NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.043 |
4.012 |
-0.031 |
-0.8% |
4.233 |
| High |
4.070 |
4.056 |
-0.014 |
-0.3% |
4.444 |
| Low |
3.977 |
3.971 |
-0.006 |
-0.2% |
3.977 |
| Close |
4.041 |
4.011 |
-0.030 |
-0.7% |
4.041 |
| Range |
0.093 |
0.085 |
-0.008 |
-8.6% |
0.467 |
| ATR |
0.138 |
0.134 |
-0.004 |
-2.7% |
0.000 |
| Volume |
120,224 |
103,077 |
-17,147 |
-14.3% |
795,719 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.268 |
4.224 |
4.058 |
|
| R3 |
4.183 |
4.139 |
4.034 |
|
| R2 |
4.098 |
4.098 |
4.027 |
|
| R1 |
4.054 |
4.054 |
4.019 |
4.034 |
| PP |
4.013 |
4.013 |
4.013 |
4.002 |
| S1 |
3.969 |
3.969 |
4.003 |
3.949 |
| S2 |
3.928 |
3.928 |
3.995 |
|
| S3 |
3.843 |
3.884 |
3.988 |
|
| S4 |
3.758 |
3.799 |
3.964 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.555 |
5.265 |
4.298 |
|
| R3 |
5.088 |
4.798 |
4.169 |
|
| R2 |
4.621 |
4.621 |
4.127 |
|
| R1 |
4.331 |
4.331 |
4.084 |
4.243 |
| PP |
4.154 |
4.154 |
4.154 |
4.110 |
| S1 |
3.864 |
3.864 |
3.998 |
3.776 |
| S2 |
3.687 |
3.687 |
3.955 |
|
| S3 |
3.220 |
3.397 |
3.913 |
|
| S4 |
2.753 |
2.930 |
3.784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.444 |
3.971 |
0.473 |
11.8% |
0.147 |
3.7% |
8% |
False |
True |
153,624 |
| 10 |
4.444 |
3.971 |
0.473 |
11.8% |
0.140 |
3.5% |
8% |
False |
True |
135,444 |
| 20 |
4.457 |
3.971 |
0.486 |
12.1% |
0.137 |
3.4% |
8% |
False |
True |
107,618 |
| 40 |
4.457 |
3.681 |
0.776 |
19.3% |
0.123 |
3.1% |
43% |
False |
False |
73,081 |
| 60 |
4.457 |
3.325 |
1.132 |
28.2% |
0.112 |
2.8% |
61% |
False |
False |
55,111 |
| 80 |
4.457 |
3.309 |
1.148 |
28.6% |
0.107 |
2.7% |
61% |
False |
False |
44,198 |
| 100 |
4.457 |
3.204 |
1.253 |
31.2% |
0.104 |
2.6% |
64% |
False |
False |
36,510 |
| 120 |
4.457 |
3.204 |
1.253 |
31.2% |
0.103 |
2.6% |
64% |
False |
False |
31,035 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.417 |
|
2.618 |
4.279 |
|
1.618 |
4.194 |
|
1.000 |
4.141 |
|
0.618 |
4.109 |
|
HIGH |
4.056 |
|
0.618 |
4.024 |
|
0.500 |
4.014 |
|
0.382 |
4.003 |
|
LOW |
3.971 |
|
0.618 |
3.918 |
|
1.000 |
3.886 |
|
1.618 |
3.833 |
|
2.618 |
3.748 |
|
4.250 |
3.610 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.014 |
4.168 |
| PP |
4.013 |
4.115 |
| S1 |
4.012 |
4.063 |
|