NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.241 |
4.158 |
-0.083 |
-2.0% |
4.107 |
| High |
4.252 |
4.186 |
-0.066 |
-1.6% |
4.225 |
| Low |
4.131 |
4.102 |
-0.029 |
-0.7% |
3.989 |
| Close |
4.173 |
4.117 |
-0.056 |
-1.3% |
4.214 |
| Range |
0.121 |
0.084 |
-0.037 |
-30.6% |
0.236 |
| ATR |
0.100 |
0.099 |
-0.001 |
-1.2% |
0.000 |
| Volume |
61,734 |
40,465 |
-21,269 |
-34.5% |
154,891 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.387 |
4.336 |
4.163 |
|
| R3 |
4.303 |
4.252 |
4.140 |
|
| R2 |
4.219 |
4.219 |
4.132 |
|
| R1 |
4.168 |
4.168 |
4.125 |
4.152 |
| PP |
4.135 |
4.135 |
4.135 |
4.127 |
| S1 |
4.084 |
4.084 |
4.109 |
4.068 |
| S2 |
4.051 |
4.051 |
4.102 |
|
| S3 |
3.967 |
4.000 |
4.094 |
|
| S4 |
3.883 |
3.916 |
4.071 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.851 |
4.768 |
4.344 |
|
| R3 |
4.615 |
4.532 |
4.279 |
|
| R2 |
4.379 |
4.379 |
4.257 |
|
| R1 |
4.296 |
4.296 |
4.236 |
4.338 |
| PP |
4.143 |
4.143 |
4.143 |
4.163 |
| S1 |
4.060 |
4.060 |
4.192 |
4.102 |
| S2 |
3.907 |
3.907 |
4.171 |
|
| S3 |
3.671 |
3.824 |
4.149 |
|
| S4 |
3.435 |
3.588 |
4.084 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.252 |
3.989 |
0.263 |
6.4% |
0.112 |
2.7% |
49% |
False |
False |
37,453 |
| 10 |
4.252 |
3.989 |
0.263 |
6.4% |
0.108 |
2.6% |
49% |
False |
False |
34,601 |
| 20 |
4.252 |
3.805 |
0.447 |
10.9% |
0.098 |
2.4% |
70% |
False |
False |
38,316 |
| 40 |
4.252 |
3.440 |
0.812 |
19.7% |
0.090 |
2.2% |
83% |
False |
False |
31,544 |
| 60 |
4.252 |
3.440 |
0.812 |
19.7% |
0.088 |
2.1% |
83% |
False |
False |
28,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.543 |
|
2.618 |
4.406 |
|
1.618 |
4.322 |
|
1.000 |
4.270 |
|
0.618 |
4.238 |
|
HIGH |
4.186 |
|
0.618 |
4.154 |
|
0.500 |
4.144 |
|
0.382 |
4.134 |
|
LOW |
4.102 |
|
0.618 |
4.050 |
|
1.000 |
4.018 |
|
1.618 |
3.966 |
|
2.618 |
3.882 |
|
4.250 |
3.745 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.144 |
4.155 |
| PP |
4.135 |
4.142 |
| S1 |
4.126 |
4.130 |
|