NYMEX Natural Gas Future May 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.032 |
4.102 |
0.070 |
1.7% |
3.969 |
| High |
4.161 |
4.185 |
0.024 |
0.6% |
4.146 |
| Low |
4.025 |
4.047 |
0.022 |
0.5% |
3.861 |
| Close |
4.085 |
4.139 |
0.054 |
1.3% |
4.125 |
| Range |
0.136 |
0.138 |
0.002 |
1.5% |
0.285 |
| ATR |
0.117 |
0.119 |
0.001 |
1.3% |
0.000 |
| Volume |
241,920 |
225,709 |
-16,211 |
-6.7% |
946,865 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.538 |
4.476 |
4.215 |
|
| R3 |
4.400 |
4.338 |
4.177 |
|
| R2 |
4.262 |
4.262 |
4.164 |
|
| R1 |
4.200 |
4.200 |
4.152 |
4.231 |
| PP |
4.124 |
4.124 |
4.124 |
4.139 |
| S1 |
4.062 |
4.062 |
4.126 |
4.093 |
| S2 |
3.986 |
3.986 |
4.114 |
|
| S3 |
3.848 |
3.924 |
4.101 |
|
| S4 |
3.710 |
3.786 |
4.063 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.899 |
4.797 |
4.282 |
|
| R3 |
4.614 |
4.512 |
4.203 |
|
| R2 |
4.329 |
4.329 |
4.177 |
|
| R1 |
4.227 |
4.227 |
4.151 |
4.278 |
| PP |
4.044 |
4.044 |
4.044 |
4.070 |
| S1 |
3.942 |
3.942 |
4.099 |
3.993 |
| S2 |
3.759 |
3.759 |
4.073 |
|
| S3 |
3.474 |
3.657 |
4.047 |
|
| S4 |
3.189 |
3.372 |
3.968 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.185 |
3.930 |
0.255 |
6.2% |
0.145 |
3.5% |
82% |
True |
False |
239,593 |
| 10 |
4.185 |
3.861 |
0.324 |
7.8% |
0.129 |
3.1% |
86% |
True |
False |
203,835 |
| 20 |
4.185 |
3.716 |
0.469 |
11.3% |
0.123 |
3.0% |
90% |
True |
False |
164,428 |
| 40 |
4.185 |
3.260 |
0.925 |
22.3% |
0.105 |
2.5% |
95% |
True |
False |
108,639 |
| 60 |
4.185 |
3.260 |
0.925 |
22.3% |
0.103 |
2.5% |
95% |
True |
False |
82,457 |
| 80 |
4.185 |
3.150 |
1.035 |
25.0% |
0.103 |
2.5% |
96% |
True |
False |
65,148 |
| 100 |
4.185 |
3.150 |
1.035 |
25.0% |
0.101 |
2.5% |
96% |
True |
False |
53,804 |
| 120 |
4.185 |
3.150 |
1.035 |
25.0% |
0.099 |
2.4% |
96% |
True |
False |
45,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.772 |
|
2.618 |
4.546 |
|
1.618 |
4.408 |
|
1.000 |
4.323 |
|
0.618 |
4.270 |
|
HIGH |
4.185 |
|
0.618 |
4.132 |
|
0.500 |
4.116 |
|
0.382 |
4.100 |
|
LOW |
4.047 |
|
0.618 |
3.962 |
|
1.000 |
3.909 |
|
1.618 |
3.824 |
|
2.618 |
3.686 |
|
4.250 |
3.461 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.131 |
4.124 |
| PP |
4.124 |
4.109 |
| S1 |
4.116 |
4.095 |
|