NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.499 |
3.470 |
-0.029 |
-0.8% |
3.518 |
| High |
3.529 |
3.537 |
0.008 |
0.2% |
3.559 |
| Low |
3.476 |
3.449 |
-0.027 |
-0.8% |
3.384 |
| Close |
3.497 |
3.469 |
-0.028 |
-0.8% |
3.404 |
| Range |
0.053 |
0.088 |
0.035 |
66.0% |
0.175 |
| ATR |
0.090 |
0.090 |
0.000 |
-0.1% |
0.000 |
| Volume |
15,711 |
14,373 |
-1,338 |
-8.5% |
88,831 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.749 |
3.697 |
3.517 |
|
| R3 |
3.661 |
3.609 |
3.493 |
|
| R2 |
3.573 |
3.573 |
3.485 |
|
| R1 |
3.521 |
3.521 |
3.477 |
3.503 |
| PP |
3.485 |
3.485 |
3.485 |
3.476 |
| S1 |
3.433 |
3.433 |
3.461 |
3.415 |
| S2 |
3.397 |
3.397 |
3.453 |
|
| S3 |
3.309 |
3.345 |
3.445 |
|
| S4 |
3.221 |
3.257 |
3.421 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.974 |
3.864 |
3.500 |
|
| R3 |
3.799 |
3.689 |
3.452 |
|
| R2 |
3.624 |
3.624 |
3.436 |
|
| R1 |
3.514 |
3.514 |
3.420 |
3.482 |
| PP |
3.449 |
3.449 |
3.449 |
3.433 |
| S1 |
3.339 |
3.339 |
3.388 |
3.307 |
| S2 |
3.274 |
3.274 |
3.372 |
|
| S3 |
3.099 |
3.164 |
3.356 |
|
| S4 |
2.924 |
2.989 |
3.308 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.543 |
3.382 |
0.161 |
4.6% |
0.092 |
2.7% |
54% |
False |
False |
18,387 |
| 10 |
3.670 |
3.382 |
0.288 |
8.3% |
0.089 |
2.6% |
30% |
False |
False |
16,892 |
| 20 |
3.768 |
3.382 |
0.386 |
11.1% |
0.088 |
2.5% |
23% |
False |
False |
13,605 |
| 40 |
3.810 |
3.336 |
0.474 |
13.7% |
0.088 |
2.5% |
28% |
False |
False |
10,705 |
| 60 |
4.038 |
3.336 |
0.702 |
20.2% |
0.086 |
2.5% |
19% |
False |
False |
8,804 |
| 80 |
4.077 |
3.336 |
0.741 |
21.4% |
0.085 |
2.5% |
18% |
False |
False |
7,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.911 |
|
2.618 |
3.767 |
|
1.618 |
3.679 |
|
1.000 |
3.625 |
|
0.618 |
3.591 |
|
HIGH |
3.537 |
|
0.618 |
3.503 |
|
0.500 |
3.493 |
|
0.382 |
3.483 |
|
LOW |
3.449 |
|
0.618 |
3.395 |
|
1.000 |
3.361 |
|
1.618 |
3.307 |
|
2.618 |
3.219 |
|
4.250 |
3.075 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.493 |
3.466 |
| PP |
3.485 |
3.463 |
| S1 |
3.477 |
3.460 |
|