NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.420 |
3.418 |
-0.002 |
-0.1% |
3.349 |
| High |
3.490 |
3.463 |
-0.027 |
-0.8% |
3.490 |
| Low |
3.394 |
3.405 |
0.011 |
0.3% |
3.325 |
| Close |
3.415 |
3.461 |
0.046 |
1.3% |
3.461 |
| Range |
0.096 |
0.058 |
-0.038 |
-39.6% |
0.165 |
| ATR |
0.094 |
0.092 |
-0.003 |
-2.7% |
0.000 |
| Volume |
15,145 |
19,056 |
3,911 |
25.8% |
69,146 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.617 |
3.597 |
3.493 |
|
| R3 |
3.559 |
3.539 |
3.477 |
|
| R2 |
3.501 |
3.501 |
3.472 |
|
| R1 |
3.481 |
3.481 |
3.466 |
3.491 |
| PP |
3.443 |
3.443 |
3.443 |
3.448 |
| S1 |
3.423 |
3.423 |
3.456 |
3.433 |
| S2 |
3.385 |
3.385 |
3.450 |
|
| S3 |
3.327 |
3.365 |
3.445 |
|
| S4 |
3.269 |
3.307 |
3.429 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.920 |
3.856 |
3.552 |
|
| R3 |
3.755 |
3.691 |
3.506 |
|
| R2 |
3.590 |
3.590 |
3.491 |
|
| R1 |
3.526 |
3.526 |
3.476 |
3.558 |
| PP |
3.425 |
3.425 |
3.425 |
3.442 |
| S1 |
3.361 |
3.361 |
3.446 |
3.393 |
| S2 |
3.260 |
3.260 |
3.431 |
|
| S3 |
3.095 |
3.196 |
3.416 |
|
| S4 |
2.930 |
3.031 |
3.370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.490 |
3.325 |
0.165 |
4.8% |
0.078 |
2.2% |
82% |
False |
False |
19,101 |
| 10 |
3.517 |
3.325 |
0.192 |
5.5% |
0.085 |
2.5% |
71% |
False |
False |
16,935 |
| 20 |
3.648 |
3.325 |
0.323 |
9.3% |
0.089 |
2.6% |
42% |
False |
False |
14,446 |
| 40 |
3.763 |
3.204 |
0.559 |
16.2% |
0.093 |
2.7% |
46% |
False |
False |
11,261 |
| 60 |
3.947 |
3.204 |
0.743 |
21.5% |
0.093 |
2.7% |
35% |
False |
False |
9,279 |
| 80 |
4.035 |
3.204 |
0.831 |
24.0% |
0.091 |
2.6% |
31% |
False |
False |
7,612 |
| 100 |
4.035 |
3.204 |
0.831 |
24.0% |
0.088 |
2.5% |
31% |
False |
False |
6,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.710 |
|
2.618 |
3.615 |
|
1.618 |
3.557 |
|
1.000 |
3.521 |
|
0.618 |
3.499 |
|
HIGH |
3.463 |
|
0.618 |
3.441 |
|
0.500 |
3.434 |
|
0.382 |
3.427 |
|
LOW |
3.405 |
|
0.618 |
3.369 |
|
1.000 |
3.347 |
|
1.618 |
3.311 |
|
2.618 |
3.253 |
|
4.250 |
3.159 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.452 |
3.455 |
| PP |
3.443 |
3.448 |
| S1 |
3.434 |
3.442 |
|