NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.031 |
3.959 |
-0.072 |
-1.8% |
3.964 |
| High |
4.044 |
3.985 |
-0.059 |
-1.5% |
4.121 |
| Low |
3.943 |
3.897 |
-0.046 |
-1.2% |
3.885 |
| Close |
3.969 |
3.900 |
-0.069 |
-1.7% |
4.024 |
| Range |
0.101 |
0.088 |
-0.013 |
-12.9% |
0.236 |
| ATR |
0.108 |
0.106 |
-0.001 |
-1.3% |
0.000 |
| Volume |
156,391 |
143,318 |
-13,073 |
-8.4% |
659,349 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.191 |
4.134 |
3.948 |
|
| R3 |
4.103 |
4.046 |
3.924 |
|
| R2 |
4.015 |
4.015 |
3.916 |
|
| R1 |
3.958 |
3.958 |
3.908 |
3.943 |
| PP |
3.927 |
3.927 |
3.927 |
3.920 |
| S1 |
3.870 |
3.870 |
3.892 |
3.855 |
| S2 |
3.839 |
3.839 |
3.884 |
|
| S3 |
3.751 |
3.782 |
3.876 |
|
| S4 |
3.663 |
3.694 |
3.852 |
|
|
| 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 |
3.897 |
0.224 |
5.7% |
0.113 |
2.9% |
1% |
False |
True |
164,619 |
| 10 |
4.121 |
3.885 |
0.236 |
6.1% |
0.116 |
3.0% |
6% |
False |
False |
145,816 |
| 20 |
4.121 |
3.511 |
0.610 |
15.6% |
0.105 |
2.7% |
64% |
False |
False |
113,697 |
| 40 |
4.121 |
3.260 |
0.861 |
22.1% |
0.097 |
2.5% |
74% |
False |
False |
81,837 |
| 60 |
4.121 |
3.214 |
0.907 |
23.3% |
0.097 |
2.5% |
76% |
False |
False |
61,259 |
| 80 |
4.121 |
3.150 |
0.971 |
24.9% |
0.099 |
2.5% |
77% |
False |
False |
48,767 |
| 100 |
4.121 |
3.150 |
0.971 |
24.9% |
0.098 |
2.5% |
77% |
False |
False |
40,411 |
| 120 |
4.121 |
3.150 |
0.971 |
24.9% |
0.095 |
2.4% |
77% |
False |
False |
34,610 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.359 |
|
2.618 |
4.215 |
|
1.618 |
4.127 |
|
1.000 |
4.073 |
|
0.618 |
4.039 |
|
HIGH |
3.985 |
|
0.618 |
3.951 |
|
0.500 |
3.941 |
|
0.382 |
3.931 |
|
LOW |
3.897 |
|
0.618 |
3.843 |
|
1.000 |
3.809 |
|
1.618 |
3.755 |
|
2.618 |
3.667 |
|
4.250 |
3.523 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.941 |
3.971 |
| PP |
3.927 |
3.947 |
| S1 |
3.914 |
3.924 |
|