NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.313 |
4.043 |
-0.270 |
-6.3% |
4.233 |
| High |
4.364 |
4.070 |
-0.294 |
-6.7% |
4.444 |
| Low |
4.017 |
3.977 |
-0.040 |
-1.0% |
3.977 |
| Close |
4.025 |
4.041 |
0.016 |
0.4% |
4.041 |
| Range |
0.347 |
0.093 |
-0.254 |
-73.2% |
0.467 |
| ATR |
0.141 |
0.138 |
-0.003 |
-2.4% |
0.000 |
| Volume |
245,320 |
120,224 |
-125,096 |
-51.0% |
795,719 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.308 |
4.268 |
4.092 |
|
| R3 |
4.215 |
4.175 |
4.067 |
|
| R2 |
4.122 |
4.122 |
4.058 |
|
| R1 |
4.082 |
4.082 |
4.050 |
4.056 |
| PP |
4.029 |
4.029 |
4.029 |
4.016 |
| S1 |
3.989 |
3.989 |
4.032 |
3.963 |
| S2 |
3.936 |
3.936 |
4.024 |
|
| S3 |
3.843 |
3.896 |
4.015 |
|
| S4 |
3.750 |
3.803 |
3.990 |
|
|
| 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 |
3.977 |
0.467 |
11.6% |
0.164 |
4.1% |
14% |
False |
True |
159,143 |
| 10 |
4.444 |
3.977 |
0.467 |
11.6% |
0.146 |
3.6% |
14% |
False |
True |
132,310 |
| 20 |
4.457 |
3.977 |
0.480 |
11.9% |
0.139 |
3.4% |
13% |
False |
True |
107,484 |
| 40 |
4.457 |
3.657 |
0.800 |
19.8% |
0.122 |
3.0% |
48% |
False |
False |
71,440 |
| 60 |
4.457 |
3.325 |
1.132 |
28.0% |
0.113 |
2.8% |
63% |
False |
False |
53,640 |
| 80 |
4.457 |
3.275 |
1.182 |
29.3% |
0.107 |
2.7% |
65% |
False |
False |
42,992 |
| 100 |
4.457 |
3.204 |
1.253 |
31.0% |
0.104 |
2.6% |
67% |
False |
False |
35,550 |
| 120 |
4.457 |
3.204 |
1.253 |
31.0% |
0.103 |
2.5% |
67% |
False |
False |
30,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.465 |
|
2.618 |
4.313 |
|
1.618 |
4.220 |
|
1.000 |
4.163 |
|
0.618 |
4.127 |
|
HIGH |
4.070 |
|
0.618 |
4.034 |
|
0.500 |
4.024 |
|
0.382 |
4.013 |
|
LOW |
3.977 |
|
0.618 |
3.920 |
|
1.000 |
3.884 |
|
1.618 |
3.827 |
|
2.618 |
3.734 |
|
4.250 |
3.582 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.035 |
4.211 |
| PP |
4.029 |
4.154 |
| S1 |
4.024 |
4.098 |
|