NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.394 |
4.374 |
-0.020 |
-0.5% |
4.459 |
| High |
4.499 |
4.415 |
-0.084 |
-1.9% |
4.460 |
| Low |
4.368 |
4.070 |
-0.298 |
-6.8% |
4.134 |
| Close |
4.379 |
4.077 |
-0.302 |
-6.9% |
4.268 |
| Range |
0.131 |
0.345 |
0.214 |
163.4% |
0.326 |
| ATR |
0.123 |
0.139 |
0.016 |
12.9% |
0.000 |
| Volume |
37,468 |
63,853 |
26,385 |
70.4% |
144,022 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.222 |
4.995 |
4.267 |
|
| R3 |
4.877 |
4.650 |
4.172 |
|
| R2 |
4.532 |
4.532 |
4.140 |
|
| R1 |
4.305 |
4.305 |
4.109 |
4.246 |
| PP |
4.187 |
4.187 |
4.187 |
4.158 |
| S1 |
3.960 |
3.960 |
4.045 |
3.901 |
| S2 |
3.842 |
3.842 |
4.014 |
|
| S3 |
3.497 |
3.615 |
3.982 |
|
| S4 |
3.152 |
3.270 |
3.887 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.265 |
5.093 |
4.447 |
|
| R3 |
4.939 |
4.767 |
4.358 |
|
| R2 |
4.613 |
4.613 |
4.328 |
|
| R1 |
4.441 |
4.441 |
4.298 |
4.364 |
| PP |
4.287 |
4.287 |
4.287 |
4.249 |
| S1 |
4.115 |
4.115 |
4.238 |
4.038 |
| S2 |
3.961 |
3.961 |
4.208 |
|
| S3 |
3.635 |
3.789 |
4.178 |
|
| S4 |
3.309 |
3.463 |
4.089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.499 |
4.070 |
0.429 |
10.5% |
0.179 |
4.4% |
2% |
False |
True |
41,118 |
| 10 |
4.499 |
4.070 |
0.429 |
10.5% |
0.141 |
3.5% |
2% |
False |
True |
37,829 |
| 20 |
4.499 |
4.030 |
0.469 |
11.5% |
0.142 |
3.5% |
10% |
False |
False |
50,118 |
| 40 |
4.499 |
3.621 |
0.878 |
21.5% |
0.120 |
2.9% |
52% |
False |
False |
40,467 |
| 60 |
4.499 |
3.382 |
1.117 |
27.4% |
0.109 |
2.7% |
62% |
False |
False |
33,246 |
| 80 |
4.499 |
3.336 |
1.163 |
28.5% |
0.104 |
2.5% |
64% |
False |
False |
27,483 |
| 100 |
4.499 |
3.336 |
1.163 |
28.5% |
0.100 |
2.5% |
64% |
False |
False |
23,126 |
| 120 |
4.499 |
3.336 |
1.163 |
28.5% |
0.098 |
2.4% |
64% |
False |
False |
19,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.881 |
|
2.618 |
5.318 |
|
1.618 |
4.973 |
|
1.000 |
4.760 |
|
0.618 |
4.628 |
|
HIGH |
4.415 |
|
0.618 |
4.283 |
|
0.500 |
4.243 |
|
0.382 |
4.202 |
|
LOW |
4.070 |
|
0.618 |
3.857 |
|
1.000 |
3.725 |
|
1.618 |
3.512 |
|
2.618 |
3.167 |
|
4.250 |
2.604 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.243 |
4.285 |
| PP |
4.187 |
4.215 |
| S1 |
4.132 |
4.146 |
|