NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.024 |
4.062 |
0.038 |
0.9% |
4.073 |
| High |
4.076 |
4.217 |
0.141 |
3.5% |
4.217 |
| Low |
3.975 |
4.036 |
0.061 |
1.5% |
3.975 |
| Close |
4.048 |
4.206 |
0.158 |
3.9% |
4.206 |
| Range |
0.101 |
0.181 |
0.080 |
79.2% |
0.242 |
| ATR |
0.094 |
0.100 |
0.006 |
6.7% |
0.000 |
| Volume |
15,623 |
15,482 |
-141 |
-0.9% |
67,061 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.696 |
4.632 |
4.306 |
|
| R3 |
4.515 |
4.451 |
4.256 |
|
| R2 |
4.334 |
4.334 |
4.239 |
|
| R1 |
4.270 |
4.270 |
4.223 |
4.302 |
| PP |
4.153 |
4.153 |
4.153 |
4.169 |
| S1 |
4.089 |
4.089 |
4.189 |
4.121 |
| S2 |
3.972 |
3.972 |
4.173 |
|
| S3 |
3.791 |
3.908 |
4.156 |
|
| S4 |
3.610 |
3.727 |
4.106 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.859 |
4.774 |
4.339 |
|
| R3 |
4.617 |
4.532 |
4.273 |
|
| R2 |
4.375 |
4.375 |
4.250 |
|
| R1 |
4.290 |
4.290 |
4.228 |
4.333 |
| PP |
4.133 |
4.133 |
4.133 |
4.154 |
| S1 |
4.048 |
4.048 |
4.184 |
4.091 |
| S2 |
3.891 |
3.891 |
4.162 |
|
| S3 |
3.649 |
3.806 |
4.139 |
|
| S4 |
3.407 |
3.564 |
4.073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.217 |
3.975 |
0.242 |
5.8% |
0.113 |
2.7% |
95% |
True |
False |
13,412 |
| 10 |
4.217 |
3.975 |
0.242 |
5.8% |
0.111 |
2.6% |
95% |
True |
False |
11,919 |
| 20 |
4.217 |
3.731 |
0.486 |
11.6% |
0.094 |
2.2% |
98% |
True |
False |
11,717 |
| 40 |
4.217 |
3.420 |
0.797 |
18.9% |
0.087 |
2.1% |
99% |
True |
False |
8,971 |
| 60 |
4.217 |
3.385 |
0.832 |
19.8% |
0.086 |
2.0% |
99% |
True |
False |
7,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.986 |
|
2.618 |
4.691 |
|
1.618 |
4.510 |
|
1.000 |
4.398 |
|
0.618 |
4.329 |
|
HIGH |
4.217 |
|
0.618 |
4.148 |
|
0.500 |
4.127 |
|
0.382 |
4.105 |
|
LOW |
4.036 |
|
0.618 |
3.924 |
|
1.000 |
3.855 |
|
1.618 |
3.743 |
|
2.618 |
3.562 |
|
4.250 |
3.267 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.180 |
4.169 |
| PP |
4.153 |
4.133 |
| S1 |
4.127 |
4.096 |
|