NYMEX Natural Gas Future July 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 |
4.022 |
4.005 |
-0.017 |
-0.4% |
4.073 |
| High |
4.070 |
4.059 |
-0.011 |
-0.3% |
4.108 |
| Low |
3.935 |
3.950 |
0.015 |
0.4% |
3.935 |
| Close |
4.033 |
3.960 |
-0.073 |
-1.8% |
3.960 |
| Range |
0.135 |
0.109 |
-0.026 |
-19.3% |
0.173 |
| ATR |
0.127 |
0.126 |
-0.001 |
-1.0% |
0.000 |
| Volume |
34,624 |
49,191 |
14,567 |
42.1% |
220,605 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.317 |
4.247 |
4.020 |
|
| R3 |
4.208 |
4.138 |
3.990 |
|
| R2 |
4.099 |
4.099 |
3.980 |
|
| R1 |
4.029 |
4.029 |
3.970 |
4.010 |
| PP |
3.990 |
3.990 |
3.990 |
3.980 |
| S1 |
3.920 |
3.920 |
3.950 |
3.901 |
| S2 |
3.881 |
3.881 |
3.940 |
|
| S3 |
3.772 |
3.811 |
3.930 |
|
| S4 |
3.663 |
3.702 |
3.900 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.520 |
4.413 |
4.055 |
|
| R3 |
4.347 |
4.240 |
4.008 |
|
| R2 |
4.174 |
4.174 |
3.992 |
|
| R1 |
4.067 |
4.067 |
3.976 |
4.034 |
| PP |
4.001 |
4.001 |
4.001 |
3.985 |
| S1 |
3.894 |
3.894 |
3.944 |
3.861 |
| S2 |
3.828 |
3.828 |
3.928 |
|
| S3 |
3.655 |
3.721 |
3.912 |
|
| S4 |
3.482 |
3.548 |
3.865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.108 |
3.935 |
0.173 |
4.4% |
0.100 |
2.5% |
14% |
False |
False |
44,121 |
| 10 |
4.499 |
3.935 |
0.564 |
14.2% |
0.132 |
3.3% |
4% |
False |
False |
46,470 |
| 20 |
4.499 |
3.935 |
0.564 |
14.2% |
0.131 |
3.3% |
4% |
False |
False |
41,168 |
| 40 |
4.499 |
3.935 |
0.564 |
14.2% |
0.122 |
3.1% |
4% |
False |
False |
43,911 |
| 60 |
4.499 |
3.382 |
1.117 |
28.2% |
0.111 |
2.8% |
52% |
False |
False |
36,610 |
| 80 |
4.499 |
3.382 |
1.117 |
28.2% |
0.105 |
2.7% |
52% |
False |
False |
30,448 |
| 100 |
4.499 |
3.336 |
1.163 |
29.4% |
0.102 |
2.6% |
54% |
False |
False |
25,604 |
| 120 |
4.499 |
3.336 |
1.163 |
29.4% |
0.098 |
2.5% |
54% |
False |
False |
22,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.522 |
|
2.618 |
4.344 |
|
1.618 |
4.235 |
|
1.000 |
4.168 |
|
0.618 |
4.126 |
|
HIGH |
4.059 |
|
0.618 |
4.017 |
|
0.500 |
4.005 |
|
0.382 |
3.992 |
|
LOW |
3.950 |
|
0.618 |
3.883 |
|
1.000 |
3.841 |
|
1.618 |
3.774 |
|
2.618 |
3.665 |
|
4.250 |
3.487 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.005 |
4.003 |
| PP |
3.990 |
3.988 |
| S1 |
3.975 |
3.974 |
|