NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.012 |
4.000 |
-0.012 |
-0.3% |
4.233 |
| High |
4.056 |
4.005 |
-0.051 |
-1.3% |
4.444 |
| Low |
3.971 |
3.916 |
-0.055 |
-1.4% |
3.977 |
| Close |
4.011 |
3.920 |
-0.091 |
-2.3% |
4.041 |
| Range |
0.085 |
0.089 |
0.004 |
4.7% |
0.467 |
| ATR |
0.134 |
0.131 |
-0.003 |
-2.1% |
0.000 |
| Volume |
103,077 |
124,064 |
20,987 |
20.4% |
795,719 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.214 |
4.156 |
3.969 |
|
| R3 |
4.125 |
4.067 |
3.944 |
|
| R2 |
4.036 |
4.036 |
3.936 |
|
| R1 |
3.978 |
3.978 |
3.928 |
3.963 |
| PP |
3.947 |
3.947 |
3.947 |
3.939 |
| S1 |
3.889 |
3.889 |
3.912 |
3.874 |
| S2 |
3.858 |
3.858 |
3.904 |
|
| S3 |
3.769 |
3.800 |
3.896 |
|
| S4 |
3.680 |
3.711 |
3.871 |
|
|
| 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 |
3.916 |
0.528 |
13.5% |
0.150 |
3.8% |
1% |
False |
True |
151,655 |
| 10 |
4.444 |
3.916 |
0.528 |
13.5% |
0.139 |
3.5% |
1% |
False |
True |
139,177 |
| 20 |
4.457 |
3.916 |
0.541 |
13.8% |
0.136 |
3.5% |
1% |
False |
True |
108,813 |
| 40 |
4.457 |
3.705 |
0.752 |
19.2% |
0.124 |
3.2% |
29% |
False |
False |
75,457 |
| 60 |
4.457 |
3.325 |
1.132 |
28.9% |
0.113 |
2.9% |
53% |
False |
False |
56,854 |
| 80 |
4.457 |
3.325 |
1.132 |
28.9% |
0.107 |
2.7% |
53% |
False |
False |
45,582 |
| 100 |
4.457 |
3.204 |
1.253 |
32.0% |
0.104 |
2.7% |
57% |
False |
False |
37,646 |
| 120 |
4.457 |
3.204 |
1.253 |
32.0% |
0.103 |
2.6% |
57% |
False |
False |
32,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.383 |
|
2.618 |
4.238 |
|
1.618 |
4.149 |
|
1.000 |
4.094 |
|
0.618 |
4.060 |
|
HIGH |
4.005 |
|
0.618 |
3.971 |
|
0.500 |
3.961 |
|
0.382 |
3.950 |
|
LOW |
3.916 |
|
0.618 |
3.861 |
|
1.000 |
3.827 |
|
1.618 |
3.772 |
|
2.618 |
3.683 |
|
4.250 |
3.538 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.961 |
3.993 |
| PP |
3.947 |
3.969 |
| S1 |
3.934 |
3.944 |
|