NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.136 |
4.081 |
-0.055 |
-1.3% |
4.073 |
| High |
4.142 |
4.093 |
-0.049 |
-1.2% |
4.190 |
| Low |
4.049 |
4.007 |
-0.042 |
-1.0% |
3.981 |
| Close |
4.082 |
4.012 |
-0.070 |
-1.7% |
4.117 |
| Range |
0.093 |
0.086 |
-0.007 |
-7.5% |
0.209 |
| ATR |
0.093 |
0.093 |
-0.001 |
-0.6% |
0.000 |
| Volume |
10,503 |
14,668 |
4,165 |
39.7% |
39,858 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.295 |
4.240 |
4.059 |
|
| R3 |
4.209 |
4.154 |
4.036 |
|
| R2 |
4.123 |
4.123 |
4.028 |
|
| R1 |
4.068 |
4.068 |
4.020 |
4.053 |
| PP |
4.037 |
4.037 |
4.037 |
4.030 |
| S1 |
3.982 |
3.982 |
4.004 |
3.967 |
| S2 |
3.951 |
3.951 |
3.996 |
|
| S3 |
3.865 |
3.896 |
3.988 |
|
| S4 |
3.779 |
3.810 |
3.965 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.723 |
4.629 |
4.232 |
|
| R3 |
4.514 |
4.420 |
4.174 |
|
| R2 |
4.305 |
4.305 |
4.155 |
|
| R1 |
4.211 |
4.211 |
4.136 |
4.258 |
| PP |
4.096 |
4.096 |
4.096 |
4.120 |
| S1 |
4.002 |
4.002 |
4.098 |
4.049 |
| S2 |
3.887 |
3.887 |
4.079 |
|
| S3 |
3.678 |
3.793 |
4.060 |
|
| S4 |
3.469 |
3.584 |
4.002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.190 |
4.007 |
0.183 |
4.6% |
0.102 |
2.5% |
3% |
False |
True |
12,123 |
| 10 |
4.190 |
3.981 |
0.209 |
5.2% |
0.101 |
2.5% |
15% |
False |
False |
10,287 |
| 20 |
4.190 |
3.652 |
0.538 |
13.4% |
0.089 |
2.2% |
67% |
False |
False |
10,841 |
| 40 |
4.190 |
3.420 |
0.770 |
19.2% |
0.084 |
2.1% |
77% |
False |
False |
8,529 |
| 60 |
4.190 |
3.385 |
0.805 |
20.1% |
0.083 |
2.1% |
78% |
False |
False |
7,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.459 |
|
2.618 |
4.318 |
|
1.618 |
4.232 |
|
1.000 |
4.179 |
|
0.618 |
4.146 |
|
HIGH |
4.093 |
|
0.618 |
4.060 |
|
0.500 |
4.050 |
|
0.382 |
4.040 |
|
LOW |
4.007 |
|
0.618 |
3.954 |
|
1.000 |
3.921 |
|
1.618 |
3.868 |
|
2.618 |
3.782 |
|
4.250 |
3.642 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.050 |
4.075 |
| PP |
4.037 |
4.054 |
| S1 |
4.025 |
4.033 |
|