NYMEX Natural Gas Future May 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 |
3.295 |
3.390 |
0.095 |
2.9% |
3.387 |
| High |
3.398 |
3.427 |
0.029 |
0.9% |
3.451 |
| Low |
3.265 |
3.373 |
0.108 |
3.3% |
3.260 |
| Close |
3.395 |
3.392 |
-0.003 |
-0.1% |
3.286 |
| Range |
0.133 |
0.054 |
-0.079 |
-59.4% |
0.191 |
| ATR |
0.102 |
0.099 |
-0.003 |
-3.4% |
0.000 |
| Volume |
38,955 |
49,541 |
10,586 |
27.2% |
377,655 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.559 |
3.530 |
3.422 |
|
| R3 |
3.505 |
3.476 |
3.407 |
|
| R2 |
3.451 |
3.451 |
3.402 |
|
| R1 |
3.422 |
3.422 |
3.397 |
3.437 |
| PP |
3.397 |
3.397 |
3.397 |
3.405 |
| S1 |
3.368 |
3.368 |
3.387 |
3.383 |
| S2 |
3.343 |
3.343 |
3.382 |
|
| S3 |
3.289 |
3.314 |
3.377 |
|
| S4 |
3.235 |
3.260 |
3.362 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.905 |
3.787 |
3.391 |
|
| R3 |
3.714 |
3.596 |
3.339 |
|
| R2 |
3.523 |
3.523 |
3.321 |
|
| R1 |
3.405 |
3.405 |
3.304 |
3.369 |
| PP |
3.332 |
3.332 |
3.332 |
3.314 |
| S1 |
3.214 |
3.214 |
3.268 |
3.178 |
| S2 |
3.141 |
3.141 |
3.251 |
|
| S3 |
2.950 |
3.023 |
3.233 |
|
| S4 |
2.759 |
2.832 |
3.181 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.451 |
3.260 |
0.191 |
5.6% |
0.100 |
3.0% |
69% |
False |
False |
63,438 |
| 10 |
3.563 |
3.260 |
0.303 |
8.9% |
0.094 |
2.8% |
44% |
False |
False |
61,357 |
| 20 |
3.670 |
3.260 |
0.410 |
12.1% |
0.096 |
2.8% |
32% |
False |
False |
41,538 |
| 40 |
3.716 |
3.150 |
0.566 |
16.7% |
0.100 |
2.9% |
43% |
False |
False |
28,019 |
| 60 |
4.015 |
3.150 |
0.865 |
25.5% |
0.100 |
2.9% |
28% |
False |
False |
22,044 |
| 80 |
4.015 |
3.150 |
0.865 |
25.5% |
0.097 |
2.8% |
28% |
False |
False |
18,031 |
| 100 |
4.015 |
3.150 |
0.865 |
25.5% |
0.093 |
2.7% |
28% |
False |
False |
15,692 |
| 120 |
4.015 |
3.150 |
0.865 |
25.5% |
0.090 |
2.6% |
28% |
False |
False |
13,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.657 |
|
2.618 |
3.568 |
|
1.618 |
3.514 |
|
1.000 |
3.481 |
|
0.618 |
3.460 |
|
HIGH |
3.427 |
|
0.618 |
3.406 |
|
0.500 |
3.400 |
|
0.382 |
3.394 |
|
LOW |
3.373 |
|
0.618 |
3.340 |
|
1.000 |
3.319 |
|
1.618 |
3.286 |
|
2.618 |
3.232 |
|
4.250 |
3.144 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.400 |
3.376 |
| PP |
3.397 |
3.360 |
| S1 |
3.395 |
3.344 |
|