NYMEX Natural Gas Future June 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 |
4.080 |
4.010 |
-0.070 |
-1.7% |
4.000 |
| High |
4.088 |
4.034 |
-0.054 |
-1.3% |
4.160 |
| Low |
3.991 |
3.947 |
-0.044 |
-1.1% |
3.927 |
| Close |
4.019 |
3.950 |
-0.069 |
-1.7% |
4.066 |
| Range |
0.097 |
0.087 |
-0.010 |
-10.3% |
0.233 |
| ATR |
0.104 |
0.103 |
-0.001 |
-1.2% |
0.000 |
| Volume |
28,729 |
32,444 |
3,715 |
12.9% |
129,918 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.181 |
3.998 |
|
| R3 |
4.151 |
4.094 |
3.974 |
|
| R2 |
4.064 |
4.064 |
3.966 |
|
| R1 |
4.007 |
4.007 |
3.958 |
3.992 |
| PP |
3.977 |
3.977 |
3.977 |
3.970 |
| S1 |
3.920 |
3.920 |
3.942 |
3.905 |
| S2 |
3.890 |
3.890 |
3.934 |
|
| S3 |
3.803 |
3.833 |
3.926 |
|
| S4 |
3.716 |
3.746 |
3.902 |
|
|
| 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 |
3.947 |
0.213 |
5.4% |
0.112 |
2.8% |
1% |
False |
True |
37,498 |
| 10 |
4.160 |
3.927 |
0.233 |
5.9% |
0.113 |
2.9% |
10% |
False |
False |
34,251 |
| 20 |
4.160 |
3.562 |
0.598 |
15.1% |
0.101 |
2.5% |
65% |
False |
False |
33,655 |
| 40 |
4.160 |
3.325 |
0.835 |
21.1% |
0.096 |
2.4% |
75% |
False |
False |
25,044 |
| 60 |
4.160 |
3.275 |
0.885 |
22.4% |
0.094 |
2.4% |
76% |
False |
False |
20,086 |
| 80 |
4.160 |
3.204 |
0.956 |
24.2% |
0.094 |
2.4% |
78% |
False |
False |
16,506 |
| 100 |
4.160 |
3.204 |
0.956 |
24.2% |
0.094 |
2.4% |
78% |
False |
False |
13,843 |
| 120 |
4.160 |
3.204 |
0.956 |
24.2% |
0.091 |
2.3% |
78% |
False |
False |
11,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.404 |
|
2.618 |
4.262 |
|
1.618 |
4.175 |
|
1.000 |
4.121 |
|
0.618 |
4.088 |
|
HIGH |
4.034 |
|
0.618 |
4.001 |
|
0.500 |
3.991 |
|
0.382 |
3.980 |
|
LOW |
3.947 |
|
0.618 |
3.893 |
|
1.000 |
3.860 |
|
1.618 |
3.806 |
|
2.618 |
3.719 |
|
4.250 |
3.577 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.991 |
4.018 |
| PP |
3.977 |
3.995 |
| S1 |
3.964 |
3.973 |
|