NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.567 |
3.625 |
0.058 |
1.6% |
3.408 |
| High |
3.631 |
3.660 |
0.029 |
0.8% |
3.537 |
| Low |
3.550 |
3.579 |
0.029 |
0.8% |
3.382 |
| Close |
3.625 |
3.605 |
-0.020 |
-0.6% |
3.517 |
| Range |
0.081 |
0.081 |
0.000 |
0.0% |
0.155 |
| ATR |
0.089 |
0.089 |
-0.001 |
-0.7% |
0.000 |
| Volume |
17,818 |
17,624 |
-194 |
-1.1% |
65,685 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.858 |
3.812 |
3.650 |
|
| R3 |
3.777 |
3.731 |
3.627 |
|
| R2 |
3.696 |
3.696 |
3.620 |
|
| R1 |
3.650 |
3.650 |
3.612 |
3.633 |
| PP |
3.615 |
3.615 |
3.615 |
3.606 |
| S1 |
3.569 |
3.569 |
3.598 |
3.552 |
| S2 |
3.534 |
3.534 |
3.590 |
|
| S3 |
3.453 |
3.488 |
3.583 |
|
| S4 |
3.372 |
3.407 |
3.560 |
|
|
| 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 |
3.660 |
3.449 |
0.211 |
5.9% |
0.072 |
2.0% |
74% |
True |
False |
16,932 |
| 10 |
3.660 |
3.382 |
0.278 |
7.7% |
0.083 |
2.3% |
80% |
True |
False |
17,436 |
| 20 |
3.676 |
3.382 |
0.294 |
8.2% |
0.085 |
2.4% |
76% |
False |
False |
14,874 |
| 40 |
3.810 |
3.336 |
0.474 |
13.1% |
0.088 |
2.4% |
57% |
False |
False |
11,764 |
| 60 |
3.852 |
3.336 |
0.516 |
14.3% |
0.085 |
2.4% |
52% |
False |
False |
9,614 |
| 80 |
4.077 |
3.336 |
0.741 |
20.6% |
0.085 |
2.3% |
36% |
False |
False |
7,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.004 |
|
2.618 |
3.872 |
|
1.618 |
3.791 |
|
1.000 |
3.741 |
|
0.618 |
3.710 |
|
HIGH |
3.660 |
|
0.618 |
3.629 |
|
0.500 |
3.620 |
|
0.382 |
3.610 |
|
LOW |
3.579 |
|
0.618 |
3.529 |
|
1.000 |
3.498 |
|
1.618 |
3.448 |
|
2.618 |
3.367 |
|
4.250 |
3.235 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.620 |
3.590 |
| PP |
3.615 |
3.575 |
| S1 |
3.610 |
3.561 |
|