NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.570 |
3.547 |
-0.023 |
-0.6% |
3.349 |
| High |
3.613 |
3.646 |
0.033 |
0.9% |
3.490 |
| Low |
3.529 |
3.507 |
-0.022 |
-0.6% |
3.325 |
| Close |
3.554 |
3.530 |
-0.024 |
-0.7% |
3.461 |
| Range |
0.084 |
0.139 |
0.055 |
65.5% |
0.165 |
| ATR |
0.093 |
0.096 |
0.003 |
3.5% |
0.000 |
| Volume |
16,212 |
12,575 |
-3,637 |
-22.4% |
69,146 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.978 |
3.893 |
3.606 |
|
| R3 |
3.839 |
3.754 |
3.568 |
|
| R2 |
3.700 |
3.700 |
3.555 |
|
| R1 |
3.615 |
3.615 |
3.543 |
3.588 |
| PP |
3.561 |
3.561 |
3.561 |
3.548 |
| S1 |
3.476 |
3.476 |
3.517 |
3.449 |
| S2 |
3.422 |
3.422 |
3.505 |
|
| S3 |
3.283 |
3.337 |
3.492 |
|
| S4 |
3.144 |
3.198 |
3.454 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.920 |
3.856 |
3.552 |
|
| R3 |
3.755 |
3.691 |
3.506 |
|
| R2 |
3.590 |
3.590 |
3.491 |
|
| R1 |
3.526 |
3.526 |
3.476 |
3.558 |
| PP |
3.425 |
3.425 |
3.425 |
3.442 |
| S1 |
3.361 |
3.361 |
3.446 |
3.393 |
| S2 |
3.260 |
3.260 |
3.431 |
|
| S3 |
3.095 |
3.196 |
3.416 |
|
| S4 |
2.930 |
3.031 |
3.370 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.646 |
3.394 |
0.252 |
7.1% |
0.093 |
2.6% |
54% |
True |
False |
15,195 |
| 10 |
3.646 |
3.325 |
0.321 |
9.1% |
0.094 |
2.7% |
64% |
True |
False |
16,515 |
| 20 |
3.646 |
3.325 |
0.321 |
9.1% |
0.093 |
2.6% |
64% |
True |
False |
14,844 |
| 40 |
3.763 |
3.204 |
0.559 |
15.8% |
0.096 |
2.7% |
58% |
False |
False |
11,991 |
| 60 |
3.808 |
3.204 |
0.604 |
17.1% |
0.093 |
2.6% |
54% |
False |
False |
9,818 |
| 80 |
4.035 |
3.204 |
0.831 |
23.5% |
0.092 |
2.6% |
39% |
False |
False |
8,061 |
| 100 |
4.035 |
3.204 |
0.831 |
23.5% |
0.089 |
2.5% |
39% |
False |
False |
6,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.237 |
|
2.618 |
4.010 |
|
1.618 |
3.871 |
|
1.000 |
3.785 |
|
0.618 |
3.732 |
|
HIGH |
3.646 |
|
0.618 |
3.593 |
|
0.500 |
3.577 |
|
0.382 |
3.560 |
|
LOW |
3.507 |
|
0.618 |
3.421 |
|
1.000 |
3.368 |
|
1.618 |
3.282 |
|
2.618 |
3.143 |
|
4.250 |
2.916 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.577 |
3.569 |
| PP |
3.561 |
3.556 |
| S1 |
3.546 |
3.543 |
|