NYMEX Natural Gas Future July 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 |
3.468 |
3.567 |
0.099 |
2.9% |
3.408 |
| High |
3.518 |
3.631 |
0.113 |
3.2% |
3.537 |
| Low |
3.461 |
3.550 |
0.089 |
2.6% |
3.382 |
| Close |
3.517 |
3.625 |
0.108 |
3.1% |
3.517 |
| Range |
0.057 |
0.081 |
0.024 |
42.1% |
0.155 |
| ATR |
0.087 |
0.089 |
0.002 |
2.2% |
0.000 |
| Volume |
19,134 |
17,818 |
-1,316 |
-6.9% |
65,685 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.845 |
3.816 |
3.670 |
|
| R3 |
3.764 |
3.735 |
3.647 |
|
| R2 |
3.683 |
3.683 |
3.640 |
|
| R1 |
3.654 |
3.654 |
3.632 |
3.669 |
| PP |
3.602 |
3.602 |
3.602 |
3.609 |
| S1 |
3.573 |
3.573 |
3.618 |
3.588 |
| S2 |
3.521 |
3.521 |
3.610 |
|
| S3 |
3.440 |
3.492 |
3.603 |
|
| S4 |
3.359 |
3.411 |
3.580 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.944 |
3.885 |
3.602 |
|
| R3 |
3.789 |
3.730 |
3.560 |
|
| R2 |
3.634 |
3.634 |
3.545 |
|
| R1 |
3.575 |
3.575 |
3.531 |
3.605 |
| PP |
3.479 |
3.479 |
3.479 |
3.493 |
| S1 |
3.420 |
3.420 |
3.503 |
3.450 |
| S2 |
3.324 |
3.324 |
3.489 |
|
| S3 |
3.169 |
3.265 |
3.474 |
|
| S4 |
3.014 |
3.110 |
3.432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.631 |
3.382 |
0.249 |
6.9% |
0.080 |
2.2% |
98% |
True |
False |
16,700 |
| 10 |
3.631 |
3.382 |
0.249 |
6.9% |
0.083 |
2.3% |
98% |
True |
False |
17,233 |
| 20 |
3.676 |
3.382 |
0.294 |
8.1% |
0.087 |
2.4% |
83% |
False |
False |
14,424 |
| 40 |
3.810 |
3.336 |
0.474 |
13.1% |
0.087 |
2.4% |
61% |
False |
False |
11,389 |
| 60 |
3.942 |
3.336 |
0.606 |
16.7% |
0.086 |
2.4% |
48% |
False |
False |
9,352 |
| 80 |
4.077 |
3.336 |
0.741 |
20.4% |
0.085 |
2.3% |
39% |
False |
False |
7,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.975 |
|
2.618 |
3.843 |
|
1.618 |
3.762 |
|
1.000 |
3.712 |
|
0.618 |
3.681 |
|
HIGH |
3.631 |
|
0.618 |
3.600 |
|
0.500 |
3.591 |
|
0.382 |
3.581 |
|
LOW |
3.550 |
|
0.618 |
3.500 |
|
1.000 |
3.469 |
|
1.618 |
3.419 |
|
2.618 |
3.338 |
|
4.250 |
3.206 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.614 |
3.597 |
| PP |
3.602 |
3.568 |
| S1 |
3.591 |
3.540 |
|