NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.436 |
4.306 |
-0.130 |
-2.9% |
4.335 |
| High |
4.448 |
4.396 |
-0.052 |
-1.2% |
4.490 |
| Low |
4.338 |
4.306 |
-0.032 |
-0.7% |
4.174 |
| Close |
4.345 |
4.332 |
-0.013 |
-0.3% |
4.483 |
| Range |
0.110 |
0.090 |
-0.020 |
-18.2% |
0.316 |
| ATR |
0.110 |
0.109 |
-0.001 |
-1.3% |
0.000 |
| Volume |
14,745 |
11,904 |
-2,841 |
-19.3% |
79,318 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.615 |
4.563 |
4.382 |
|
| R3 |
4.525 |
4.473 |
4.357 |
|
| R2 |
4.435 |
4.435 |
4.349 |
|
| R1 |
4.383 |
4.383 |
4.340 |
4.409 |
| PP |
4.345 |
4.345 |
4.345 |
4.358 |
| S1 |
4.293 |
4.293 |
4.324 |
4.319 |
| S2 |
4.255 |
4.255 |
4.316 |
|
| S3 |
4.165 |
4.203 |
4.307 |
|
| S4 |
4.075 |
4.113 |
4.283 |
|
|
| 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 |
4.243 |
0.247 |
5.7% |
0.108 |
2.5% |
36% |
False |
False |
15,717 |
| 10 |
4.490 |
4.127 |
0.363 |
8.4% |
0.111 |
2.6% |
56% |
False |
False |
15,143 |
| 20 |
4.490 |
3.975 |
0.515 |
11.9% |
0.112 |
2.6% |
69% |
False |
False |
14,758 |
| 40 |
4.490 |
3.595 |
0.895 |
20.7% |
0.097 |
2.2% |
82% |
False |
False |
12,286 |
| 60 |
4.490 |
3.420 |
1.070 |
24.7% |
0.091 |
2.1% |
85% |
False |
False |
9,972 |
| 80 |
4.490 |
3.350 |
1.140 |
26.3% |
0.091 |
2.1% |
86% |
False |
False |
8,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.779 |
|
2.618 |
4.632 |
|
1.618 |
4.542 |
|
1.000 |
4.486 |
|
0.618 |
4.452 |
|
HIGH |
4.396 |
|
0.618 |
4.362 |
|
0.500 |
4.351 |
|
0.382 |
4.340 |
|
LOW |
4.306 |
|
0.618 |
4.250 |
|
1.000 |
4.216 |
|
1.618 |
4.160 |
|
2.618 |
4.070 |
|
4.250 |
3.924 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.351 |
4.398 |
| PP |
4.345 |
4.376 |
| S1 |
4.338 |
4.354 |
|