NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
3.954 |
3.992 |
0.038 |
1.0% |
4.000 |
| High |
4.024 |
4.177 |
0.153 |
3.8% |
4.177 |
| Low |
3.911 |
3.975 |
0.064 |
1.6% |
3.911 |
| Close |
3.990 |
4.160 |
0.170 |
4.3% |
4.160 |
| Range |
0.113 |
0.202 |
0.089 |
78.8% |
0.266 |
| ATR |
0.104 |
0.111 |
0.007 |
6.7% |
0.000 |
| Volume |
40,315 |
53,698 |
13,383 |
33.2% |
204,314 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.710 |
4.637 |
4.271 |
|
| R3 |
4.508 |
4.435 |
4.216 |
|
| R2 |
4.306 |
4.306 |
4.197 |
|
| R1 |
4.233 |
4.233 |
4.179 |
4.270 |
| PP |
4.104 |
4.104 |
4.104 |
4.122 |
| S1 |
4.031 |
4.031 |
4.141 |
4.068 |
| S2 |
3.902 |
3.902 |
4.123 |
|
| S3 |
3.700 |
3.829 |
4.104 |
|
| S4 |
3.498 |
3.627 |
4.049 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.881 |
4.786 |
4.306 |
|
| R3 |
4.615 |
4.520 |
4.233 |
|
| R2 |
4.349 |
4.349 |
4.209 |
|
| R1 |
4.254 |
4.254 |
4.184 |
4.302 |
| PP |
4.083 |
4.083 |
4.083 |
4.106 |
| S1 |
3.988 |
3.988 |
4.136 |
4.036 |
| S2 |
3.817 |
3.817 |
4.111 |
|
| S3 |
3.551 |
3.722 |
4.087 |
|
| S4 |
3.285 |
3.456 |
4.014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.177 |
3.911 |
0.266 |
6.4% |
0.121 |
2.9% |
94% |
True |
False |
40,862 |
| 10 |
4.177 |
3.911 |
0.266 |
6.4% |
0.123 |
2.9% |
94% |
True |
False |
37,255 |
| 20 |
4.177 |
3.657 |
0.520 |
12.5% |
0.106 |
2.5% |
97% |
True |
False |
35,396 |
| 40 |
4.177 |
3.325 |
0.852 |
20.5% |
0.100 |
2.4% |
98% |
True |
False |
26,718 |
| 60 |
4.177 |
3.275 |
0.902 |
21.7% |
0.097 |
2.3% |
98% |
True |
False |
21,495 |
| 80 |
4.177 |
3.204 |
0.973 |
23.4% |
0.095 |
2.3% |
98% |
True |
False |
17,567 |
| 100 |
4.177 |
3.204 |
0.973 |
23.4% |
0.096 |
2.3% |
98% |
True |
False |
14,739 |
| 120 |
4.177 |
3.204 |
0.973 |
23.4% |
0.093 |
2.2% |
98% |
True |
False |
12,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.036 |
|
2.618 |
4.706 |
|
1.618 |
4.504 |
|
1.000 |
4.379 |
|
0.618 |
4.302 |
|
HIGH |
4.177 |
|
0.618 |
4.100 |
|
0.500 |
4.076 |
|
0.382 |
4.052 |
|
LOW |
3.975 |
|
0.618 |
3.850 |
|
1.000 |
3.773 |
|
1.618 |
3.648 |
|
2.618 |
3.446 |
|
4.250 |
3.117 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.132 |
4.121 |
| PP |
4.104 |
4.083 |
| S1 |
4.076 |
4.044 |
|