NYMEX Natural Gas Future June 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 |
4.067 |
4.144 |
0.077 |
1.9% |
4.000 |
| High |
4.199 |
4.226 |
0.027 |
0.6% |
4.177 |
| Low |
4.064 |
4.086 |
0.022 |
0.5% |
3.911 |
| Close |
4.127 |
4.179 |
0.052 |
1.3% |
4.160 |
| Range |
0.135 |
0.140 |
0.005 |
3.7% |
0.266 |
| ATR |
0.114 |
0.115 |
0.002 |
1.7% |
0.000 |
| Volume |
86,503 |
85,120 |
-1,383 |
-1.6% |
204,314 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.584 |
4.521 |
4.256 |
|
| R3 |
4.444 |
4.381 |
4.218 |
|
| R2 |
4.304 |
4.304 |
4.205 |
|
| R1 |
4.241 |
4.241 |
4.192 |
4.273 |
| PP |
4.164 |
4.164 |
4.164 |
4.179 |
| S1 |
4.101 |
4.101 |
4.166 |
4.133 |
| S2 |
4.024 |
4.024 |
4.153 |
|
| S3 |
3.884 |
3.961 |
4.141 |
|
| S4 |
3.744 |
3.821 |
4.102 |
|
|
| 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 |
4.226 |
3.975 |
0.251 |
6.0% |
0.141 |
3.4% |
81% |
True |
False |
85,175 |
| 10 |
4.226 |
3.911 |
0.315 |
7.5% |
0.126 |
3.0% |
85% |
True |
False |
62,318 |
| 20 |
4.226 |
3.757 |
0.469 |
11.2% |
0.119 |
2.8% |
90% |
True |
False |
48,061 |
| 40 |
4.226 |
3.325 |
0.901 |
21.6% |
0.104 |
2.5% |
95% |
True |
False |
34,503 |
| 60 |
4.226 |
3.325 |
0.901 |
21.6% |
0.099 |
2.4% |
95% |
True |
False |
27,021 |
| 80 |
4.226 |
3.204 |
1.022 |
24.5% |
0.098 |
2.3% |
95% |
True |
False |
21,793 |
| 100 |
4.226 |
3.204 |
1.022 |
24.5% |
0.097 |
2.3% |
95% |
True |
False |
18,331 |
| 120 |
4.226 |
3.204 |
1.022 |
24.5% |
0.095 |
2.3% |
95% |
True |
False |
15,668 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.821 |
|
2.618 |
4.593 |
|
1.618 |
4.453 |
|
1.000 |
4.366 |
|
0.618 |
4.313 |
|
HIGH |
4.226 |
|
0.618 |
4.173 |
|
0.500 |
4.156 |
|
0.382 |
4.139 |
|
LOW |
4.086 |
|
0.618 |
3.999 |
|
1.000 |
3.946 |
|
1.618 |
3.859 |
|
2.618 |
3.719 |
|
4.250 |
3.491 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.171 |
4.164 |
| PP |
4.164 |
4.150 |
| S1 |
4.156 |
4.135 |
|