NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.503 |
3.535 |
0.032 |
0.9% |
3.295 |
| High |
3.600 |
3.536 |
-0.064 |
-1.8% |
3.439 |
| Low |
3.457 |
3.535 |
0.078 |
2.3% |
3.265 |
| Close |
3.481 |
3.531 |
0.050 |
1.4% |
3.406 |
| Range |
0.143 |
0.001 |
-0.142 |
-99.3% |
0.174 |
| ATR |
0.101 |
0.097 |
-0.003 |
-3.2% |
0.000 |
| Volume |
35,307 |
53,177 |
17,870 |
50.6% |
170,377 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.537 |
3.535 |
3.532 |
|
| R3 |
3.536 |
3.534 |
3.531 |
|
| R2 |
3.535 |
3.535 |
3.531 |
|
| R1 |
3.533 |
3.533 |
3.531 |
3.534 |
| PP |
3.534 |
3.534 |
3.534 |
3.534 |
| S1 |
3.532 |
3.532 |
3.531 |
3.533 |
| S2 |
3.533 |
3.533 |
3.531 |
|
| S3 |
3.532 |
3.531 |
3.531 |
|
| S4 |
3.531 |
3.530 |
3.530 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.892 |
3.823 |
3.502 |
|
| R3 |
3.718 |
3.649 |
3.454 |
|
| R2 |
3.544 |
3.544 |
3.438 |
|
| R1 |
3.475 |
3.475 |
3.422 |
3.510 |
| PP |
3.370 |
3.370 |
3.370 |
3.387 |
| S1 |
3.301 |
3.301 |
3.390 |
3.336 |
| S2 |
3.196 |
3.196 |
3.374 |
|
| S3 |
3.022 |
3.127 |
3.358 |
|
| S4 |
2.848 |
2.953 |
3.310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.600 |
3.348 |
0.252 |
7.1% |
0.075 |
2.1% |
73% |
False |
False |
40,872 |
| 10 |
3.600 |
3.260 |
0.340 |
9.6% |
0.089 |
2.5% |
80% |
False |
False |
47,192 |
| 20 |
3.600 |
3.260 |
0.340 |
9.6% |
0.093 |
2.6% |
80% |
False |
False |
47,011 |
| 40 |
3.716 |
3.150 |
0.566 |
16.0% |
0.098 |
2.8% |
67% |
False |
False |
32,778 |
| 60 |
3.784 |
3.150 |
0.634 |
18.0% |
0.098 |
2.8% |
60% |
False |
False |
25,326 |
| 80 |
4.015 |
3.150 |
0.865 |
24.5% |
0.096 |
2.7% |
44% |
False |
False |
20,661 |
| 100 |
4.015 |
3.150 |
0.865 |
24.5% |
0.093 |
2.6% |
44% |
False |
False |
17,701 |
| 120 |
4.015 |
3.150 |
0.865 |
24.5% |
0.090 |
2.6% |
44% |
False |
False |
15,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.540 |
|
2.618 |
3.539 |
|
1.618 |
3.538 |
|
1.000 |
3.537 |
|
0.618 |
3.537 |
|
HIGH |
3.536 |
|
0.618 |
3.536 |
|
0.500 |
3.536 |
|
0.382 |
3.535 |
|
LOW |
3.535 |
|
0.618 |
3.534 |
|
1.000 |
3.534 |
|
1.618 |
3.533 |
|
2.618 |
3.532 |
|
4.250 |
3.531 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.536 |
3.530 |
| PP |
3.534 |
3.529 |
| S1 |
3.533 |
3.529 |
|