NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.198 |
4.233 |
0.035 |
0.8% |
4.418 |
| High |
4.257 |
4.395 |
0.138 |
3.2% |
4.427 |
| Low |
4.090 |
4.225 |
0.135 |
3.3% |
4.090 |
| Close |
4.223 |
4.392 |
0.169 |
4.0% |
4.223 |
| Range |
0.167 |
0.170 |
0.003 |
1.8% |
0.337 |
| ATR |
0.125 |
0.129 |
0.003 |
2.6% |
0.000 |
| Volume |
163,583 |
130,676 |
-32,907 |
-20.1% |
527,388 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.847 |
4.790 |
4.486 |
|
| R3 |
4.677 |
4.620 |
4.439 |
|
| R2 |
4.507 |
4.507 |
4.423 |
|
| R1 |
4.450 |
4.450 |
4.408 |
4.479 |
| PP |
4.337 |
4.337 |
4.337 |
4.352 |
| S1 |
4.280 |
4.280 |
4.376 |
4.309 |
| S2 |
4.167 |
4.167 |
4.361 |
|
| S3 |
3.997 |
4.110 |
4.345 |
|
| S4 |
3.827 |
3.940 |
4.299 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.258 |
5.077 |
4.408 |
|
| R3 |
4.921 |
4.740 |
4.316 |
|
| R2 |
4.584 |
4.584 |
4.285 |
|
| R1 |
4.403 |
4.403 |
4.254 |
4.325 |
| PP |
4.247 |
4.247 |
4.247 |
4.208 |
| S1 |
4.066 |
4.066 |
4.192 |
3.988 |
| S2 |
3.910 |
3.910 |
4.161 |
|
| S3 |
3.573 |
3.729 |
4.130 |
|
| S4 |
3.236 |
3.392 |
4.038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.395 |
4.090 |
0.305 |
6.9% |
0.134 |
3.1% |
99% |
True |
False |
117,264 |
| 10 |
4.457 |
4.090 |
0.367 |
8.4% |
0.134 |
3.0% |
82% |
False |
False |
97,671 |
| 20 |
4.457 |
3.911 |
0.546 |
12.4% |
0.131 |
3.0% |
88% |
False |
False |
81,991 |
| 40 |
4.457 |
3.511 |
0.946 |
21.5% |
0.116 |
2.6% |
93% |
False |
False |
57,195 |
| 60 |
4.457 |
3.325 |
1.132 |
25.8% |
0.108 |
2.5% |
94% |
False |
False |
43,436 |
| 80 |
4.457 |
3.275 |
1.182 |
26.9% |
0.103 |
2.3% |
95% |
False |
False |
34,978 |
| 100 |
4.457 |
3.204 |
1.253 |
28.5% |
0.102 |
2.3% |
95% |
False |
False |
29,049 |
| 120 |
4.457 |
3.204 |
1.253 |
28.5% |
0.100 |
2.3% |
95% |
False |
False |
24,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.118 |
|
2.618 |
4.840 |
|
1.618 |
4.670 |
|
1.000 |
4.565 |
|
0.618 |
4.500 |
|
HIGH |
4.395 |
|
0.618 |
4.330 |
|
0.500 |
4.310 |
|
0.382 |
4.290 |
|
LOW |
4.225 |
|
0.618 |
4.120 |
|
1.000 |
4.055 |
|
1.618 |
3.950 |
|
2.618 |
3.780 |
|
4.250 |
3.503 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.365 |
4.342 |
| PP |
4.337 |
4.292 |
| S1 |
4.310 |
4.243 |
|