NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.227 |
4.128 |
-0.099 |
-2.3% |
4.163 |
| High |
4.290 |
4.200 |
-0.090 |
-2.1% |
4.264 |
| Low |
4.116 |
4.084 |
-0.032 |
-0.8% |
4.004 |
| Close |
4.137 |
4.160 |
0.023 |
0.6% |
4.222 |
| Range |
0.174 |
0.116 |
-0.058 |
-33.3% |
0.260 |
| ATR |
0.123 |
0.122 |
0.000 |
-0.4% |
0.000 |
| Volume |
153,056 |
154,421 |
1,365 |
0.9% |
1,038,980 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.496 |
4.444 |
4.224 |
|
| R3 |
4.380 |
4.328 |
4.192 |
|
| R2 |
4.264 |
4.264 |
4.181 |
|
| R1 |
4.212 |
4.212 |
4.171 |
4.238 |
| PP |
4.148 |
4.148 |
4.148 |
4.161 |
| S1 |
4.096 |
4.096 |
4.149 |
4.122 |
| S2 |
4.032 |
4.032 |
4.139 |
|
| S3 |
3.916 |
3.980 |
4.128 |
|
| S4 |
3.800 |
3.864 |
4.096 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.943 |
4.843 |
4.365 |
|
| R3 |
4.683 |
4.583 |
4.294 |
|
| R2 |
4.423 |
4.423 |
4.270 |
|
| R1 |
4.323 |
4.323 |
4.246 |
4.373 |
| PP |
4.163 |
4.163 |
4.163 |
4.189 |
| S1 |
4.063 |
4.063 |
4.198 |
4.113 |
| S2 |
3.903 |
3.903 |
4.174 |
|
| S3 |
3.643 |
3.803 |
4.151 |
|
| S4 |
3.383 |
3.543 |
4.079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.290 |
4.025 |
0.265 |
6.4% |
0.135 |
3.3% |
51% |
False |
False |
185,554 |
| 10 |
4.290 |
3.861 |
0.429 |
10.3% |
0.133 |
3.2% |
70% |
False |
False |
199,159 |
| 20 |
4.290 |
3.861 |
0.429 |
10.3% |
0.125 |
3.0% |
70% |
False |
False |
170,089 |
| 40 |
4.290 |
3.265 |
1.025 |
24.6% |
0.107 |
2.6% |
87% |
False |
False |
114,425 |
| 60 |
4.290 |
3.260 |
1.030 |
24.8% |
0.104 |
2.5% |
87% |
False |
False |
89,217 |
| 80 |
4.290 |
3.150 |
1.140 |
27.4% |
0.104 |
2.5% |
89% |
False |
False |
70,363 |
| 100 |
4.290 |
3.150 |
1.140 |
27.4% |
0.103 |
2.5% |
89% |
False |
False |
58,187 |
| 120 |
4.290 |
3.150 |
1.140 |
27.4% |
0.100 |
2.4% |
89% |
False |
False |
49,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.693 |
|
2.618 |
4.504 |
|
1.618 |
4.388 |
|
1.000 |
4.316 |
|
0.618 |
4.272 |
|
HIGH |
4.200 |
|
0.618 |
4.156 |
|
0.500 |
4.142 |
|
0.382 |
4.128 |
|
LOW |
4.084 |
|
0.618 |
4.012 |
|
1.000 |
3.968 |
|
1.618 |
3.896 |
|
2.618 |
3.780 |
|
4.250 |
3.591 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.154 |
4.187 |
| PP |
4.148 |
4.178 |
| S1 |
4.142 |
4.169 |
|