NYMEX Natural Gas Future July 2013
Trading Metrics calculated at close of trading on 28-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
3.609 |
3.565 |
-0.044 |
-1.2% |
3.408 |
High |
3.695 |
3.657 |
-0.038 |
-1.0% |
3.537 |
Low |
3.559 |
3.550 |
-0.009 |
-0.3% |
3.382 |
Close |
3.583 |
3.634 |
0.051 |
1.4% |
3.517 |
Range |
0.136 |
0.107 |
-0.029 |
-21.3% |
0.155 |
ATR |
0.092 |
0.093 |
0.001 |
1.2% |
0.000 |
Volume |
15,293 |
28,431 |
13,138 |
85.9% |
65,685 |
|
Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.935 |
3.891 |
3.693 |
|
R3 |
3.828 |
3.784 |
3.663 |
|
R2 |
3.721 |
3.721 |
3.654 |
|
R1 |
3.677 |
3.677 |
3.644 |
3.699 |
PP |
3.614 |
3.614 |
3.614 |
3.625 |
S1 |
3.570 |
3.570 |
3.624 |
3.592 |
S2 |
3.507 |
3.507 |
3.614 |
|
S3 |
3.400 |
3.463 |
3.605 |
|
S4 |
3.293 |
3.356 |
3.575 |
|
|
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 |
3.695 |
3.461 |
0.234 |
6.4% |
0.092 |
2.5% |
74% |
False |
False |
19,660 |
10 |
3.695 |
3.382 |
0.313 |
8.6% |
0.092 |
2.5% |
81% |
False |
False |
19,023 |
20 |
3.695 |
3.382 |
0.313 |
8.6% |
0.091 |
2.5% |
81% |
False |
False |
16,000 |
40 |
3.810 |
3.336 |
0.474 |
13.0% |
0.089 |
2.4% |
63% |
False |
False |
12,633 |
60 |
3.841 |
3.336 |
0.505 |
13.9% |
0.086 |
2.4% |
59% |
False |
False |
10,205 |
80 |
4.077 |
3.336 |
0.741 |
20.4% |
0.086 |
2.4% |
40% |
False |
False |
8,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.112 |
2.618 |
3.937 |
1.618 |
3.830 |
1.000 |
3.764 |
0.618 |
3.723 |
HIGH |
3.657 |
0.618 |
3.616 |
0.500 |
3.604 |
0.382 |
3.591 |
LOW |
3.550 |
0.618 |
3.484 |
1.000 |
3.443 |
1.618 |
3.377 |
2.618 |
3.270 |
4.250 |
3.095 |
|
|
Fisher Pivots for day following 28-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
3.624 |
3.630 |
PP |
3.614 |
3.626 |
S1 |
3.604 |
3.623 |
|