NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 04-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2013 |
04-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.328 |
3.313 |
-0.015 |
-0.5% |
3.413 |
| High |
3.387 |
3.354 |
-0.033 |
-1.0% |
3.414 |
| Low |
3.278 |
3.259 |
-0.019 |
-0.6% |
3.232 |
| Close |
3.301 |
3.315 |
0.014 |
0.4% |
3.301 |
| Range |
0.109 |
0.095 |
-0.014 |
-12.8% |
0.182 |
| ATR |
0.115 |
0.114 |
-0.001 |
-1.3% |
0.000 |
| Volume |
126,838 |
91,487 |
-35,351 |
-27.9% |
718,921 |
|
| Daily Pivots for day following 04-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.594 |
3.550 |
3.367 |
|
| R3 |
3.499 |
3.455 |
3.341 |
|
| R2 |
3.404 |
3.404 |
3.332 |
|
| R1 |
3.360 |
3.360 |
3.324 |
3.382 |
| PP |
3.309 |
3.309 |
3.309 |
3.321 |
| S1 |
3.265 |
3.265 |
3.306 |
3.287 |
| S2 |
3.214 |
3.214 |
3.298 |
|
| S3 |
3.119 |
3.170 |
3.289 |
|
| S4 |
3.024 |
3.075 |
3.263 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.862 |
3.763 |
3.401 |
|
| R3 |
3.680 |
3.581 |
3.351 |
|
| R2 |
3.498 |
3.498 |
3.334 |
|
| R1 |
3.399 |
3.399 |
3.318 |
3.358 |
| PP |
3.316 |
3.316 |
3.316 |
3.295 |
| S1 |
3.217 |
3.217 |
3.284 |
3.176 |
| S2 |
3.134 |
3.134 |
3.268 |
|
| S3 |
2.952 |
3.035 |
3.251 |
|
| S4 |
2.770 |
2.853 |
3.201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.395 |
3.232 |
0.163 |
4.9% |
0.101 |
3.1% |
51% |
False |
False |
131,994 |
| 10 |
3.646 |
3.232 |
0.414 |
12.5% |
0.107 |
3.2% |
20% |
False |
False |
122,279 |
| 20 |
3.646 |
3.105 |
0.541 |
16.3% |
0.109 |
3.3% |
39% |
False |
False |
101,429 |
| 40 |
3.750 |
3.100 |
0.650 |
19.6% |
0.112 |
3.4% |
33% |
False |
False |
75,876 |
| 60 |
4.036 |
3.100 |
0.936 |
28.2% |
0.114 |
3.4% |
23% |
False |
False |
58,633 |
| 80 |
4.049 |
3.100 |
0.949 |
28.6% |
0.112 |
3.4% |
23% |
False |
False |
48,904 |
| 100 |
4.049 |
3.100 |
0.949 |
28.6% |
0.108 |
3.3% |
23% |
False |
False |
42,620 |
| 120 |
4.049 |
3.100 |
0.949 |
28.6% |
0.104 |
3.1% |
23% |
False |
False |
36,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.758 |
|
2.618 |
3.603 |
|
1.618 |
3.508 |
|
1.000 |
3.449 |
|
0.618 |
3.413 |
|
HIGH |
3.354 |
|
0.618 |
3.318 |
|
0.500 |
3.307 |
|
0.382 |
3.295 |
|
LOW |
3.259 |
|
0.618 |
3.200 |
|
1.000 |
3.164 |
|
1.618 |
3.105 |
|
2.618 |
3.010 |
|
4.250 |
2.855 |
|
|
| Fisher Pivots for day following 04-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.312 |
3.319 |
| PP |
3.309 |
3.318 |
| S1 |
3.307 |
3.316 |
|