NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.378 |
4.340 |
-0.038 |
-0.9% |
4.418 |
| High |
4.397 |
4.444 |
0.047 |
1.1% |
4.427 |
| Low |
4.322 |
4.310 |
-0.012 |
-0.3% |
4.090 |
| Close |
4.343 |
4.326 |
-0.017 |
-0.4% |
4.223 |
| Range |
0.075 |
0.134 |
0.059 |
78.7% |
0.337 |
| ATR |
0.125 |
0.126 |
0.001 |
0.5% |
0.000 |
| Volume |
133,909 |
165,590 |
31,681 |
23.7% |
527,388 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.762 |
4.678 |
4.400 |
|
| R3 |
4.628 |
4.544 |
4.363 |
|
| R2 |
4.494 |
4.494 |
4.351 |
|
| R1 |
4.410 |
4.410 |
4.338 |
4.385 |
| PP |
4.360 |
4.360 |
4.360 |
4.348 |
| S1 |
4.276 |
4.276 |
4.314 |
4.251 |
| S2 |
4.226 |
4.226 |
4.301 |
|
| S3 |
4.092 |
4.142 |
4.289 |
|
| S4 |
3.958 |
4.008 |
4.252 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.258 |
5.077 |
4.408 |
|
| R3 |
4.921 |
4.740 |
4.316 |
|
| R2 |
4.584 |
4.584 |
4.285 |
|
| R1 |
4.403 |
4.403 |
4.254 |
4.325 |
| PP |
4.247 |
4.247 |
4.247 |
4.208 |
| S1 |
4.066 |
4.066 |
4.192 |
3.988 |
| S2 |
3.910 |
3.910 |
4.161 |
|
| S3 |
3.573 |
3.729 |
4.130 |
|
| S4 |
3.236 |
3.392 |
4.038 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.444 |
4.090 |
0.354 |
8.2% |
0.131 |
3.0% |
67% |
True |
False |
145,714 |
| 10 |
4.457 |
4.090 |
0.367 |
8.5% |
0.134 |
3.1% |
64% |
False |
False |
114,439 |
| 20 |
4.457 |
3.911 |
0.546 |
12.6% |
0.133 |
3.1% |
76% |
False |
False |
93,907 |
| 40 |
4.457 |
3.562 |
0.895 |
20.7% |
0.117 |
2.7% |
85% |
False |
False |
63,781 |
| 60 |
4.457 |
3.325 |
1.132 |
26.2% |
0.108 |
2.5% |
88% |
False |
False |
47,999 |
| 80 |
4.457 |
3.275 |
1.182 |
27.3% |
0.104 |
2.4% |
89% |
False |
False |
38,542 |
| 100 |
4.457 |
3.204 |
1.253 |
29.0% |
0.102 |
2.4% |
90% |
False |
False |
31,986 |
| 120 |
4.457 |
3.204 |
1.253 |
29.0% |
0.100 |
2.3% |
90% |
False |
False |
27,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.014 |
|
2.618 |
4.795 |
|
1.618 |
4.661 |
|
1.000 |
4.578 |
|
0.618 |
4.527 |
|
HIGH |
4.444 |
|
0.618 |
4.393 |
|
0.500 |
4.377 |
|
0.382 |
4.361 |
|
LOW |
4.310 |
|
0.618 |
4.227 |
|
1.000 |
4.176 |
|
1.618 |
4.093 |
|
2.618 |
3.959 |
|
4.250 |
3.741 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.377 |
4.335 |
| PP |
4.360 |
4.332 |
| S1 |
4.343 |
4.329 |
|