NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
3.959 |
3.904 |
-0.055 |
-1.4% |
3.964 |
| High |
3.985 |
3.976 |
-0.009 |
-0.2% |
4.121 |
| Low |
3.897 |
3.861 |
-0.036 |
-0.9% |
3.885 |
| Close |
3.900 |
3.947 |
0.047 |
1.2% |
4.024 |
| Range |
0.088 |
0.115 |
0.027 |
30.7% |
0.236 |
| ATR |
0.106 |
0.107 |
0.001 |
0.6% |
0.000 |
| Volume |
143,318 |
190,159 |
46,841 |
32.7% |
659,349 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.273 |
4.225 |
4.010 |
|
| R3 |
4.158 |
4.110 |
3.979 |
|
| R2 |
4.043 |
4.043 |
3.968 |
|
| R1 |
3.995 |
3.995 |
3.958 |
4.019 |
| PP |
3.928 |
3.928 |
3.928 |
3.940 |
| S1 |
3.880 |
3.880 |
3.936 |
3.904 |
| S2 |
3.813 |
3.813 |
3.926 |
|
| S3 |
3.698 |
3.765 |
3.915 |
|
| S4 |
3.583 |
3.650 |
3.884 |
|
|
| 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 |
3.861 |
0.260 |
6.6% |
0.112 |
2.8% |
33% |
False |
True |
168,078 |
| 10 |
4.121 |
3.861 |
0.260 |
6.6% |
0.119 |
3.0% |
33% |
False |
True |
155,038 |
| 20 |
4.121 |
3.512 |
0.609 |
15.4% |
0.107 |
2.7% |
71% |
False |
False |
120,043 |
| 40 |
4.121 |
3.260 |
0.861 |
21.8% |
0.098 |
2.5% |
80% |
False |
False |
86,099 |
| 60 |
4.121 |
3.214 |
0.907 |
23.0% |
0.098 |
2.5% |
81% |
False |
False |
64,205 |
| 80 |
4.121 |
3.150 |
0.971 |
24.6% |
0.099 |
2.5% |
82% |
False |
False |
51,060 |
| 100 |
4.121 |
3.150 |
0.971 |
24.6% |
0.099 |
2.5% |
82% |
False |
False |
42,245 |
| 120 |
4.121 |
3.150 |
0.971 |
24.6% |
0.096 |
2.4% |
82% |
False |
False |
36,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.465 |
|
2.618 |
4.277 |
|
1.618 |
4.162 |
|
1.000 |
4.091 |
|
0.618 |
4.047 |
|
HIGH |
3.976 |
|
0.618 |
3.932 |
|
0.500 |
3.919 |
|
0.382 |
3.905 |
|
LOW |
3.861 |
|
0.618 |
3.790 |
|
1.000 |
3.746 |
|
1.618 |
3.675 |
|
2.618 |
3.560 |
|
4.250 |
3.372 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.938 |
3.953 |
| PP |
3.928 |
3.951 |
| S1 |
3.919 |
3.949 |
|