NYMEX Natural Gas Future March 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.271 |
3.268 |
-0.003 |
-0.1% |
3.260 |
| High |
3.313 |
3.337 |
0.024 |
0.7% |
3.323 |
| Low |
3.257 |
3.231 |
-0.026 |
-0.8% |
3.125 |
| Close |
3.279 |
3.246 |
-0.033 |
-1.0% |
3.153 |
| Range |
0.056 |
0.106 |
0.050 |
89.3% |
0.198 |
| ATR |
0.107 |
0.107 |
0.000 |
-0.1% |
0.000 |
| Volume |
123,631 |
174,163 |
50,532 |
40.9% |
863,983 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.589 |
3.524 |
3.304 |
|
| R3 |
3.483 |
3.418 |
3.275 |
|
| R2 |
3.377 |
3.377 |
3.265 |
|
| R1 |
3.312 |
3.312 |
3.256 |
3.292 |
| PP |
3.271 |
3.271 |
3.271 |
3.261 |
| S1 |
3.206 |
3.206 |
3.236 |
3.186 |
| S2 |
3.165 |
3.165 |
3.227 |
|
| S3 |
3.059 |
3.100 |
3.217 |
|
| S4 |
2.953 |
2.994 |
3.188 |
|
|
| 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 |
3.337 |
3.125 |
0.212 |
6.5% |
0.110 |
3.4% |
57% |
True |
False |
156,422 |
| 10 |
3.453 |
3.125 |
0.328 |
10.1% |
0.106 |
3.3% |
37% |
False |
False |
167,154 |
| 20 |
3.588 |
3.125 |
0.463 |
14.3% |
0.104 |
3.2% |
26% |
False |
False |
146,573 |
| 40 |
3.646 |
3.100 |
0.546 |
16.8% |
0.110 |
3.4% |
27% |
False |
False |
104,828 |
| 60 |
3.985 |
3.100 |
0.885 |
27.3% |
0.113 |
3.5% |
16% |
False |
False |
85,995 |
| 80 |
4.036 |
3.100 |
0.936 |
28.8% |
0.112 |
3.4% |
16% |
False |
False |
69,706 |
| 100 |
4.049 |
3.100 |
0.949 |
29.2% |
0.110 |
3.4% |
15% |
False |
False |
59,901 |
| 120 |
4.049 |
3.100 |
0.949 |
29.2% |
0.107 |
3.3% |
15% |
False |
False |
51,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.788 |
|
2.618 |
3.615 |
|
1.618 |
3.509 |
|
1.000 |
3.443 |
|
0.618 |
3.403 |
|
HIGH |
3.337 |
|
0.618 |
3.297 |
|
0.500 |
3.284 |
|
0.382 |
3.271 |
|
LOW |
3.231 |
|
0.618 |
3.165 |
|
1.000 |
3.125 |
|
1.618 |
3.059 |
|
2.618 |
2.953 |
|
4.250 |
2.781 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.284 |
3.243 |
| PP |
3.271 |
3.239 |
| S1 |
3.259 |
3.236 |
|