NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.470 |
3.468 |
-0.002 |
-0.1% |
3.408 |
| High |
3.537 |
3.518 |
-0.019 |
-0.5% |
3.537 |
| Low |
3.449 |
3.461 |
0.012 |
0.3% |
3.382 |
| Close |
3.469 |
3.517 |
0.048 |
1.4% |
3.517 |
| Range |
0.088 |
0.057 |
-0.031 |
-35.2% |
0.155 |
| ATR |
0.090 |
0.087 |
-0.002 |
-2.6% |
0.000 |
| Volume |
14,373 |
19,134 |
4,761 |
33.1% |
65,685 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.670 |
3.650 |
3.548 |
|
| R3 |
3.613 |
3.593 |
3.533 |
|
| R2 |
3.556 |
3.556 |
3.527 |
|
| R1 |
3.536 |
3.536 |
3.522 |
3.546 |
| PP |
3.499 |
3.499 |
3.499 |
3.504 |
| S1 |
3.479 |
3.479 |
3.512 |
3.489 |
| S2 |
3.442 |
3.442 |
3.507 |
|
| S3 |
3.385 |
3.422 |
3.501 |
|
| S4 |
3.328 |
3.365 |
3.486 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.944 |
3.885 |
3.602 |
|
| R3 |
3.789 |
3.730 |
3.560 |
|
| R2 |
3.634 |
3.634 |
3.545 |
|
| R1 |
3.575 |
3.575 |
3.531 |
3.605 |
| PP |
3.479 |
3.479 |
3.479 |
3.493 |
| S1 |
3.420 |
3.420 |
3.503 |
3.450 |
| S2 |
3.324 |
3.324 |
3.489 |
|
| S3 |
3.169 |
3.265 |
3.474 |
|
| S4 |
3.014 |
3.110 |
3.432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.537 |
3.382 |
0.155 |
4.4% |
0.074 |
2.1% |
87% |
False |
False |
18,502 |
| 10 |
3.576 |
3.382 |
0.194 |
5.5% |
0.081 |
2.3% |
70% |
False |
False |
17,551 |
| 20 |
3.701 |
3.382 |
0.319 |
9.1% |
0.085 |
2.4% |
42% |
False |
False |
14,071 |
| 40 |
3.810 |
3.336 |
0.474 |
13.5% |
0.087 |
2.5% |
38% |
False |
False |
11,023 |
| 60 |
3.980 |
3.336 |
0.644 |
18.3% |
0.085 |
2.4% |
28% |
False |
False |
9,108 |
| 80 |
4.077 |
3.336 |
0.741 |
21.1% |
0.085 |
2.4% |
24% |
False |
False |
7,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.760 |
|
2.618 |
3.667 |
|
1.618 |
3.610 |
|
1.000 |
3.575 |
|
0.618 |
3.553 |
|
HIGH |
3.518 |
|
0.618 |
3.496 |
|
0.500 |
3.490 |
|
0.382 |
3.483 |
|
LOW |
3.461 |
|
0.618 |
3.426 |
|
1.000 |
3.404 |
|
1.618 |
3.369 |
|
2.618 |
3.312 |
|
4.250 |
3.219 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.508 |
3.509 |
| PP |
3.499 |
3.501 |
| S1 |
3.490 |
3.493 |
|