NYMEX Natural Gas Future May 2013
Trading Metrics calculated at close of trading on 01-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
4.091 |
3.969 |
-0.122 |
-3.0% |
3.964 |
High |
4.121 |
4.044 |
-0.077 |
-1.9% |
4.121 |
Low |
3.973 |
3.934 |
-0.039 |
-1.0% |
3.885 |
Close |
4.024 |
4.015 |
-0.009 |
-0.2% |
4.024 |
Range |
0.148 |
0.110 |
-0.038 |
-25.7% |
0.236 |
ATR |
0.108 |
0.108 |
0.000 |
0.1% |
0.000 |
Volume |
205,182 |
145,340 |
-59,842 |
-29.2% |
659,349 |
|
Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.328 |
4.281 |
4.076 |
|
R3 |
4.218 |
4.171 |
4.045 |
|
R2 |
4.108 |
4.108 |
4.035 |
|
R1 |
4.061 |
4.061 |
4.025 |
4.085 |
PP |
3.998 |
3.998 |
3.998 |
4.009 |
S1 |
3.951 |
3.951 |
4.005 |
3.975 |
S2 |
3.888 |
3.888 |
3.995 |
|
S3 |
3.778 |
3.841 |
3.985 |
|
S4 |
3.668 |
3.731 |
3.955 |
|
|
Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.718 |
4.607 |
4.154 |
|
R3 |
4.482 |
4.371 |
4.089 |
|
R2 |
4.246 |
4.246 |
4.067 |
|
R1 |
4.135 |
4.135 |
4.046 |
4.191 |
PP |
4.010 |
4.010 |
4.010 |
4.038 |
S1 |
3.899 |
3.899 |
4.002 |
3.955 |
S2 |
3.774 |
3.774 |
3.981 |
|
S3 |
3.538 |
3.663 |
3.959 |
|
S4 |
3.302 |
3.427 |
3.894 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.121 |
3.885 |
0.236 |
5.9% |
0.130 |
3.2% |
55% |
False |
False |
160,937 |
10 |
4.121 |
3.885 |
0.236 |
5.9% |
0.118 |
2.9% |
55% |
False |
False |
134,251 |
20 |
4.121 |
3.459 |
0.662 |
16.5% |
0.106 |
2.6% |
84% |
False |
False |
102,724 |
40 |
4.121 |
3.260 |
0.861 |
21.4% |
0.097 |
2.4% |
88% |
False |
False |
75,690 |
60 |
4.121 |
3.214 |
0.907 |
22.6% |
0.097 |
2.4% |
88% |
False |
False |
56,760 |
80 |
4.121 |
3.150 |
0.971 |
24.2% |
0.099 |
2.5% |
89% |
False |
False |
45,158 |
100 |
4.121 |
3.150 |
0.971 |
24.2% |
0.098 |
2.4% |
89% |
False |
False |
37,506 |
120 |
4.121 |
3.150 |
0.971 |
24.2% |
0.095 |
2.4% |
89% |
False |
False |
32,204 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.512 |
2.618 |
4.332 |
1.618 |
4.222 |
1.000 |
4.154 |
0.618 |
4.112 |
HIGH |
4.044 |
0.618 |
4.002 |
0.500 |
3.989 |
0.382 |
3.976 |
LOW |
3.934 |
0.618 |
3.866 |
1.000 |
3.824 |
1.618 |
3.756 |
2.618 |
3.646 |
4.250 |
3.467 |
|
|
Fisher Pivots for day following 01-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
4.006 |
4.028 |
PP |
3.998 |
4.023 |
S1 |
3.989 |
4.019 |
|