NYMEX Natural Gas Future July 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 |
4.374 |
4.096 |
-0.278 |
-6.4% |
4.285 |
| High |
4.415 |
4.121 |
-0.294 |
-6.7% |
4.499 |
| Low |
4.070 |
4.029 |
-0.041 |
-1.0% |
4.029 |
| Close |
4.077 |
4.093 |
0.016 |
0.4% |
4.093 |
| Range |
0.345 |
0.092 |
-0.253 |
-73.3% |
0.470 |
| ATR |
0.139 |
0.136 |
-0.003 |
-2.4% |
0.000 |
| Volume |
63,853 |
68,840 |
4,987 |
7.8% |
244,097 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.357 |
4.317 |
4.144 |
|
| R3 |
4.265 |
4.225 |
4.118 |
|
| R2 |
4.173 |
4.173 |
4.110 |
|
| R1 |
4.133 |
4.133 |
4.101 |
4.107 |
| PP |
4.081 |
4.081 |
4.081 |
4.068 |
| S1 |
4.041 |
4.041 |
4.085 |
4.015 |
| S2 |
3.989 |
3.989 |
4.076 |
|
| S3 |
3.897 |
3.949 |
4.068 |
|
| S4 |
3.805 |
3.857 |
4.042 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.617 |
5.325 |
4.352 |
|
| R3 |
5.147 |
4.855 |
4.222 |
|
| R2 |
4.677 |
4.677 |
4.179 |
|
| R1 |
4.385 |
4.385 |
4.136 |
4.296 |
| PP |
4.207 |
4.207 |
4.207 |
4.163 |
| S1 |
3.915 |
3.915 |
4.050 |
3.826 |
| S2 |
3.737 |
3.737 |
4.007 |
|
| S3 |
3.267 |
3.445 |
3.964 |
|
| S4 |
2.797 |
2.975 |
3.835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.499 |
4.029 |
0.470 |
11.5% |
0.164 |
4.0% |
14% |
False |
True |
48,819 |
| 10 |
4.499 |
4.029 |
0.470 |
11.5% |
0.144 |
3.5% |
14% |
False |
True |
38,811 |
| 20 |
4.499 |
4.029 |
0.470 |
11.5% |
0.137 |
3.3% |
14% |
False |
True |
51,336 |
| 40 |
4.499 |
3.707 |
0.792 |
19.4% |
0.119 |
2.9% |
49% |
False |
False |
41,706 |
| 60 |
4.499 |
3.382 |
1.117 |
27.3% |
0.110 |
2.7% |
64% |
False |
False |
34,217 |
| 80 |
4.499 |
3.336 |
1.163 |
28.4% |
0.104 |
2.5% |
65% |
False |
False |
28,296 |
| 100 |
4.499 |
3.336 |
1.163 |
28.4% |
0.100 |
2.4% |
65% |
False |
False |
23,743 |
| 120 |
4.499 |
3.336 |
1.163 |
28.4% |
0.098 |
2.4% |
65% |
False |
False |
20,315 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.512 |
|
2.618 |
4.362 |
|
1.618 |
4.270 |
|
1.000 |
4.213 |
|
0.618 |
4.178 |
|
HIGH |
4.121 |
|
0.618 |
4.086 |
|
0.500 |
4.075 |
|
0.382 |
4.064 |
|
LOW |
4.029 |
|
0.618 |
3.972 |
|
1.000 |
3.937 |
|
1.618 |
3.880 |
|
2.618 |
3.788 |
|
4.250 |
3.638 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.087 |
4.264 |
| PP |
4.081 |
4.207 |
| S1 |
4.075 |
4.150 |
|