NYMEX Natural Gas Future July 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 |
3.625 |
3.609 |
-0.016 |
-0.4% |
3.408 |
| High |
3.660 |
3.695 |
0.035 |
1.0% |
3.537 |
| Low |
3.579 |
3.559 |
-0.020 |
-0.6% |
3.382 |
| Close |
3.605 |
3.583 |
-0.022 |
-0.6% |
3.517 |
| Range |
0.081 |
0.136 |
0.055 |
67.9% |
0.155 |
| ATR |
0.089 |
0.092 |
0.003 |
3.8% |
0.000 |
| Volume |
17,624 |
15,293 |
-2,331 |
-13.2% |
65,685 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.020 |
3.938 |
3.658 |
|
| R3 |
3.884 |
3.802 |
3.620 |
|
| R2 |
3.748 |
3.748 |
3.608 |
|
| R1 |
3.666 |
3.666 |
3.595 |
3.639 |
| PP |
3.612 |
3.612 |
3.612 |
3.599 |
| S1 |
3.530 |
3.530 |
3.571 |
3.503 |
| S2 |
3.476 |
3.476 |
3.558 |
|
| S3 |
3.340 |
3.394 |
3.546 |
|
| S4 |
3.204 |
3.258 |
3.508 |
|
|
| 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 |
3.449 |
0.246 |
6.9% |
0.089 |
2.5% |
54% |
True |
False |
16,848 |
| 10 |
3.695 |
3.382 |
0.313 |
8.7% |
0.089 |
2.5% |
64% |
True |
False |
17,661 |
| 20 |
3.695 |
3.382 |
0.313 |
8.7% |
0.089 |
2.5% |
64% |
True |
False |
15,116 |
| 40 |
3.810 |
3.336 |
0.474 |
13.2% |
0.089 |
2.5% |
52% |
False |
False |
12,029 |
| 60 |
3.841 |
3.336 |
0.505 |
14.1% |
0.086 |
2.4% |
49% |
False |
False |
9,787 |
| 80 |
4.077 |
3.336 |
0.741 |
20.7% |
0.085 |
2.4% |
33% |
False |
False |
7,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.273 |
|
2.618 |
4.051 |
|
1.618 |
3.915 |
|
1.000 |
3.831 |
|
0.618 |
3.779 |
|
HIGH |
3.695 |
|
0.618 |
3.643 |
|
0.500 |
3.627 |
|
0.382 |
3.611 |
|
LOW |
3.559 |
|
0.618 |
3.475 |
|
1.000 |
3.423 |
|
1.618 |
3.339 |
|
2.618 |
3.203 |
|
4.250 |
2.981 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.627 |
3.623 |
| PP |
3.612 |
3.609 |
| S1 |
3.598 |
3.596 |
|