NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 03-Apr-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2012 |
03-Apr-2012 |
Change |
Change % |
Previous Week |
Open |
3.366 |
3.413 |
0.047 |
1.4% |
3.414 |
High |
3.427 |
3.443 |
0.016 |
0.5% |
3.438 |
Low |
3.366 |
3.412 |
0.046 |
1.4% |
3.306 |
Close |
3.417 |
3.430 |
0.013 |
0.4% |
3.358 |
Range |
0.061 |
0.031 |
-0.030 |
-49.2% |
0.132 |
ATR |
0.064 |
0.061 |
-0.002 |
-3.7% |
0.000 |
Volume |
758 |
1,087 |
329 |
43.4% |
2,367 |
|
Daily Pivots for day following 03-Apr-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.521 |
3.507 |
3.447 |
|
R3 |
3.490 |
3.476 |
3.439 |
|
R2 |
3.459 |
3.459 |
3.436 |
|
R1 |
3.445 |
3.445 |
3.433 |
3.452 |
PP |
3.428 |
3.428 |
3.428 |
3.432 |
S1 |
3.414 |
3.414 |
3.427 |
3.421 |
S2 |
3.397 |
3.397 |
3.424 |
|
S3 |
3.366 |
3.383 |
3.421 |
|
S4 |
3.335 |
3.352 |
3.413 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.763 |
3.693 |
3.431 |
|
R3 |
3.631 |
3.561 |
3.394 |
|
R2 |
3.499 |
3.499 |
3.382 |
|
R1 |
3.429 |
3.429 |
3.370 |
3.398 |
PP |
3.367 |
3.367 |
3.367 |
3.352 |
S1 |
3.297 |
3.297 |
3.346 |
3.266 |
S2 |
3.235 |
3.235 |
3.334 |
|
S3 |
3.103 |
3.165 |
3.322 |
|
S4 |
2.971 |
3.033 |
3.285 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.443 |
3.306 |
0.137 |
4.0% |
0.050 |
1.5% |
91% |
True |
False |
763 |
10 |
3.478 |
3.306 |
0.172 |
5.0% |
0.043 |
1.2% |
72% |
False |
False |
526 |
20 |
3.526 |
3.275 |
0.251 |
7.3% |
0.049 |
1.4% |
62% |
False |
False |
479 |
40 |
3.750 |
3.275 |
0.475 |
13.8% |
0.053 |
1.5% |
33% |
False |
False |
584 |
60 |
3.851 |
3.267 |
0.584 |
17.0% |
0.063 |
1.8% |
28% |
False |
False |
650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3.575 |
2.618 |
3.524 |
1.618 |
3.493 |
1.000 |
3.474 |
0.618 |
3.462 |
HIGH |
3.443 |
0.618 |
3.431 |
0.500 |
3.428 |
0.382 |
3.424 |
LOW |
3.412 |
0.618 |
3.393 |
1.000 |
3.381 |
1.618 |
3.362 |
2.618 |
3.331 |
4.250 |
3.280 |
|
|
Fisher Pivots for day following 03-Apr-2012 |
Pivot |
1 day |
3 day |
R1 |
3.429 |
3.412 |
PP |
3.428 |
3.394 |
S1 |
3.428 |
3.377 |
|