NYMEX Natural Gas Future June 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 |
3.547 |
3.511 |
-0.036 |
-1.0% |
3.349 |
| High |
3.646 |
3.603 |
-0.043 |
-1.2% |
3.490 |
| Low |
3.507 |
3.500 |
-0.007 |
-0.2% |
3.325 |
| Close |
3.530 |
3.579 |
0.049 |
1.4% |
3.461 |
| Range |
0.139 |
0.103 |
-0.036 |
-25.9% |
0.165 |
| ATR |
0.096 |
0.097 |
0.000 |
0.5% |
0.000 |
| Volume |
12,575 |
19,988 |
7,413 |
59.0% |
69,146 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.870 |
3.827 |
3.636 |
|
| R3 |
3.767 |
3.724 |
3.607 |
|
| R2 |
3.664 |
3.664 |
3.598 |
|
| R1 |
3.621 |
3.621 |
3.588 |
3.643 |
| PP |
3.561 |
3.561 |
3.561 |
3.571 |
| S1 |
3.518 |
3.518 |
3.570 |
3.540 |
| S2 |
3.458 |
3.458 |
3.560 |
|
| S3 |
3.355 |
3.415 |
3.551 |
|
| S4 |
3.252 |
3.312 |
3.522 |
|
|
| 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 |
3.405 |
0.241 |
6.7% |
0.095 |
2.6% |
72% |
False |
False |
16,164 |
| 10 |
3.646 |
3.325 |
0.321 |
9.0% |
0.096 |
2.7% |
79% |
False |
False |
16,734 |
| 20 |
3.646 |
3.325 |
0.321 |
9.0% |
0.094 |
2.6% |
79% |
False |
False |
15,276 |
| 40 |
3.763 |
3.204 |
0.559 |
15.6% |
0.096 |
2.7% |
67% |
False |
False |
12,379 |
| 60 |
3.808 |
3.204 |
0.604 |
16.9% |
0.093 |
2.6% |
62% |
False |
False |
10,059 |
| 80 |
4.035 |
3.204 |
0.831 |
23.2% |
0.092 |
2.6% |
45% |
False |
False |
8,283 |
| 100 |
4.035 |
3.204 |
0.831 |
23.2% |
0.089 |
2.5% |
45% |
False |
False |
7,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.041 |
|
2.618 |
3.873 |
|
1.618 |
3.770 |
|
1.000 |
3.706 |
|
0.618 |
3.667 |
|
HIGH |
3.603 |
|
0.618 |
3.564 |
|
0.500 |
3.552 |
|
0.382 |
3.539 |
|
LOW |
3.500 |
|
0.618 |
3.436 |
|
1.000 |
3.397 |
|
1.618 |
3.333 |
|
2.618 |
3.230 |
|
4.250 |
3.062 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.570 |
3.577 |
| PP |
3.561 |
3.575 |
| S1 |
3.552 |
3.573 |
|