NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.485 |
3.450 |
-0.035 |
-1.0% |
3.490 |
| High |
3.517 |
3.488 |
-0.029 |
-0.8% |
3.621 |
| Low |
3.453 |
3.409 |
-0.044 |
-1.3% |
3.441 |
| Close |
3.471 |
3.478 |
0.007 |
0.2% |
3.471 |
| Range |
0.064 |
0.079 |
0.015 |
23.4% |
0.180 |
| ATR |
0.096 |
0.095 |
-0.001 |
-1.3% |
0.000 |
| Volume |
19,520 |
13,197 |
-6,323 |
-32.4% |
72,735 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.695 |
3.666 |
3.521 |
|
| R3 |
3.616 |
3.587 |
3.500 |
|
| R2 |
3.537 |
3.537 |
3.492 |
|
| R1 |
3.508 |
3.508 |
3.485 |
3.523 |
| PP |
3.458 |
3.458 |
3.458 |
3.466 |
| S1 |
3.429 |
3.429 |
3.471 |
3.444 |
| S2 |
3.379 |
3.379 |
3.464 |
|
| S3 |
3.300 |
3.350 |
3.456 |
|
| S4 |
3.221 |
3.271 |
3.435 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.051 |
3.941 |
3.570 |
|
| R3 |
3.871 |
3.761 |
3.521 |
|
| R2 |
3.691 |
3.691 |
3.504 |
|
| R1 |
3.581 |
3.581 |
3.488 |
3.546 |
| PP |
3.511 |
3.511 |
3.511 |
3.494 |
| S1 |
3.401 |
3.401 |
3.455 |
3.366 |
| S2 |
3.331 |
3.331 |
3.438 |
|
| S3 |
3.151 |
3.221 |
3.422 |
|
| S4 |
2.971 |
3.041 |
3.372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.621 |
3.409 |
0.212 |
6.1% |
0.086 |
2.5% |
33% |
False |
True |
14,915 |
| 10 |
3.621 |
3.407 |
0.214 |
6.2% |
0.089 |
2.6% |
33% |
False |
False |
13,069 |
| 20 |
3.763 |
3.407 |
0.356 |
10.2% |
0.090 |
2.6% |
20% |
False |
False |
11,887 |
| 40 |
3.763 |
3.204 |
0.559 |
16.1% |
0.093 |
2.7% |
49% |
False |
False |
8,968 |
| 60 |
4.035 |
3.204 |
0.831 |
23.9% |
0.092 |
2.7% |
33% |
False |
False |
7,390 |
| 80 |
4.035 |
3.204 |
0.831 |
23.9% |
0.090 |
2.6% |
33% |
False |
False |
6,121 |
| 100 |
4.035 |
3.204 |
0.831 |
23.9% |
0.086 |
2.5% |
33% |
False |
False |
5,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.824 |
|
2.618 |
3.695 |
|
1.618 |
3.616 |
|
1.000 |
3.567 |
|
0.618 |
3.537 |
|
HIGH |
3.488 |
|
0.618 |
3.458 |
|
0.500 |
3.449 |
|
0.382 |
3.439 |
|
LOW |
3.409 |
|
0.618 |
3.360 |
|
1.000 |
3.330 |
|
1.618 |
3.281 |
|
2.618 |
3.202 |
|
4.250 |
3.073 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.468 |
3.512 |
| PP |
3.458 |
3.501 |
| S1 |
3.449 |
3.489 |
|