NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 08-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
Open |
4.077 |
3.990 |
-0.087 |
-2.1% |
4.298 |
High |
4.078 |
4.067 |
-0.011 |
-0.3% |
4.517 |
Low |
3.999 |
3.979 |
-0.020 |
-0.5% |
4.054 |
Close |
4.003 |
4.059 |
0.056 |
1.4% |
4.117 |
Range |
0.079 |
0.088 |
0.009 |
11.4% |
0.463 |
ATR |
0.121 |
0.118 |
-0.002 |
-1.9% |
0.000 |
Volume |
9,144 |
19,557 |
10,413 |
113.9% |
83,119 |
|
Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.299 |
4.267 |
4.107 |
|
R3 |
4.211 |
4.179 |
4.083 |
|
R2 |
4.123 |
4.123 |
4.075 |
|
R1 |
4.091 |
4.091 |
4.067 |
4.107 |
PP |
4.035 |
4.035 |
4.035 |
4.043 |
S1 |
4.003 |
4.003 |
4.051 |
4.019 |
S2 |
3.947 |
3.947 |
4.043 |
|
S3 |
3.859 |
3.915 |
4.035 |
|
S4 |
3.771 |
3.827 |
4.011 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.618 |
5.331 |
4.372 |
|
R3 |
5.155 |
4.868 |
4.244 |
|
R2 |
4.692 |
4.692 |
4.202 |
|
R1 |
4.405 |
4.405 |
4.159 |
4.317 |
PP |
4.229 |
4.229 |
4.229 |
4.186 |
S1 |
3.942 |
3.942 |
4.075 |
3.854 |
S2 |
3.766 |
3.766 |
4.032 |
|
S3 |
3.303 |
3.479 |
3.990 |
|
S4 |
2.840 |
3.016 |
3.862 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.425 |
3.979 |
0.446 |
11.0% |
0.133 |
3.3% |
18% |
False |
True |
16,978 |
10 |
4.517 |
3.979 |
0.538 |
13.3% |
0.129 |
3.2% |
15% |
False |
True |
15,348 |
20 |
4.517 |
3.979 |
0.538 |
13.3% |
0.120 |
3.0% |
15% |
False |
True |
15,105 |
40 |
4.517 |
3.782 |
0.735 |
18.1% |
0.111 |
2.7% |
38% |
False |
False |
14,085 |
60 |
4.517 |
3.420 |
1.097 |
27.0% |
0.099 |
2.4% |
58% |
False |
False |
11,674 |
80 |
4.517 |
3.420 |
1.097 |
27.0% |
0.095 |
2.3% |
58% |
False |
False |
9,996 |
100 |
4.517 |
3.350 |
1.167 |
28.8% |
0.092 |
2.3% |
61% |
False |
False |
8,551 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.441 |
2.618 |
4.297 |
1.618 |
4.209 |
1.000 |
4.155 |
0.618 |
4.121 |
HIGH |
4.067 |
0.618 |
4.033 |
0.500 |
4.023 |
0.382 |
4.013 |
LOW |
3.979 |
0.618 |
3.925 |
1.000 |
3.891 |
1.618 |
3.837 |
2.618 |
3.749 |
4.250 |
3.605 |
|
|
Fisher Pivots for day following 08-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.047 |
4.058 |
PP |
4.035 |
4.056 |
S1 |
4.023 |
4.055 |
|