NYMEX Natural Gas Future July 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 |
4.480 |
4.459 |
-0.021 |
-0.5% |
4.308 |
| High |
4.489 |
4.460 |
-0.029 |
-0.6% |
4.497 |
| Low |
4.433 |
4.324 |
-0.109 |
-2.5% |
4.156 |
| Close |
4.479 |
4.338 |
-0.141 |
-3.1% |
4.479 |
| Range |
0.056 |
0.136 |
0.080 |
142.9% |
0.341 |
| ATR |
0.119 |
0.122 |
0.003 |
2.1% |
0.000 |
| Volume |
59,020 |
23,903 |
-35,117 |
-59.5% |
214,649 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.782 |
4.696 |
4.413 |
|
| R3 |
4.646 |
4.560 |
4.375 |
|
| R2 |
4.510 |
4.510 |
4.363 |
|
| R1 |
4.424 |
4.424 |
4.350 |
4.399 |
| PP |
4.374 |
4.374 |
4.374 |
4.362 |
| S1 |
4.288 |
4.288 |
4.326 |
4.263 |
| S2 |
4.238 |
4.238 |
4.313 |
|
| S3 |
4.102 |
4.152 |
4.301 |
|
| S4 |
3.966 |
4.016 |
4.263 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.400 |
5.281 |
4.667 |
|
| R3 |
5.059 |
4.940 |
4.573 |
|
| R2 |
4.718 |
4.718 |
4.542 |
|
| R1 |
4.599 |
4.599 |
4.510 |
4.659 |
| PP |
4.377 |
4.377 |
4.377 |
4.407 |
| S1 |
4.258 |
4.258 |
4.448 |
4.318 |
| S2 |
4.036 |
4.036 |
4.416 |
|
| S3 |
3.695 |
3.917 |
4.385 |
|
| S4 |
3.354 |
3.576 |
4.291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.497 |
4.156 |
0.341 |
7.9% |
0.129 |
3.0% |
53% |
False |
False |
39,405 |
| 10 |
4.497 |
4.094 |
0.403 |
9.3% |
0.130 |
3.0% |
61% |
False |
False |
55,156 |
| 20 |
4.497 |
3.963 |
0.534 |
12.3% |
0.126 |
2.9% |
70% |
False |
False |
48,350 |
| 40 |
4.497 |
3.550 |
0.947 |
21.8% |
0.108 |
2.5% |
83% |
False |
False |
37,518 |
| 60 |
4.497 |
3.382 |
1.115 |
25.7% |
0.101 |
2.3% |
86% |
False |
False |
29,702 |
| 80 |
4.497 |
3.336 |
1.161 |
26.8% |
0.098 |
2.3% |
86% |
False |
False |
24,271 |
| 100 |
4.497 |
3.336 |
1.161 |
26.8% |
0.094 |
2.2% |
86% |
False |
False |
20,472 |
| 120 |
4.497 |
3.336 |
1.161 |
26.8% |
0.093 |
2.1% |
86% |
False |
False |
17,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.038 |
|
2.618 |
4.816 |
|
1.618 |
4.680 |
|
1.000 |
4.596 |
|
0.618 |
4.544 |
|
HIGH |
4.460 |
|
0.618 |
4.408 |
|
0.500 |
4.392 |
|
0.382 |
4.376 |
|
LOW |
4.324 |
|
0.618 |
4.240 |
|
1.000 |
4.188 |
|
1.618 |
4.104 |
|
2.618 |
3.968 |
|
4.250 |
3.746 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.392 |
4.374 |
| PP |
4.374 |
4.362 |
| S1 |
4.356 |
4.350 |
|