NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.162 |
4.226 |
0.064 |
1.5% |
4.195 |
| High |
4.228 |
4.273 |
0.045 |
1.1% |
4.301 |
| Low |
4.112 |
4.178 |
0.066 |
1.6% |
4.044 |
| Close |
4.188 |
4.243 |
0.055 |
1.3% |
4.261 |
| Range |
0.116 |
0.095 |
-0.021 |
-18.1% |
0.257 |
| ATR |
0.120 |
0.118 |
-0.002 |
-1.5% |
0.000 |
| Volume |
74,105 |
57,709 |
-16,396 |
-22.1% |
437,219 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.516 |
4.475 |
4.295 |
|
| R3 |
4.421 |
4.380 |
4.269 |
|
| R2 |
4.326 |
4.326 |
4.260 |
|
| R1 |
4.285 |
4.285 |
4.252 |
4.306 |
| PP |
4.231 |
4.231 |
4.231 |
4.242 |
| S1 |
4.190 |
4.190 |
4.234 |
4.211 |
| S2 |
4.136 |
4.136 |
4.226 |
|
| S3 |
4.041 |
4.095 |
4.217 |
|
| S4 |
3.946 |
4.000 |
4.191 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.973 |
4.874 |
4.402 |
|
| R3 |
4.716 |
4.617 |
4.332 |
|
| R2 |
4.459 |
4.459 |
4.308 |
|
| R1 |
4.360 |
4.360 |
4.285 |
4.410 |
| PP |
4.202 |
4.202 |
4.202 |
4.227 |
| S1 |
4.103 |
4.103 |
4.237 |
4.153 |
| S2 |
3.945 |
3.945 |
4.214 |
|
| S3 |
3.688 |
3.846 |
4.190 |
|
| S4 |
3.431 |
3.589 |
4.120 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.327 |
4.086 |
0.241 |
5.7% |
0.128 |
3.0% |
65% |
False |
False |
70,537 |
| 10 |
4.327 |
3.911 |
0.416 |
9.8% |
0.132 |
3.1% |
80% |
False |
False |
73,376 |
| 20 |
4.327 |
3.911 |
0.416 |
9.8% |
0.122 |
2.9% |
80% |
False |
False |
53,813 |
| 40 |
4.327 |
3.394 |
0.933 |
22.0% |
0.106 |
2.5% |
91% |
False |
False |
39,478 |
| 60 |
4.327 |
3.325 |
1.002 |
23.6% |
0.102 |
2.4% |
92% |
False |
False |
30,736 |
| 80 |
4.327 |
3.204 |
1.123 |
26.5% |
0.100 |
2.3% |
93% |
False |
False |
24,892 |
| 100 |
4.327 |
3.204 |
1.123 |
26.5% |
0.099 |
2.3% |
93% |
False |
False |
20,870 |
| 120 |
4.327 |
3.204 |
1.123 |
26.5% |
0.096 |
2.3% |
93% |
False |
False |
17,821 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.677 |
|
2.618 |
4.522 |
|
1.618 |
4.427 |
|
1.000 |
4.368 |
|
0.618 |
4.332 |
|
HIGH |
4.273 |
|
0.618 |
4.237 |
|
0.500 |
4.226 |
|
0.382 |
4.214 |
|
LOW |
4.178 |
|
0.618 |
4.119 |
|
1.000 |
4.083 |
|
1.618 |
4.024 |
|
2.618 |
3.929 |
|
4.250 |
3.774 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.237 |
4.235 |
| PP |
4.231 |
4.227 |
| S1 |
4.226 |
4.220 |
|