NYMEX Natural Gas Future July 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 |
3.523 |
3.518 |
-0.005 |
-0.1% |
3.552 |
| High |
3.576 |
3.546 |
-0.030 |
-0.8% |
3.676 |
| Low |
3.516 |
3.469 |
-0.047 |
-1.3% |
3.500 |
| Close |
3.531 |
3.537 |
0.006 |
0.2% |
3.531 |
| Range |
0.060 |
0.077 |
0.017 |
28.3% |
0.176 |
| ATR |
0.092 |
0.091 |
-0.001 |
-1.2% |
0.000 |
| Volume |
20,995 |
15,595 |
-5,400 |
-25.7% |
61,739 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.748 |
3.720 |
3.579 |
|
| R3 |
3.671 |
3.643 |
3.558 |
|
| R2 |
3.594 |
3.594 |
3.551 |
|
| R1 |
3.566 |
3.566 |
3.544 |
3.580 |
| PP |
3.517 |
3.517 |
3.517 |
3.525 |
| S1 |
3.489 |
3.489 |
3.530 |
3.503 |
| S2 |
3.440 |
3.440 |
3.523 |
|
| S3 |
3.363 |
3.412 |
3.516 |
|
| S4 |
3.286 |
3.335 |
3.495 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.097 |
3.990 |
3.628 |
|
| R3 |
3.921 |
3.814 |
3.579 |
|
| R2 |
3.745 |
3.745 |
3.563 |
|
| R1 |
3.638 |
3.638 |
3.547 |
3.604 |
| PP |
3.569 |
3.569 |
3.569 |
3.552 |
| S1 |
3.462 |
3.462 |
3.515 |
3.428 |
| S2 |
3.393 |
3.393 |
3.499 |
|
| S3 |
3.217 |
3.286 |
3.483 |
|
| S4 |
3.041 |
3.110 |
3.434 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.676 |
3.469 |
0.207 |
5.9% |
0.083 |
2.3% |
33% |
False |
True |
13,147 |
| 10 |
3.676 |
3.467 |
0.209 |
5.9% |
0.087 |
2.5% |
33% |
False |
False |
12,313 |
| 20 |
3.810 |
3.467 |
0.343 |
9.7% |
0.088 |
2.5% |
20% |
False |
False |
11,589 |
| 40 |
3.810 |
3.336 |
0.474 |
13.4% |
0.088 |
2.5% |
42% |
False |
False |
8,800 |
| 60 |
4.077 |
3.336 |
0.741 |
20.9% |
0.086 |
2.4% |
27% |
False |
False |
7,108 |
| 80 |
4.077 |
3.336 |
0.741 |
20.9% |
0.085 |
2.4% |
27% |
False |
False |
5,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.873 |
|
2.618 |
3.748 |
|
1.618 |
3.671 |
|
1.000 |
3.623 |
|
0.618 |
3.594 |
|
HIGH |
3.546 |
|
0.618 |
3.517 |
|
0.500 |
3.508 |
|
0.382 |
3.498 |
|
LOW |
3.469 |
|
0.618 |
3.421 |
|
1.000 |
3.392 |
|
1.618 |
3.344 |
|
2.618 |
3.267 |
|
4.250 |
3.142 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.527 |
3.570 |
| PP |
3.517 |
3.559 |
| S1 |
3.508 |
3.548 |
|