NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.313 |
3.330 |
0.017 |
0.5% |
3.413 |
| High |
3.354 |
3.427 |
0.073 |
2.2% |
3.414 |
| Low |
3.259 |
3.318 |
0.059 |
1.8% |
3.232 |
| Close |
3.315 |
3.399 |
0.084 |
2.5% |
3.301 |
| Range |
0.095 |
0.109 |
0.014 |
14.7% |
0.182 |
| ATR |
0.114 |
0.114 |
0.000 |
-0.1% |
0.000 |
| Volume |
91,487 |
107,593 |
16,106 |
17.6% |
718,921 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.708 |
3.663 |
3.459 |
|
| R3 |
3.599 |
3.554 |
3.429 |
|
| R2 |
3.490 |
3.490 |
3.419 |
|
| R1 |
3.445 |
3.445 |
3.409 |
3.468 |
| PP |
3.381 |
3.381 |
3.381 |
3.393 |
| S1 |
3.336 |
3.336 |
3.389 |
3.359 |
| S2 |
3.272 |
3.272 |
3.379 |
|
| S3 |
3.163 |
3.227 |
3.369 |
|
| S4 |
3.054 |
3.118 |
3.339 |
|
|
| 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 |
3.427 |
3.243 |
0.184 |
5.4% |
0.110 |
3.2% |
85% |
True |
False |
130,290 |
| 10 |
3.594 |
3.232 |
0.362 |
10.7% |
0.104 |
3.0% |
46% |
False |
False |
121,033 |
| 20 |
3.646 |
3.105 |
0.541 |
15.9% |
0.109 |
3.2% |
54% |
False |
False |
104,594 |
| 40 |
3.699 |
3.100 |
0.599 |
17.6% |
0.111 |
3.3% |
50% |
False |
False |
77,822 |
| 60 |
4.036 |
3.100 |
0.936 |
27.5% |
0.115 |
3.4% |
32% |
False |
False |
60,034 |
| 80 |
4.049 |
3.100 |
0.949 |
27.9% |
0.112 |
3.3% |
32% |
False |
False |
49,916 |
| 100 |
4.049 |
3.100 |
0.949 |
27.9% |
0.108 |
3.2% |
32% |
False |
False |
43,358 |
| 120 |
4.049 |
3.100 |
0.949 |
27.9% |
0.104 |
3.1% |
32% |
False |
False |
37,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.890 |
|
2.618 |
3.712 |
|
1.618 |
3.603 |
|
1.000 |
3.536 |
|
0.618 |
3.494 |
|
HIGH |
3.427 |
|
0.618 |
3.385 |
|
0.500 |
3.373 |
|
0.382 |
3.360 |
|
LOW |
3.318 |
|
0.618 |
3.251 |
|
1.000 |
3.209 |
|
1.618 |
3.142 |
|
2.618 |
3.033 |
|
4.250 |
2.855 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.390 |
3.380 |
| PP |
3.381 |
3.362 |
| S1 |
3.373 |
3.343 |
|