NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.450 |
3.420 |
-0.030 |
-0.9% |
3.450 |
| High |
3.477 |
3.490 |
0.013 |
0.4% |
3.506 |
| Low |
3.423 |
3.394 |
-0.029 |
-0.8% |
3.326 |
| Close |
3.445 |
3.415 |
-0.030 |
-0.9% |
3.346 |
| Range |
0.054 |
0.096 |
0.042 |
77.8% |
0.180 |
| ATR |
0.094 |
0.094 |
0.000 |
0.1% |
0.000 |
| Volume |
20,586 |
15,145 |
-5,441 |
-26.4% |
80,684 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.721 |
3.664 |
3.468 |
|
| R3 |
3.625 |
3.568 |
3.441 |
|
| R2 |
3.529 |
3.529 |
3.433 |
|
| R1 |
3.472 |
3.472 |
3.424 |
3.453 |
| PP |
3.433 |
3.433 |
3.433 |
3.423 |
| S1 |
3.376 |
3.376 |
3.406 |
3.357 |
| S2 |
3.337 |
3.337 |
3.397 |
|
| S3 |
3.241 |
3.280 |
3.389 |
|
| S4 |
3.145 |
3.184 |
3.362 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.933 |
3.819 |
3.445 |
|
| R3 |
3.753 |
3.639 |
3.396 |
|
| R2 |
3.573 |
3.573 |
3.379 |
|
| R1 |
3.459 |
3.459 |
3.363 |
3.426 |
| PP |
3.393 |
3.393 |
3.393 |
3.376 |
| S1 |
3.279 |
3.279 |
3.330 |
3.246 |
| S2 |
3.213 |
3.213 |
3.313 |
|
| S3 |
3.033 |
3.099 |
3.297 |
|
| S4 |
2.853 |
2.919 |
3.247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.492 |
3.325 |
0.167 |
4.9% |
0.097 |
2.9% |
54% |
False |
False |
17,304 |
| 10 |
3.615 |
3.325 |
0.290 |
8.5% |
0.094 |
2.8% |
31% |
False |
False |
16,509 |
| 20 |
3.718 |
3.325 |
0.393 |
11.5% |
0.092 |
2.7% |
23% |
False |
False |
14,022 |
| 40 |
3.763 |
3.204 |
0.559 |
16.4% |
0.093 |
2.7% |
38% |
False |
False |
10,936 |
| 60 |
3.980 |
3.204 |
0.776 |
22.7% |
0.094 |
2.7% |
27% |
False |
False |
8,980 |
| 80 |
4.035 |
3.204 |
0.831 |
24.3% |
0.091 |
2.7% |
25% |
False |
False |
7,399 |
| 100 |
4.035 |
3.204 |
0.831 |
24.3% |
0.088 |
2.6% |
25% |
False |
False |
6,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.898 |
|
2.618 |
3.741 |
|
1.618 |
3.645 |
|
1.000 |
3.586 |
|
0.618 |
3.549 |
|
HIGH |
3.490 |
|
0.618 |
3.453 |
|
0.500 |
3.442 |
|
0.382 |
3.431 |
|
LOW |
3.394 |
|
0.618 |
3.335 |
|
1.000 |
3.298 |
|
1.618 |
3.239 |
|
2.618 |
3.143 |
|
4.250 |
2.986 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.442 |
3.413 |
| PP |
3.433 |
3.410 |
| S1 |
3.424 |
3.408 |
|