NYMEX Natural Gas Future June 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 |
4.000 |
3.915 |
-0.085 |
-2.1% |
4.233 |
| High |
4.005 |
3.989 |
-0.016 |
-0.4% |
4.444 |
| Low |
3.916 |
3.895 |
-0.021 |
-0.5% |
3.977 |
| Close |
3.920 |
3.978 |
0.058 |
1.5% |
4.041 |
| Range |
0.089 |
0.094 |
0.005 |
5.6% |
0.467 |
| ATR |
0.131 |
0.129 |
-0.003 |
-2.0% |
0.000 |
| Volume |
124,064 |
90,787 |
-33,277 |
-26.8% |
795,719 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.236 |
4.201 |
4.030 |
|
| R3 |
4.142 |
4.107 |
4.004 |
|
| R2 |
4.048 |
4.048 |
3.995 |
|
| R1 |
4.013 |
4.013 |
3.987 |
4.031 |
| PP |
3.954 |
3.954 |
3.954 |
3.963 |
| S1 |
3.919 |
3.919 |
3.969 |
3.937 |
| S2 |
3.860 |
3.860 |
3.961 |
|
| S3 |
3.766 |
3.825 |
3.952 |
|
| S4 |
3.672 |
3.731 |
3.926 |
|
|
| 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 |
4.364 |
3.895 |
0.469 |
11.8% |
0.142 |
3.6% |
18% |
False |
True |
136,694 |
| 10 |
4.444 |
3.895 |
0.549 |
13.8% |
0.137 |
3.4% |
15% |
False |
True |
141,204 |
| 20 |
4.457 |
3.895 |
0.562 |
14.1% |
0.134 |
3.4% |
15% |
False |
True |
109,027 |
| 40 |
4.457 |
3.708 |
0.749 |
18.8% |
0.125 |
3.1% |
36% |
False |
False |
77,163 |
| 60 |
4.457 |
3.325 |
1.132 |
28.5% |
0.113 |
2.8% |
58% |
False |
False |
58,147 |
| 80 |
4.457 |
3.325 |
1.132 |
28.5% |
0.107 |
2.7% |
58% |
False |
False |
46,582 |
| 100 |
4.457 |
3.204 |
1.253 |
31.5% |
0.105 |
2.6% |
62% |
False |
False |
38,475 |
| 120 |
4.457 |
3.204 |
1.253 |
31.5% |
0.103 |
2.6% |
62% |
False |
False |
32,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.389 |
|
2.618 |
4.235 |
|
1.618 |
4.141 |
|
1.000 |
4.083 |
|
0.618 |
4.047 |
|
HIGH |
3.989 |
|
0.618 |
3.953 |
|
0.500 |
3.942 |
|
0.382 |
3.931 |
|
LOW |
3.895 |
|
0.618 |
3.837 |
|
1.000 |
3.801 |
|
1.618 |
3.743 |
|
2.618 |
3.649 |
|
4.250 |
3.496 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.966 |
3.977 |
| PP |
3.954 |
3.976 |
| S1 |
3.942 |
3.976 |
|