NYMEX Natural Gas Future July 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 |
4.117 |
4.190 |
0.073 |
1.8% |
4.080 |
| High |
4.243 |
4.273 |
0.030 |
0.7% |
4.220 |
| Low |
4.111 |
4.135 |
0.024 |
0.6% |
3.963 |
| Close |
4.174 |
4.225 |
0.051 |
1.2% |
4.206 |
| Range |
0.132 |
0.138 |
0.006 |
4.5% |
0.257 |
| ATR |
0.109 |
0.111 |
0.002 |
1.9% |
0.000 |
| Volume |
62,411 |
83,061 |
20,650 |
33.1% |
183,238 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.625 |
4.563 |
4.301 |
|
| R3 |
4.487 |
4.425 |
4.263 |
|
| R2 |
4.349 |
4.349 |
4.250 |
|
| R1 |
4.287 |
4.287 |
4.238 |
4.318 |
| PP |
4.211 |
4.211 |
4.211 |
4.227 |
| S1 |
4.149 |
4.149 |
4.212 |
4.180 |
| S2 |
4.073 |
4.073 |
4.200 |
|
| S3 |
3.935 |
4.011 |
4.187 |
|
| S4 |
3.797 |
3.873 |
4.149 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.901 |
4.810 |
4.347 |
|
| R3 |
4.644 |
4.553 |
4.277 |
|
| R2 |
4.387 |
4.387 |
4.253 |
|
| R1 |
4.296 |
4.296 |
4.230 |
4.342 |
| PP |
4.130 |
4.130 |
4.130 |
4.152 |
| S1 |
4.039 |
4.039 |
4.182 |
4.085 |
| S2 |
3.873 |
3.873 |
4.159 |
|
| S3 |
3.616 |
3.782 |
4.135 |
|
| S4 |
3.359 |
3.525 |
4.065 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.273 |
4.030 |
0.243 |
5.8% |
0.137 |
3.2% |
80% |
True |
False |
78,552 |
| 10 |
4.273 |
3.963 |
0.310 |
7.3% |
0.122 |
2.9% |
85% |
True |
False |
57,164 |
| 20 |
4.273 |
3.806 |
0.467 |
11.1% |
0.115 |
2.7% |
90% |
True |
False |
43,783 |
| 40 |
4.273 |
3.382 |
0.891 |
21.1% |
0.100 |
2.4% |
95% |
True |
False |
32,809 |
| 60 |
4.273 |
3.382 |
0.891 |
21.1% |
0.096 |
2.3% |
95% |
True |
False |
25,792 |
| 80 |
4.273 |
3.336 |
0.937 |
22.2% |
0.094 |
2.2% |
95% |
True |
False |
20,850 |
| 100 |
4.273 |
3.336 |
0.937 |
22.2% |
0.091 |
2.2% |
95% |
True |
False |
17,489 |
| 120 |
4.273 |
3.336 |
0.937 |
22.2% |
0.090 |
2.1% |
95% |
True |
False |
14,901 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.860 |
|
2.618 |
4.634 |
|
1.618 |
4.496 |
|
1.000 |
4.411 |
|
0.618 |
4.358 |
|
HIGH |
4.273 |
|
0.618 |
4.220 |
|
0.500 |
4.204 |
|
0.382 |
4.188 |
|
LOW |
4.135 |
|
0.618 |
4.050 |
|
1.000 |
3.997 |
|
1.618 |
3.912 |
|
2.618 |
3.774 |
|
4.250 |
3.549 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.218 |
4.211 |
| PP |
4.211 |
4.197 |
| S1 |
4.204 |
4.184 |
|