NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.418 |
3.491 |
0.073 |
2.1% |
3.349 |
| High |
3.463 |
3.580 |
0.117 |
3.4% |
3.490 |
| Low |
3.405 |
3.491 |
0.086 |
2.5% |
3.325 |
| Close |
3.461 |
3.573 |
0.112 |
3.2% |
3.461 |
| Range |
0.058 |
0.089 |
0.031 |
53.4% |
0.165 |
| ATR |
0.092 |
0.094 |
0.002 |
2.1% |
0.000 |
| Volume |
19,056 |
12,991 |
-6,065 |
-31.8% |
69,146 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.815 |
3.783 |
3.622 |
|
| R3 |
3.726 |
3.694 |
3.597 |
|
| R2 |
3.637 |
3.637 |
3.589 |
|
| R1 |
3.605 |
3.605 |
3.581 |
3.621 |
| PP |
3.548 |
3.548 |
3.548 |
3.556 |
| S1 |
3.516 |
3.516 |
3.565 |
3.532 |
| S2 |
3.459 |
3.459 |
3.557 |
|
| S3 |
3.370 |
3.427 |
3.549 |
|
| S4 |
3.281 |
3.338 |
3.524 |
|
|
| 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 |
3.580 |
3.325 |
0.255 |
7.1% |
0.085 |
2.4% |
97% |
True |
False |
16,427 |
| 10 |
3.580 |
3.325 |
0.255 |
7.1% |
0.088 |
2.5% |
97% |
True |
False |
16,282 |
| 20 |
3.621 |
3.325 |
0.296 |
8.3% |
0.090 |
2.5% |
84% |
False |
False |
14,520 |
| 40 |
3.763 |
3.204 |
0.559 |
15.6% |
0.094 |
2.6% |
66% |
False |
False |
11,459 |
| 60 |
3.947 |
3.204 |
0.743 |
20.8% |
0.094 |
2.6% |
50% |
False |
False |
9,451 |
| 80 |
4.035 |
3.204 |
0.831 |
23.3% |
0.091 |
2.5% |
44% |
False |
False |
7,756 |
| 100 |
4.035 |
3.204 |
0.831 |
23.3% |
0.089 |
2.5% |
44% |
False |
False |
6,741 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.958 |
|
2.618 |
3.813 |
|
1.618 |
3.724 |
|
1.000 |
3.669 |
|
0.618 |
3.635 |
|
HIGH |
3.580 |
|
0.618 |
3.546 |
|
0.500 |
3.536 |
|
0.382 |
3.525 |
|
LOW |
3.491 |
|
0.618 |
3.436 |
|
1.000 |
3.402 |
|
1.618 |
3.347 |
|
2.618 |
3.258 |
|
4.250 |
3.113 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.561 |
3.544 |
| PP |
3.548 |
3.516 |
| S1 |
3.536 |
3.487 |
|