NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.445 |
4.418 |
-0.027 |
-0.6% |
4.275 |
| High |
4.450 |
4.427 |
-0.023 |
-0.5% |
4.457 |
| Low |
4.391 |
4.285 |
-0.106 |
-2.4% |
4.112 |
| Close |
4.437 |
4.298 |
-0.139 |
-3.1% |
4.437 |
| Range |
0.059 |
0.142 |
0.083 |
140.7% |
0.345 |
| ATR |
0.123 |
0.125 |
0.002 |
1.7% |
0.000 |
| Volume |
66,429 |
71,743 |
5,314 |
8.0% |
389,361 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.763 |
4.672 |
4.376 |
|
| R3 |
4.621 |
4.530 |
4.337 |
|
| R2 |
4.479 |
4.479 |
4.324 |
|
| R1 |
4.388 |
4.388 |
4.311 |
4.363 |
| PP |
4.337 |
4.337 |
4.337 |
4.324 |
| S1 |
4.246 |
4.246 |
4.285 |
4.221 |
| S2 |
4.195 |
4.195 |
4.272 |
|
| S3 |
4.053 |
4.104 |
4.259 |
|
| S4 |
3.911 |
3.962 |
4.220 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.370 |
5.249 |
4.627 |
|
| R3 |
5.025 |
4.904 |
4.532 |
|
| R2 |
4.680 |
4.680 |
4.500 |
|
| R1 |
4.559 |
4.559 |
4.469 |
4.620 |
| PP |
4.335 |
4.335 |
4.335 |
4.366 |
| S1 |
4.214 |
4.214 |
4.405 |
4.275 |
| S2 |
3.990 |
3.990 |
4.374 |
|
| S3 |
3.645 |
3.869 |
4.342 |
|
| S4 |
3.300 |
3.524 |
4.247 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.457 |
4.112 |
0.345 |
8.0% |
0.133 |
3.1% |
54% |
False |
False |
78,078 |
| 10 |
4.457 |
4.044 |
0.413 |
9.6% |
0.133 |
3.1% |
62% |
False |
False |
79,792 |
| 20 |
4.457 |
3.911 |
0.546 |
12.7% |
0.130 |
3.0% |
71% |
False |
False |
61,627 |
| 40 |
4.457 |
3.491 |
0.966 |
22.5% |
0.112 |
2.6% |
84% |
False |
False |
44,573 |
| 60 |
4.457 |
3.325 |
1.132 |
26.3% |
0.104 |
2.4% |
86% |
False |
False |
34,531 |
| 80 |
4.457 |
3.204 |
1.253 |
29.2% |
0.102 |
2.4% |
87% |
False |
False |
27,917 |
| 100 |
4.457 |
3.204 |
1.253 |
29.2% |
0.100 |
2.3% |
87% |
False |
False |
23,396 |
| 120 |
4.457 |
3.204 |
1.253 |
29.2% |
0.098 |
2.3% |
87% |
False |
False |
19,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.031 |
|
2.618 |
4.799 |
|
1.618 |
4.657 |
|
1.000 |
4.569 |
|
0.618 |
4.515 |
|
HIGH |
4.427 |
|
0.618 |
4.373 |
|
0.500 |
4.356 |
|
0.382 |
4.339 |
|
LOW |
4.285 |
|
0.618 |
4.197 |
|
1.000 |
4.143 |
|
1.618 |
4.055 |
|
2.618 |
3.913 |
|
4.250 |
3.682 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.356 |
4.330 |
| PP |
4.337 |
4.319 |
| S1 |
4.317 |
4.309 |
|