NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.422 |
3.408 |
-0.014 |
-0.4% |
3.518 |
| High |
3.434 |
3.504 |
0.070 |
2.0% |
3.559 |
| Low |
3.384 |
3.382 |
-0.002 |
-0.1% |
3.384 |
| Close |
3.404 |
3.501 |
0.097 |
2.8% |
3.404 |
| Range |
0.050 |
0.122 |
0.072 |
144.0% |
0.175 |
| ATR |
0.090 |
0.093 |
0.002 |
2.5% |
0.000 |
| Volume |
26,828 |
16,467 |
-10,361 |
-38.6% |
88,831 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.828 |
3.787 |
3.568 |
|
| R3 |
3.706 |
3.665 |
3.535 |
|
| R2 |
3.584 |
3.584 |
3.523 |
|
| R1 |
3.543 |
3.543 |
3.512 |
3.564 |
| PP |
3.462 |
3.462 |
3.462 |
3.473 |
| S1 |
3.421 |
3.421 |
3.490 |
3.442 |
| S2 |
3.340 |
3.340 |
3.479 |
|
| S3 |
3.218 |
3.299 |
3.467 |
|
| S4 |
3.096 |
3.177 |
3.434 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.974 |
3.864 |
3.500 |
|
| R3 |
3.799 |
3.689 |
3.452 |
|
| R2 |
3.624 |
3.624 |
3.436 |
|
| R1 |
3.514 |
3.514 |
3.420 |
3.482 |
| PP |
3.449 |
3.449 |
3.449 |
3.433 |
| S1 |
3.339 |
3.339 |
3.388 |
3.307 |
| S2 |
3.274 |
3.274 |
3.372 |
|
| S3 |
3.099 |
3.164 |
3.356 |
|
| S4 |
2.924 |
2.989 |
3.308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.559 |
3.382 |
0.177 |
5.1% |
0.095 |
2.7% |
67% |
False |
True |
17,940 |
| 10 |
3.676 |
3.382 |
0.294 |
8.4% |
0.089 |
2.5% |
40% |
False |
True |
15,544 |
| 20 |
3.810 |
3.382 |
0.428 |
12.2% |
0.091 |
2.6% |
28% |
False |
True |
13,287 |
| 40 |
3.810 |
3.336 |
0.474 |
13.5% |
0.089 |
2.5% |
35% |
False |
False |
10,257 |
| 60 |
4.077 |
3.336 |
0.741 |
21.2% |
0.087 |
2.5% |
22% |
False |
False |
8,369 |
| 80 |
4.077 |
3.336 |
0.741 |
21.2% |
0.086 |
2.5% |
22% |
False |
False |
6,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.023 |
|
2.618 |
3.823 |
|
1.618 |
3.701 |
|
1.000 |
3.626 |
|
0.618 |
3.579 |
|
HIGH |
3.504 |
|
0.618 |
3.457 |
|
0.500 |
3.443 |
|
0.382 |
3.429 |
|
LOW |
3.382 |
|
0.618 |
3.307 |
|
1.000 |
3.260 |
|
1.618 |
3.185 |
|
2.618 |
3.063 |
|
4.250 |
2.864 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.482 |
3.488 |
| PP |
3.462 |
3.475 |
| S1 |
3.443 |
3.463 |
|