NYMEX Natural Gas Future August 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 |
3.539 |
3.509 |
-0.030 |
-0.8% |
3.510 |
| High |
3.548 |
3.562 |
0.014 |
0.4% |
3.581 |
| Low |
3.499 |
3.473 |
-0.026 |
-0.7% |
3.420 |
| Close |
3.520 |
3.493 |
-0.027 |
-0.8% |
3.430 |
| Range |
0.049 |
0.089 |
0.040 |
81.6% |
0.161 |
| ATR |
0.087 |
0.087 |
0.000 |
0.2% |
0.000 |
| Volume |
6,765 |
5,106 |
-1,659 |
-24.5% |
27,660 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.776 |
3.724 |
3.542 |
|
| R3 |
3.687 |
3.635 |
3.517 |
|
| R2 |
3.598 |
3.598 |
3.509 |
|
| R1 |
3.546 |
3.546 |
3.501 |
3.528 |
| PP |
3.509 |
3.509 |
3.509 |
3.500 |
| S1 |
3.457 |
3.457 |
3.485 |
3.439 |
| S2 |
3.420 |
3.420 |
3.477 |
|
| S3 |
3.331 |
3.368 |
3.469 |
|
| S4 |
3.242 |
3.279 |
3.444 |
|
|
| 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 |
3.562 |
3.404 |
0.158 |
4.5% |
0.086 |
2.5% |
56% |
True |
False |
5,948 |
| 10 |
3.695 |
3.404 |
0.291 |
8.3% |
0.085 |
2.4% |
31% |
False |
False |
5,428 |
| 20 |
3.789 |
3.404 |
0.385 |
11.0% |
0.085 |
2.4% |
23% |
False |
False |
5,537 |
| 40 |
3.829 |
3.365 |
0.464 |
13.3% |
0.081 |
2.3% |
28% |
False |
False |
4,626 |
| 60 |
4.000 |
3.365 |
0.635 |
18.2% |
0.078 |
2.2% |
20% |
False |
False |
3,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.940 |
|
2.618 |
3.795 |
|
1.618 |
3.706 |
|
1.000 |
3.651 |
|
0.618 |
3.617 |
|
HIGH |
3.562 |
|
0.618 |
3.528 |
|
0.500 |
3.518 |
|
0.382 |
3.507 |
|
LOW |
3.473 |
|
0.618 |
3.418 |
|
1.000 |
3.384 |
|
1.618 |
3.329 |
|
2.618 |
3.240 |
|
4.250 |
3.095 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.518 |
3.490 |
| PP |
3.509 |
3.486 |
| S1 |
3.501 |
3.483 |
|