NYMEX Natural Gas Future August 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 |
3.604 |
3.672 |
0.068 |
1.9% |
3.431 |
| High |
3.654 |
3.673 |
0.019 |
0.5% |
3.562 |
| Low |
3.601 |
3.601 |
0.000 |
0.0% |
3.404 |
| Close |
3.648 |
3.629 |
-0.019 |
-0.5% |
3.541 |
| Range |
0.053 |
0.072 |
0.019 |
35.8% |
0.158 |
| ATR |
0.087 |
0.086 |
-0.001 |
-1.2% |
0.000 |
| Volume |
6,755 |
7,506 |
751 |
11.1% |
22,464 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.850 |
3.812 |
3.669 |
|
| R3 |
3.778 |
3.740 |
3.649 |
|
| R2 |
3.706 |
3.706 |
3.642 |
|
| R1 |
3.668 |
3.668 |
3.636 |
3.651 |
| PP |
3.634 |
3.634 |
3.634 |
3.626 |
| S1 |
3.596 |
3.596 |
3.622 |
3.579 |
| S2 |
3.562 |
3.562 |
3.616 |
|
| S3 |
3.490 |
3.524 |
3.609 |
|
| S4 |
3.418 |
3.452 |
3.589 |
|
|
| 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 |
3.673 |
3.473 |
0.200 |
5.5% |
0.064 |
1.8% |
78% |
True |
False |
6,396 |
| 10 |
3.673 |
3.404 |
0.269 |
7.4% |
0.077 |
2.1% |
84% |
True |
False |
5,975 |
| 20 |
3.700 |
3.404 |
0.296 |
8.2% |
0.079 |
2.2% |
76% |
False |
False |
5,855 |
| 40 |
3.829 |
3.365 |
0.464 |
12.8% |
0.083 |
2.3% |
57% |
False |
False |
4,994 |
| 60 |
3.872 |
3.365 |
0.507 |
14.0% |
0.078 |
2.1% |
52% |
False |
False |
4,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.979 |
|
2.618 |
3.861 |
|
1.618 |
3.789 |
|
1.000 |
3.745 |
|
0.618 |
3.717 |
|
HIGH |
3.673 |
|
0.618 |
3.645 |
|
0.500 |
3.637 |
|
0.382 |
3.629 |
|
LOW |
3.601 |
|
0.618 |
3.557 |
|
1.000 |
3.529 |
|
1.618 |
3.485 |
|
2.618 |
3.413 |
|
4.250 |
3.295 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.637 |
3.612 |
| PP |
3.634 |
3.595 |
| S1 |
3.632 |
3.579 |
|