NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
4.080 |
0.080 |
2.0% |
4.000 |
| High |
4.087 |
4.088 |
0.001 |
0.0% |
4.160 |
| Low |
3.979 |
3.991 |
0.012 |
0.3% |
3.927 |
| Close |
4.061 |
4.019 |
-0.042 |
-1.0% |
4.066 |
| Range |
0.108 |
0.097 |
-0.011 |
-10.2% |
0.233 |
| ATR |
0.105 |
0.104 |
-0.001 |
-0.5% |
0.000 |
| Volume |
49,128 |
28,729 |
-20,399 |
-41.5% |
129,918 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.324 |
4.268 |
4.072 |
|
| R3 |
4.227 |
4.171 |
4.046 |
|
| R2 |
4.130 |
4.130 |
4.037 |
|
| R1 |
4.074 |
4.074 |
4.028 |
4.054 |
| PP |
4.033 |
4.033 |
4.033 |
4.022 |
| S1 |
3.977 |
3.977 |
4.010 |
3.957 |
| S2 |
3.936 |
3.936 |
4.001 |
|
| S3 |
3.839 |
3.880 |
3.992 |
|
| S4 |
3.742 |
3.783 |
3.966 |
|
|
| 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 |
3.931 |
0.229 |
5.7% |
0.122 |
3.0% |
38% |
False |
False |
37,410 |
| 10 |
4.160 |
3.927 |
0.233 |
5.8% |
0.113 |
2.8% |
39% |
False |
False |
34,259 |
| 20 |
4.160 |
3.562 |
0.598 |
14.9% |
0.100 |
2.5% |
76% |
False |
False |
32,956 |
| 40 |
4.160 |
3.325 |
0.835 |
20.8% |
0.096 |
2.4% |
83% |
False |
False |
24,517 |
| 60 |
4.160 |
3.275 |
0.885 |
22.0% |
0.094 |
2.3% |
84% |
False |
False |
19,680 |
| 80 |
4.160 |
3.204 |
0.956 |
23.8% |
0.095 |
2.4% |
85% |
False |
False |
16,137 |
| 100 |
4.160 |
3.204 |
0.956 |
23.8% |
0.094 |
2.3% |
85% |
False |
False |
13,535 |
| 120 |
4.160 |
3.204 |
0.956 |
23.8% |
0.092 |
2.3% |
85% |
False |
False |
11,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.500 |
|
2.618 |
4.342 |
|
1.618 |
4.245 |
|
1.000 |
4.185 |
|
0.618 |
4.148 |
|
HIGH |
4.088 |
|
0.618 |
4.051 |
|
0.500 |
4.040 |
|
0.382 |
4.028 |
|
LOW |
3.991 |
|
0.618 |
3.931 |
|
1.000 |
3.894 |
|
1.618 |
3.834 |
|
2.618 |
3.737 |
|
4.250 |
3.579 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.040 |
4.070 |
| PP |
4.033 |
4.053 |
| S1 |
4.026 |
4.036 |
|