NYMEX Natural Gas Future September 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 |
4.487 |
4.436 |
-0.051 |
-1.1% |
4.335 |
| High |
4.489 |
4.448 |
-0.041 |
-0.9% |
4.490 |
| Low |
4.438 |
4.338 |
-0.100 |
-2.3% |
4.174 |
| Close |
4.483 |
4.345 |
-0.138 |
-3.1% |
4.483 |
| Range |
0.051 |
0.110 |
0.059 |
115.7% |
0.316 |
| ATR |
0.108 |
0.110 |
0.003 |
2.5% |
0.000 |
| Volume |
26,906 |
14,745 |
-12,161 |
-45.2% |
79,318 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.707 |
4.636 |
4.406 |
|
| R3 |
4.597 |
4.526 |
4.375 |
|
| R2 |
4.487 |
4.487 |
4.365 |
|
| R1 |
4.416 |
4.416 |
4.355 |
4.397 |
| PP |
4.377 |
4.377 |
4.377 |
4.367 |
| S1 |
4.306 |
4.306 |
4.335 |
4.287 |
| S2 |
4.267 |
4.267 |
4.325 |
|
| S3 |
4.157 |
4.196 |
4.315 |
|
| S4 |
4.047 |
4.086 |
4.285 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.330 |
5.223 |
4.657 |
|
| R3 |
5.014 |
4.907 |
4.570 |
|
| R2 |
4.698 |
4.698 |
4.541 |
|
| R1 |
4.591 |
4.591 |
4.512 |
4.645 |
| PP |
4.382 |
4.382 |
4.382 |
4.409 |
| S1 |
4.275 |
4.275 |
4.454 |
4.329 |
| S2 |
4.066 |
4.066 |
4.425 |
|
| S3 |
3.750 |
3.959 |
4.396 |
|
| S4 |
3.434 |
3.643 |
4.309 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.490 |
4.174 |
0.316 |
7.3% |
0.111 |
2.6% |
54% |
False |
False |
15,912 |
| 10 |
4.490 |
4.096 |
0.394 |
9.1% |
0.111 |
2.5% |
63% |
False |
False |
15,599 |
| 20 |
4.490 |
3.975 |
0.515 |
11.9% |
0.113 |
2.6% |
72% |
False |
False |
14,619 |
| 40 |
4.490 |
3.595 |
0.895 |
20.6% |
0.097 |
2.2% |
84% |
False |
False |
12,092 |
| 60 |
4.490 |
3.420 |
1.070 |
24.6% |
0.091 |
2.1% |
86% |
False |
False |
9,844 |
| 80 |
4.490 |
3.350 |
1.140 |
26.2% |
0.090 |
2.1% |
87% |
False |
False |
8,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.916 |
|
2.618 |
4.736 |
|
1.618 |
4.626 |
|
1.000 |
4.558 |
|
0.618 |
4.516 |
|
HIGH |
4.448 |
|
0.618 |
4.406 |
|
0.500 |
4.393 |
|
0.382 |
4.380 |
|
LOW |
4.338 |
|
0.618 |
4.270 |
|
1.000 |
4.228 |
|
1.618 |
4.160 |
|
2.618 |
4.050 |
|
4.250 |
3.871 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.393 |
4.385 |
| PP |
4.377 |
4.372 |
| S1 |
4.361 |
4.358 |
|