NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 15-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2013 |
15-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.546 |
3.450 |
-0.096 |
-2.7% |
3.510 |
| High |
3.550 |
3.460 |
-0.090 |
-2.5% |
3.581 |
| Low |
3.420 |
3.420 |
0.000 |
0.0% |
3.420 |
| Close |
3.447 |
3.430 |
-0.017 |
-0.5% |
3.430 |
| Range |
0.130 |
0.040 |
-0.090 |
-69.2% |
0.161 |
| ATR |
0.091 |
0.087 |
-0.004 |
-4.0% |
0.000 |
| Volume |
5,484 |
7,645 |
2,161 |
39.4% |
27,660 |
|
| Daily Pivots for day following 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.557 |
3.533 |
3.452 |
|
| R3 |
3.517 |
3.493 |
3.441 |
|
| R2 |
3.477 |
3.477 |
3.437 |
|
| R1 |
3.453 |
3.453 |
3.434 |
3.445 |
| PP |
3.437 |
3.437 |
3.437 |
3.433 |
| S1 |
3.413 |
3.413 |
3.426 |
3.405 |
| S2 |
3.397 |
3.397 |
3.423 |
|
| S3 |
3.357 |
3.373 |
3.419 |
|
| S4 |
3.317 |
3.333 |
3.408 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.960 |
3.856 |
3.519 |
|
| R3 |
3.799 |
3.695 |
3.474 |
|
| R2 |
3.638 |
3.638 |
3.460 |
|
| R1 |
3.534 |
3.534 |
3.445 |
3.506 |
| PP |
3.477 |
3.477 |
3.477 |
3.463 |
| S1 |
3.373 |
3.373 |
3.415 |
3.345 |
| S2 |
3.316 |
3.316 |
3.400 |
|
| S3 |
3.155 |
3.212 |
3.386 |
|
| S4 |
2.994 |
3.051 |
3.341 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.581 |
3.420 |
0.161 |
4.7% |
0.080 |
2.3% |
6% |
False |
True |
5,532 |
| 10 |
3.700 |
3.420 |
0.280 |
8.2% |
0.080 |
2.3% |
4% |
False |
True |
5,547 |
| 20 |
3.829 |
3.420 |
0.409 |
11.9% |
0.084 |
2.5% |
2% |
False |
True |
5,418 |
| 40 |
3.829 |
3.365 |
0.464 |
13.5% |
0.079 |
2.3% |
14% |
False |
False |
4,359 |
| 60 |
4.094 |
3.365 |
0.729 |
21.3% |
0.077 |
2.2% |
9% |
False |
False |
3,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.630 |
|
2.618 |
3.565 |
|
1.618 |
3.525 |
|
1.000 |
3.500 |
|
0.618 |
3.485 |
|
HIGH |
3.460 |
|
0.618 |
3.445 |
|
0.500 |
3.440 |
|
0.382 |
3.435 |
|
LOW |
3.420 |
|
0.618 |
3.395 |
|
1.000 |
3.380 |
|
1.618 |
3.355 |
|
2.618 |
3.315 |
|
4.250 |
3.250 |
|
|
| Fisher Pivots for day following 15-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.440 |
3.501 |
| PP |
3.437 |
3.477 |
| S1 |
3.433 |
3.454 |
|