NYMEX Natural Gas Future June 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 |
4.130 |
4.000 |
-0.130 |
-3.1% |
4.000 |
| High |
4.160 |
4.087 |
-0.073 |
-1.8% |
4.160 |
| Low |
4.013 |
3.979 |
-0.034 |
-0.8% |
3.927 |
| Close |
4.066 |
4.061 |
-0.005 |
-0.1% |
4.066 |
| Range |
0.147 |
0.108 |
-0.039 |
-26.5% |
0.233 |
| ATR |
0.105 |
0.105 |
0.000 |
0.2% |
0.000 |
| Volume |
46,688 |
49,128 |
2,440 |
5.2% |
129,918 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.366 |
4.322 |
4.120 |
|
| R3 |
4.258 |
4.214 |
4.091 |
|
| R2 |
4.150 |
4.150 |
4.081 |
|
| R1 |
4.106 |
4.106 |
4.071 |
4.128 |
| PP |
4.042 |
4.042 |
4.042 |
4.054 |
| S1 |
3.998 |
3.998 |
4.051 |
4.020 |
| S2 |
3.934 |
3.934 |
4.041 |
|
| S3 |
3.826 |
3.890 |
4.031 |
|
| S4 |
3.718 |
3.782 |
4.002 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.750 |
4.641 |
4.194 |
|
| R3 |
4.517 |
4.408 |
4.130 |
|
| R2 |
4.284 |
4.284 |
4.109 |
|
| R1 |
4.175 |
4.175 |
4.087 |
4.230 |
| PP |
4.051 |
4.051 |
4.051 |
4.078 |
| S1 |
3.942 |
3.942 |
4.045 |
3.997 |
| S2 |
3.818 |
3.818 |
4.023 |
|
| S3 |
3.585 |
3.709 |
4.002 |
|
| S4 |
3.352 |
3.476 |
3.938 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.160 |
3.927 |
0.233 |
5.7% |
0.127 |
3.1% |
58% |
False |
False |
35,809 |
| 10 |
4.160 |
3.927 |
0.233 |
5.7% |
0.114 |
2.8% |
58% |
False |
False |
36,617 |
| 20 |
4.160 |
3.511 |
0.649 |
16.0% |
0.101 |
2.5% |
85% |
False |
False |
32,398 |
| 40 |
4.160 |
3.325 |
0.835 |
20.6% |
0.096 |
2.4% |
88% |
False |
False |
24,159 |
| 60 |
4.160 |
3.275 |
0.885 |
21.8% |
0.094 |
2.3% |
89% |
False |
False |
19,307 |
| 80 |
4.160 |
3.204 |
0.956 |
23.5% |
0.095 |
2.3% |
90% |
False |
False |
15,813 |
| 100 |
4.160 |
3.204 |
0.956 |
23.5% |
0.093 |
2.3% |
90% |
False |
False |
13,278 |
| 120 |
4.160 |
3.204 |
0.956 |
23.5% |
0.091 |
2.3% |
90% |
False |
False |
11,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.546 |
|
2.618 |
4.370 |
|
1.618 |
4.262 |
|
1.000 |
4.195 |
|
0.618 |
4.154 |
|
HIGH |
4.087 |
|
0.618 |
4.046 |
|
0.500 |
4.033 |
|
0.382 |
4.020 |
|
LOW |
3.979 |
|
0.618 |
3.912 |
|
1.000 |
3.871 |
|
1.618 |
3.804 |
|
2.618 |
3.696 |
|
4.250 |
3.520 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.052 |
4.070 |
| PP |
4.042 |
4.067 |
| S1 |
4.033 |
4.064 |
|