NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.096 |
4.073 |
-0.023 |
-0.6% |
4.285 |
| High |
4.121 |
4.108 |
-0.013 |
-0.3% |
4.499 |
| Low |
4.029 |
4.022 |
-0.007 |
-0.2% |
4.029 |
| Close |
4.093 |
4.064 |
-0.029 |
-0.7% |
4.093 |
| Range |
0.092 |
0.086 |
-0.006 |
-6.5% |
0.470 |
| ATR |
0.136 |
0.132 |
-0.004 |
-2.6% |
0.000 |
| Volume |
68,840 |
38,241 |
-30,599 |
-44.4% |
244,097 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.323 |
4.279 |
4.111 |
|
| R3 |
4.237 |
4.193 |
4.088 |
|
| R2 |
4.151 |
4.151 |
4.080 |
|
| R1 |
4.107 |
4.107 |
4.072 |
4.086 |
| PP |
4.065 |
4.065 |
4.065 |
4.054 |
| S1 |
4.021 |
4.021 |
4.056 |
4.000 |
| S2 |
3.979 |
3.979 |
4.048 |
|
| S3 |
3.893 |
3.935 |
4.040 |
|
| S4 |
3.807 |
3.849 |
4.017 |
|
|
| 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 |
4.022 |
0.477 |
11.7% |
0.146 |
3.6% |
9% |
False |
True |
48,539 |
| 10 |
4.499 |
4.022 |
0.477 |
11.7% |
0.139 |
3.4% |
9% |
False |
True |
40,245 |
| 20 |
4.499 |
4.022 |
0.477 |
11.7% |
0.134 |
3.3% |
9% |
False |
True |
47,701 |
| 40 |
4.499 |
3.734 |
0.765 |
18.8% |
0.120 |
2.9% |
43% |
False |
False |
41,666 |
| 60 |
4.499 |
3.382 |
1.117 |
27.5% |
0.109 |
2.7% |
61% |
False |
False |
34,645 |
| 80 |
4.499 |
3.374 |
1.125 |
27.7% |
0.104 |
2.6% |
61% |
False |
False |
28,688 |
| 100 |
4.499 |
3.336 |
1.163 |
28.6% |
0.100 |
2.5% |
63% |
False |
False |
24,073 |
| 120 |
4.499 |
3.336 |
1.163 |
28.6% |
0.098 |
2.4% |
63% |
False |
False |
20,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.474 |
|
2.618 |
4.333 |
|
1.618 |
4.247 |
|
1.000 |
4.194 |
|
0.618 |
4.161 |
|
HIGH |
4.108 |
|
0.618 |
4.075 |
|
0.500 |
4.065 |
|
0.382 |
4.055 |
|
LOW |
4.022 |
|
0.618 |
3.969 |
|
1.000 |
3.936 |
|
1.618 |
3.883 |
|
2.618 |
3.797 |
|
4.250 |
3.657 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.065 |
4.219 |
| PP |
4.065 |
4.167 |
| S1 |
4.064 |
4.116 |
|