NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.166 |
3.271 |
0.105 |
3.3% |
3.260 |
| High |
3.279 |
3.313 |
0.034 |
1.0% |
3.323 |
| Low |
3.135 |
3.257 |
0.122 |
3.9% |
3.125 |
| Close |
3.272 |
3.279 |
0.007 |
0.2% |
3.153 |
| Range |
0.144 |
0.056 |
-0.088 |
-61.1% |
0.198 |
| ATR |
0.111 |
0.107 |
-0.004 |
-3.6% |
0.000 |
| Volume |
146,334 |
123,631 |
-22,703 |
-15.5% |
863,983 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.451 |
3.421 |
3.310 |
|
| R3 |
3.395 |
3.365 |
3.294 |
|
| R2 |
3.339 |
3.339 |
3.289 |
|
| R1 |
3.309 |
3.309 |
3.284 |
3.324 |
| PP |
3.283 |
3.283 |
3.283 |
3.291 |
| S1 |
3.253 |
3.253 |
3.274 |
3.268 |
| S2 |
3.227 |
3.227 |
3.269 |
|
| S3 |
3.171 |
3.197 |
3.264 |
|
| S4 |
3.115 |
3.141 |
3.248 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.794 |
3.672 |
3.262 |
|
| R3 |
3.596 |
3.474 |
3.207 |
|
| R2 |
3.398 |
3.398 |
3.189 |
|
| R1 |
3.276 |
3.276 |
3.171 |
3.238 |
| PP |
3.200 |
3.200 |
3.200 |
3.182 |
| S1 |
3.078 |
3.078 |
3.135 |
3.040 |
| S2 |
3.002 |
3.002 |
3.117 |
|
| S3 |
2.804 |
2.880 |
3.099 |
|
| S4 |
2.606 |
2.682 |
3.044 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.323 |
3.125 |
0.198 |
6.0% |
0.107 |
3.3% |
78% |
False |
False |
158,120 |
| 10 |
3.459 |
3.125 |
0.334 |
10.2% |
0.102 |
3.1% |
46% |
False |
False |
162,661 |
| 20 |
3.594 |
3.125 |
0.469 |
14.3% |
0.103 |
3.1% |
33% |
False |
False |
141,847 |
| 40 |
3.646 |
3.100 |
0.546 |
16.7% |
0.110 |
3.3% |
33% |
False |
False |
101,757 |
| 60 |
4.036 |
3.100 |
0.936 |
28.5% |
0.112 |
3.4% |
19% |
False |
False |
83,501 |
| 80 |
4.036 |
3.100 |
0.936 |
28.5% |
0.112 |
3.4% |
19% |
False |
False |
67,718 |
| 100 |
4.049 |
3.100 |
0.949 |
28.9% |
0.110 |
3.4% |
19% |
False |
False |
58,331 |
| 120 |
4.049 |
3.100 |
0.949 |
28.9% |
0.106 |
3.2% |
19% |
False |
False |
50,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.551 |
|
2.618 |
3.460 |
|
1.618 |
3.404 |
|
1.000 |
3.369 |
|
0.618 |
3.348 |
|
HIGH |
3.313 |
|
0.618 |
3.292 |
|
0.500 |
3.285 |
|
0.382 |
3.278 |
|
LOW |
3.257 |
|
0.618 |
3.222 |
|
1.000 |
3.201 |
|
1.618 |
3.166 |
|
2.618 |
3.110 |
|
4.250 |
3.019 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.285 |
3.259 |
| PP |
3.283 |
3.239 |
| S1 |
3.281 |
3.219 |
|