NYMEX Natural Gas Future August 2013
Trading Metrics calculated at close of trading on 27-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
3.672 |
3.632 |
-0.040 |
-1.1% |
3.431 |
High |
3.673 |
3.718 |
0.045 |
1.2% |
3.562 |
Low |
3.601 |
3.586 |
-0.015 |
-0.4% |
3.404 |
Close |
3.629 |
3.610 |
-0.019 |
-0.5% |
3.541 |
Range |
0.072 |
0.132 |
0.060 |
83.3% |
0.158 |
ATR |
0.086 |
0.089 |
0.003 |
3.9% |
0.000 |
Volume |
7,506 |
5,836 |
-1,670 |
-22.2% |
22,464 |
|
Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.034 |
3.954 |
3.683 |
|
R3 |
3.902 |
3.822 |
3.646 |
|
R2 |
3.770 |
3.770 |
3.634 |
|
R1 |
3.690 |
3.690 |
3.622 |
3.664 |
PP |
3.638 |
3.638 |
3.638 |
3.625 |
S1 |
3.558 |
3.558 |
3.598 |
3.532 |
S2 |
3.506 |
3.506 |
3.586 |
|
S3 |
3.374 |
3.426 |
3.574 |
|
S4 |
3.242 |
3.294 |
3.537 |
|
|
Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.976 |
3.917 |
3.628 |
|
R3 |
3.818 |
3.759 |
3.584 |
|
R2 |
3.660 |
3.660 |
3.570 |
|
R1 |
3.601 |
3.601 |
3.555 |
3.631 |
PP |
3.502 |
3.502 |
3.502 |
3.517 |
S1 |
3.443 |
3.443 |
3.527 |
3.473 |
S2 |
3.344 |
3.344 |
3.512 |
|
S3 |
3.186 |
3.285 |
3.498 |
|
S4 |
3.028 |
3.127 |
3.454 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.718 |
3.473 |
0.245 |
6.8% |
0.081 |
2.2% |
56% |
True |
False |
6,210 |
10 |
3.718 |
3.404 |
0.314 |
8.7% |
0.082 |
2.3% |
66% |
True |
False |
6,048 |
20 |
3.718 |
3.404 |
0.314 |
8.7% |
0.083 |
2.3% |
66% |
True |
False |
5,824 |
40 |
3.829 |
3.365 |
0.464 |
12.9% |
0.083 |
2.3% |
53% |
False |
False |
5,066 |
60 |
3.862 |
3.365 |
0.497 |
13.8% |
0.078 |
2.2% |
49% |
False |
False |
4,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.279 |
2.618 |
4.064 |
1.618 |
3.932 |
1.000 |
3.850 |
0.618 |
3.800 |
HIGH |
3.718 |
0.618 |
3.668 |
0.500 |
3.652 |
0.382 |
3.636 |
LOW |
3.586 |
0.618 |
3.504 |
1.000 |
3.454 |
1.618 |
3.372 |
2.618 |
3.240 |
4.250 |
3.025 |
|
|
Fisher Pivots for day following 27-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
3.652 |
3.652 |
PP |
3.638 |
3.638 |
S1 |
3.624 |
3.624 |
|