NYMEX Natural Gas Future June 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 |
4.010 |
3.954 |
-0.056 |
-1.4% |
4.000 |
| High |
4.034 |
4.024 |
-0.010 |
-0.2% |
4.160 |
| Low |
3.947 |
3.911 |
-0.036 |
-0.9% |
3.927 |
| Close |
3.950 |
3.990 |
0.040 |
1.0% |
4.066 |
| Range |
0.087 |
0.113 |
0.026 |
29.9% |
0.233 |
| ATR |
0.103 |
0.104 |
0.001 |
0.7% |
0.000 |
| Volume |
32,444 |
40,315 |
7,871 |
24.3% |
129,918 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.314 |
4.265 |
4.052 |
|
| R3 |
4.201 |
4.152 |
4.021 |
|
| R2 |
4.088 |
4.088 |
4.011 |
|
| R1 |
4.039 |
4.039 |
4.000 |
4.064 |
| PP |
3.975 |
3.975 |
3.975 |
3.987 |
| S1 |
3.926 |
3.926 |
3.980 |
3.951 |
| S2 |
3.862 |
3.862 |
3.969 |
|
| S3 |
3.749 |
3.813 |
3.959 |
|
| S4 |
3.636 |
3.700 |
3.928 |
|
|
| 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 |
3.911 |
0.249 |
6.2% |
0.110 |
2.8% |
32% |
False |
True |
39,460 |
| 10 |
4.160 |
3.911 |
0.249 |
6.2% |
0.116 |
2.9% |
32% |
False |
True |
34,978 |
| 20 |
4.160 |
3.562 |
0.598 |
15.0% |
0.102 |
2.6% |
72% |
False |
False |
33,880 |
| 40 |
4.160 |
3.325 |
0.835 |
20.9% |
0.096 |
2.4% |
80% |
False |
False |
25,770 |
| 60 |
4.160 |
3.275 |
0.885 |
22.2% |
0.095 |
2.4% |
81% |
False |
False |
20,676 |
| 80 |
4.160 |
3.204 |
0.956 |
24.0% |
0.094 |
2.4% |
82% |
False |
False |
16,959 |
| 100 |
4.160 |
3.204 |
0.956 |
24.0% |
0.094 |
2.4% |
82% |
False |
False |
14,227 |
| 120 |
4.160 |
3.204 |
0.956 |
24.0% |
0.092 |
2.3% |
82% |
False |
False |
12,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.504 |
|
2.618 |
4.320 |
|
1.618 |
4.207 |
|
1.000 |
4.137 |
|
0.618 |
4.094 |
|
HIGH |
4.024 |
|
0.618 |
3.981 |
|
0.500 |
3.968 |
|
0.382 |
3.954 |
|
LOW |
3.911 |
|
0.618 |
3.841 |
|
1.000 |
3.798 |
|
1.618 |
3.728 |
|
2.618 |
3.615 |
|
4.250 |
3.431 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.983 |
4.000 |
| PP |
3.975 |
3.996 |
| S1 |
3.968 |
3.993 |
|