NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.491 |
3.570 |
0.079 |
2.3% |
3.349 |
| High |
3.580 |
3.613 |
0.033 |
0.9% |
3.490 |
| Low |
3.491 |
3.529 |
0.038 |
1.1% |
3.325 |
| Close |
3.573 |
3.554 |
-0.019 |
-0.5% |
3.461 |
| Range |
0.089 |
0.084 |
-0.005 |
-5.6% |
0.165 |
| ATR |
0.094 |
0.093 |
-0.001 |
-0.7% |
0.000 |
| Volume |
12,991 |
16,212 |
3,221 |
24.8% |
69,146 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.817 |
3.770 |
3.600 |
|
| R3 |
3.733 |
3.686 |
3.577 |
|
| R2 |
3.649 |
3.649 |
3.569 |
|
| R1 |
3.602 |
3.602 |
3.562 |
3.584 |
| PP |
3.565 |
3.565 |
3.565 |
3.556 |
| S1 |
3.518 |
3.518 |
3.546 |
3.500 |
| S2 |
3.481 |
3.481 |
3.539 |
|
| S3 |
3.397 |
3.434 |
3.531 |
|
| S4 |
3.313 |
3.350 |
3.508 |
|
|
| 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 |
3.613 |
3.394 |
0.219 |
6.2% |
0.076 |
2.1% |
73% |
True |
False |
16,798 |
| 10 |
3.613 |
3.325 |
0.288 |
8.1% |
0.088 |
2.5% |
80% |
True |
False |
16,583 |
| 20 |
3.621 |
3.325 |
0.296 |
8.3% |
0.089 |
2.5% |
77% |
False |
False |
14,826 |
| 40 |
3.763 |
3.204 |
0.559 |
15.7% |
0.095 |
2.7% |
63% |
False |
False |
11,792 |
| 60 |
3.809 |
3.204 |
0.605 |
17.0% |
0.092 |
2.6% |
58% |
False |
False |
9,675 |
| 80 |
4.035 |
3.204 |
0.831 |
23.4% |
0.091 |
2.6% |
42% |
False |
False |
7,926 |
| 100 |
4.035 |
3.204 |
0.831 |
23.4% |
0.088 |
2.5% |
42% |
False |
False |
6,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.970 |
|
2.618 |
3.833 |
|
1.618 |
3.749 |
|
1.000 |
3.697 |
|
0.618 |
3.665 |
|
HIGH |
3.613 |
|
0.618 |
3.581 |
|
0.500 |
3.571 |
|
0.382 |
3.561 |
|
LOW |
3.529 |
|
0.618 |
3.477 |
|
1.000 |
3.445 |
|
1.618 |
3.393 |
|
2.618 |
3.309 |
|
4.250 |
3.172 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.571 |
3.539 |
| PP |
3.565 |
3.524 |
| S1 |
3.560 |
3.509 |
|