3.372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.621 |
3.409 |
0.212 |
6.2% |
0.083 |
2.4% |
6% |
False |
False |
15,309 |
| 10 |
3.621 |
3.409 |
0.212 |
6.2% |
0.091 |
2.7% |
6% |
False |
False |
13,173 |
| 20 |
3.763 |
3.407 |
0.356 |
10.4% |
0.091 |
2.7% |
4% |
False |
False |
12,055 |
| 40 |
3.763 |
3.204 |
0.559 |
16.3% |
0.093 |
2.7% |
39% |
False |
False |
9,083 |
| 60 |
4.035 |
3.204 |
0.831 |
24.3% |
0.093 |
2.7% |
26% |
False |
False |
7,550 |
| 80 |
4.035 |
3.204 |
0.831 |
24.3% |
0.090 |
2.6% |
26% |
False |
False |
6,251 |
| 100 |
4.035 |
3.204 |
0.831 |
24.3% |
0.086 |
2.5% |
26% |
False |
False |
5,565 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.840 |
|
2.618 |
3.708 |
|
1.618 |
3.627 |
|
1.000 |
3.577 |
|
0.618 |
3.546 |
|
HIGH |
3.496 |
|
0.618 |
3.465 |
|
0.500 |
3.456 |
|
0.382 |
3.446 |
|
LOW |
3.415 |
|
0.618 |
3.365 |
|
1.000 |
3.334 |
|
1.618 |
3.284 |
|
2.618 |
3.203 |
|
4.250 |
3.071 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.456 |
3.463 |
| PP |
3.444 |
3.449 |
| S1 |
3.433 |
3.436 |
|