NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3.976 |
3.967 |
-0.009 |
-0.2% |
4.012 |
| High |
4.020 |
4.010 |
-0.010 |
-0.2% |
4.056 |
| Low |
3.883 |
3.898 |
0.015 |
0.4% |
3.883 |
| Close |
3.983 |
3.910 |
-0.073 |
-1.8% |
3.910 |
| Range |
0.137 |
0.112 |
-0.025 |
-18.2% |
0.173 |
| ATR |
0.129 |
0.128 |
-0.001 |
-1.0% |
0.000 |
| Volume |
151,472 |
108,253 |
-43,219 |
-28.5% |
577,653 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.205 |
3.972 |
|
| R3 |
4.163 |
4.093 |
3.941 |
|
| R2 |
4.051 |
4.051 |
3.931 |
|
| R1 |
3.981 |
3.981 |
3.920 |
3.960 |
| PP |
3.939 |
3.939 |
3.939 |
3.929 |
| S1 |
3.869 |
3.869 |
3.900 |
3.848 |
| S2 |
3.827 |
3.827 |
3.889 |
|
| S3 |
3.715 |
3.757 |
3.879 |
|
| S4 |
3.603 |
3.645 |
3.848 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.469 |
4.362 |
4.005 |
|
| R3 |
4.296 |
4.189 |
3.958 |
|
| R2 |
4.123 |
4.123 |
3.942 |
|
| R1 |
4.016 |
4.016 |
3.926 |
3.983 |
| PP |
3.950 |
3.950 |
3.950 |
3.933 |
| S1 |
3.843 |
3.843 |
3.894 |
3.810 |
| S2 |
3.777 |
3.777 |
3.878 |
|
| S3 |
3.604 |
3.670 |
3.862 |
|
| S4 |
3.431 |
3.497 |
3.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.056 |
3.883 |
0.173 |
4.4% |
0.103 |
2.6% |
16% |
False |
False |
115,530 |
| 10 |
4.444 |
3.883 |
0.561 |
14.3% |
0.134 |
3.4% |
5% |
False |
False |
137,337 |
| 20 |
4.457 |
3.883 |
0.574 |
14.7% |
0.134 |
3.4% |
5% |
False |
False |
114,506 |
| 40 |
4.457 |
3.883 |
0.574 |
14.7% |
0.126 |
3.2% |
5% |
False |
False |
82,307 |
| 60 |
4.457 |
3.325 |
1.132 |
29.0% |
0.114 |
2.9% |
52% |
False |
False |
61,958 |
| 80 |
4.457 |
3.325 |
1.132 |
29.0% |
0.108 |
2.8% |
52% |
False |
False |
49,607 |
| 100 |
4.457 |
3.204 |
1.253 |
32.0% |
0.106 |
2.7% |
56% |
False |
False |
40,915 |
| 120 |
4.457 |
3.204 |
1.253 |
32.0% |
0.103 |
2.6% |
56% |
False |
False |
34,860 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.486 |
|
2.618 |
4.303 |
|
1.618 |
4.191 |
|
1.000 |
4.122 |
|
0.618 |
4.079 |
|
HIGH |
4.010 |
|
0.618 |
3.967 |
|
0.500 |
3.954 |
|
0.382 |
3.941 |
|
LOW |
3.898 |
|
0.618 |
3.829 |
|
1.000 |
3.786 |
|
1.618 |
3.717 |
|
2.618 |
3.605 |
|
4.250 |
3.422 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.954 |
3.952 |
| PP |
3.939 |
3.938 |
| S1 |
3.925 |
3.924 |
|