NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.097 |
4.028 |
-0.069 |
-1.7% |
4.080 |
| High |
4.105 |
4.092 |
-0.013 |
-0.3% |
4.200 |
| Low |
4.018 |
3.986 |
-0.032 |
-0.8% |
3.989 |
| Close |
4.023 |
4.062 |
0.039 |
1.0% |
4.130 |
| Range |
0.087 |
0.106 |
0.019 |
21.8% |
0.211 |
| ATR |
0.095 |
0.096 |
0.001 |
0.8% |
0.000 |
| Volume |
16,341 |
11,525 |
-4,816 |
-29.5% |
48,644 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.365 |
4.319 |
4.120 |
|
| R3 |
4.259 |
4.213 |
4.091 |
|
| R2 |
4.153 |
4.153 |
4.081 |
|
| R1 |
4.107 |
4.107 |
4.072 |
4.130 |
| PP |
4.047 |
4.047 |
4.047 |
4.058 |
| S1 |
4.001 |
4.001 |
4.052 |
4.024 |
| S2 |
3.941 |
3.941 |
4.043 |
|
| S3 |
3.835 |
3.895 |
4.033 |
|
| S4 |
3.729 |
3.789 |
4.004 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.739 |
4.646 |
4.246 |
|
| R3 |
4.528 |
4.435 |
4.188 |
|
| R2 |
4.317 |
4.317 |
4.169 |
|
| R1 |
4.224 |
4.224 |
4.149 |
4.271 |
| PP |
4.106 |
4.106 |
4.106 |
4.130 |
| S1 |
4.013 |
4.013 |
4.111 |
4.060 |
| S2 |
3.895 |
3.895 |
4.091 |
|
| S3 |
3.684 |
3.802 |
4.072 |
|
| S4 |
3.473 |
3.591 |
4.014 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.200 |
3.986 |
0.214 |
5.3% |
0.102 |
2.5% |
36% |
False |
True |
14,306 |
| 10 |
4.200 |
3.986 |
0.214 |
5.3% |
0.107 |
2.6% |
36% |
False |
True |
12,943 |
| 20 |
4.200 |
3.648 |
0.552 |
13.6% |
0.093 |
2.3% |
75% |
False |
False |
13,760 |
| 40 |
4.200 |
3.404 |
0.796 |
19.6% |
0.087 |
2.1% |
83% |
False |
False |
10,438 |
| 60 |
4.200 |
3.365 |
0.835 |
20.6% |
0.086 |
2.1% |
83% |
False |
False |
8,681 |
| 80 |
4.200 |
3.365 |
0.835 |
20.6% |
0.082 |
2.0% |
83% |
False |
False |
7,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.543 |
|
2.618 |
4.370 |
|
1.618 |
4.264 |
|
1.000 |
4.198 |
|
0.618 |
4.158 |
|
HIGH |
4.092 |
|
0.618 |
4.052 |
|
0.500 |
4.039 |
|
0.382 |
4.026 |
|
LOW |
3.986 |
|
0.618 |
3.920 |
|
1.000 |
3.880 |
|
1.618 |
3.814 |
|
2.618 |
3.708 |
|
4.250 |
3.536 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.054 |
4.070 |
| PP |
4.047 |
4.067 |
| S1 |
4.039 |
4.065 |
|