NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3.915 |
3.976 |
0.061 |
1.6% |
4.233 |
| High |
3.989 |
4.020 |
0.031 |
0.8% |
4.444 |
| Low |
3.895 |
3.883 |
-0.012 |
-0.3% |
3.977 |
| Close |
3.978 |
3.983 |
0.005 |
0.1% |
4.041 |
| Range |
0.094 |
0.137 |
0.043 |
45.7% |
0.467 |
| ATR |
0.129 |
0.129 |
0.001 |
0.5% |
0.000 |
| Volume |
90,787 |
151,472 |
60,685 |
66.8% |
795,719 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.373 |
4.315 |
4.058 |
|
| R3 |
4.236 |
4.178 |
4.021 |
|
| R2 |
4.099 |
4.099 |
4.008 |
|
| R1 |
4.041 |
4.041 |
3.996 |
4.070 |
| PP |
3.962 |
3.962 |
3.962 |
3.977 |
| S1 |
3.904 |
3.904 |
3.970 |
3.933 |
| S2 |
3.825 |
3.825 |
3.958 |
|
| S3 |
3.688 |
3.767 |
3.945 |
|
| S4 |
3.551 |
3.630 |
3.908 |
|
|
| 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 |
4.070 |
3.883 |
0.187 |
4.7% |
0.100 |
2.5% |
53% |
False |
True |
117,924 |
| 10 |
4.444 |
3.883 |
0.561 |
14.1% |
0.139 |
3.5% |
18% |
False |
True |
142,870 |
| 20 |
4.457 |
3.883 |
0.574 |
14.4% |
0.134 |
3.4% |
17% |
False |
True |
112,345 |
| 40 |
4.457 |
3.757 |
0.700 |
17.6% |
0.127 |
3.2% |
32% |
False |
False |
80,203 |
| 60 |
4.457 |
3.325 |
1.132 |
28.4% |
0.114 |
2.9% |
58% |
False |
False |
60,451 |
| 80 |
4.457 |
3.325 |
1.132 |
28.4% |
0.108 |
2.7% |
58% |
False |
False |
48,352 |
| 100 |
4.457 |
3.204 |
1.253 |
31.5% |
0.105 |
2.6% |
62% |
False |
False |
39,904 |
| 120 |
4.457 |
3.204 |
1.253 |
31.5% |
0.103 |
2.6% |
62% |
False |
False |
34,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.602 |
|
2.618 |
4.379 |
|
1.618 |
4.242 |
|
1.000 |
4.157 |
|
0.618 |
4.105 |
|
HIGH |
4.020 |
|
0.618 |
3.968 |
|
0.500 |
3.952 |
|
0.382 |
3.935 |
|
LOW |
3.883 |
|
0.618 |
3.798 |
|
1.000 |
3.746 |
|
1.618 |
3.661 |
|
2.618 |
3.524 |
|
4.250 |
3.301 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.973 |
3.973 |
| PP |
3.962 |
3.962 |
| S1 |
3.952 |
3.952 |
|