NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
4.305 |
4.325 |
0.020 |
0.5% |
4.338 |
| High |
4.398 |
4.365 |
-0.033 |
-0.8% |
4.496 |
| Low |
4.305 |
4.258 |
-0.047 |
-1.1% |
4.175 |
| Close |
4.337 |
4.261 |
-0.076 |
-1.8% |
4.484 |
| Range |
0.093 |
0.107 |
0.014 |
15.1% |
0.321 |
| ATR |
0.112 |
0.112 |
0.000 |
-0.3% |
0.000 |
| Volume |
19,334 |
18,951 |
-383 |
-2.0% |
169,456 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.616 |
4.545 |
4.320 |
|
| R3 |
4.509 |
4.438 |
4.290 |
|
| R2 |
4.402 |
4.402 |
4.281 |
|
| R1 |
4.331 |
4.331 |
4.271 |
4.313 |
| PP |
4.295 |
4.295 |
4.295 |
4.286 |
| S1 |
4.224 |
4.224 |
4.251 |
4.206 |
| S2 |
4.188 |
4.188 |
4.241 |
|
| S3 |
4.081 |
4.117 |
4.232 |
|
| S4 |
3.974 |
4.010 |
4.202 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.348 |
5.237 |
4.661 |
|
| R3 |
5.027 |
4.916 |
4.572 |
|
| R2 |
4.706 |
4.706 |
4.543 |
|
| R1 |
4.595 |
4.595 |
4.513 |
4.651 |
| PP |
4.385 |
4.385 |
4.385 |
4.413 |
| S1 |
4.274 |
4.274 |
4.455 |
4.330 |
| S2 |
4.064 |
4.064 |
4.425 |
|
| S3 |
3.743 |
3.953 |
4.396 |
|
| S4 |
3.422 |
3.632 |
4.307 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.496 |
4.258 |
0.238 |
5.6% |
0.119 |
2.8% |
1% |
False |
True |
26,592 |
| 10 |
4.496 |
4.144 |
0.352 |
8.3% |
0.121 |
2.8% |
33% |
False |
False |
30,566 |
| 20 |
4.496 |
3.989 |
0.507 |
11.9% |
0.114 |
2.7% |
54% |
False |
False |
32,512 |
| 40 |
4.496 |
3.625 |
0.871 |
20.4% |
0.102 |
2.4% |
73% |
False |
False |
34,283 |
| 60 |
4.496 |
3.440 |
1.056 |
24.8% |
0.094 |
2.2% |
78% |
False |
False |
29,862 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.820 |
|
2.618 |
4.645 |
|
1.618 |
4.538 |
|
1.000 |
4.472 |
|
0.618 |
4.431 |
|
HIGH |
4.365 |
|
0.618 |
4.324 |
|
0.500 |
4.312 |
|
0.382 |
4.299 |
|
LOW |
4.258 |
|
0.618 |
4.192 |
|
1.000 |
4.151 |
|
1.618 |
4.085 |
|
2.618 |
3.978 |
|
4.250 |
3.803 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.312 |
4.360 |
| PP |
4.295 |
4.327 |
| S1 |
4.278 |
4.294 |
|