NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.504 |
3.604 |
0.100 |
2.9% |
3.431 |
| High |
3.541 |
3.654 |
0.113 |
3.2% |
3.562 |
| Low |
3.484 |
3.601 |
0.117 |
3.4% |
3.404 |
| Close |
3.541 |
3.648 |
0.107 |
3.0% |
3.541 |
| Range |
0.057 |
0.053 |
-0.004 |
-7.0% |
0.158 |
| ATR |
0.085 |
0.087 |
0.002 |
2.4% |
0.000 |
| Volume |
5,849 |
6,755 |
906 |
15.5% |
22,464 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.793 |
3.774 |
3.677 |
|
| R3 |
3.740 |
3.721 |
3.663 |
|
| R2 |
3.687 |
3.687 |
3.658 |
|
| R1 |
3.668 |
3.668 |
3.653 |
3.678 |
| PP |
3.634 |
3.634 |
3.634 |
3.639 |
| S1 |
3.615 |
3.615 |
3.643 |
3.625 |
| S2 |
3.581 |
3.581 |
3.638 |
|
| S3 |
3.528 |
3.562 |
3.633 |
|
| S4 |
3.475 |
3.509 |
3.619 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.976 |
3.917 |
3.628 |
|
| R3 |
3.818 |
3.759 |
3.584 |
|
| R2 |
3.660 |
3.660 |
3.570 |
|
| R1 |
3.601 |
3.601 |
3.555 |
3.631 |
| PP |
3.502 |
3.502 |
3.502 |
3.517 |
| S1 |
3.443 |
3.443 |
3.527 |
3.473 |
| S2 |
3.344 |
3.344 |
3.512 |
|
| S3 |
3.186 |
3.285 |
3.498 |
|
| S4 |
3.028 |
3.127 |
3.454 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.654 |
3.404 |
0.250 |
6.9% |
0.074 |
2.0% |
98% |
True |
False |
5,843 |
| 10 |
3.654 |
3.404 |
0.250 |
6.9% |
0.077 |
2.1% |
98% |
True |
False |
5,687 |
| 20 |
3.700 |
3.404 |
0.296 |
8.1% |
0.081 |
2.2% |
82% |
False |
False |
5,682 |
| 40 |
3.829 |
3.365 |
0.464 |
12.7% |
0.082 |
2.2% |
61% |
False |
False |
4,835 |
| 60 |
3.937 |
3.365 |
0.572 |
15.7% |
0.078 |
2.1% |
49% |
False |
False |
3,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.879 |
|
2.618 |
3.793 |
|
1.618 |
3.740 |
|
1.000 |
3.707 |
|
0.618 |
3.687 |
|
HIGH |
3.654 |
|
0.618 |
3.634 |
|
0.500 |
3.628 |
|
0.382 |
3.621 |
|
LOW |
3.601 |
|
0.618 |
3.568 |
|
1.000 |
3.548 |
|
1.618 |
3.515 |
|
2.618 |
3.462 |
|
4.250 |
3.376 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.641 |
3.620 |
| PP |
3.634 |
3.592 |
| S1 |
3.628 |
3.564 |
|