NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
3.632 |
3.591 |
-0.041 |
-1.1% |
3.431 |
| High |
3.718 |
3.685 |
-0.033 |
-0.9% |
3.562 |
| Low |
3.586 |
3.581 |
-0.005 |
-0.1% |
3.404 |
| Close |
3.610 |
3.662 |
0.052 |
1.4% |
3.541 |
| Range |
0.132 |
0.104 |
-0.028 |
-21.2% |
0.158 |
| ATR |
0.089 |
0.090 |
0.001 |
1.2% |
0.000 |
| Volume |
5,836 |
13,823 |
7,987 |
136.9% |
22,464 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.955 |
3.912 |
3.719 |
|
| R3 |
3.851 |
3.808 |
3.691 |
|
| R2 |
3.747 |
3.747 |
3.681 |
|
| R1 |
3.704 |
3.704 |
3.672 |
3.726 |
| PP |
3.643 |
3.643 |
3.643 |
3.653 |
| S1 |
3.600 |
3.600 |
3.652 |
3.622 |
| S2 |
3.539 |
3.539 |
3.643 |
|
| S3 |
3.435 |
3.496 |
3.633 |
|
| S4 |
3.331 |
3.392 |
3.605 |
|
|
| 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 |
3.718 |
3.484 |
0.234 |
6.4% |
0.084 |
2.3% |
76% |
False |
False |
7,953 |
| 10 |
3.718 |
3.404 |
0.314 |
8.6% |
0.085 |
2.3% |
82% |
False |
False |
6,951 |
| 20 |
3.718 |
3.404 |
0.314 |
8.6% |
0.085 |
2.3% |
82% |
False |
False |
6,219 |
| 40 |
3.829 |
3.365 |
0.464 |
12.7% |
0.085 |
2.3% |
64% |
False |
False |
5,344 |
| 60 |
3.862 |
3.365 |
0.497 |
13.6% |
0.078 |
2.1% |
60% |
False |
False |
4,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.127 |
|
2.618 |
3.957 |
|
1.618 |
3.853 |
|
1.000 |
3.789 |
|
0.618 |
3.749 |
|
HIGH |
3.685 |
|
0.618 |
3.645 |
|
0.500 |
3.633 |
|
0.382 |
3.621 |
|
LOW |
3.581 |
|
0.618 |
3.517 |
|
1.000 |
3.477 |
|
1.618 |
3.413 |
|
2.618 |
3.309 |
|
4.250 |
3.139 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.652 |
3.658 |
| PP |
3.643 |
3.654 |
| S1 |
3.633 |
3.650 |
|