NYMEX Natural Gas Future July 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 |
4.047 |
3.969 |
-0.078 |
-1.9% |
4.285 |
| High |
4.050 |
4.040 |
-0.010 |
-0.2% |
4.499 |
| Low |
3.971 |
3.950 |
-0.021 |
-0.5% |
4.029 |
| Close |
3.974 |
4.030 |
0.056 |
1.4% |
4.093 |
| Range |
0.079 |
0.090 |
0.011 |
13.9% |
0.470 |
| ATR |
0.129 |
0.127 |
-0.003 |
-2.2% |
0.000 |
| Volume |
40,902 |
57,647 |
16,745 |
40.9% |
244,097 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.277 |
4.243 |
4.080 |
|
| R3 |
4.187 |
4.153 |
4.055 |
|
| R2 |
4.097 |
4.097 |
4.047 |
|
| R1 |
4.063 |
4.063 |
4.038 |
4.080 |
| PP |
4.007 |
4.007 |
4.007 |
4.015 |
| S1 |
3.973 |
3.973 |
4.022 |
3.990 |
| S2 |
3.917 |
3.917 |
4.014 |
|
| S3 |
3.827 |
3.883 |
4.005 |
|
| S4 |
3.737 |
3.793 |
3.981 |
|
|
| 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 |
4.415 |
3.950 |
0.465 |
11.5% |
0.138 |
3.4% |
17% |
False |
True |
53,896 |
| 10 |
4.499 |
3.950 |
0.549 |
13.6% |
0.135 |
3.4% |
15% |
False |
True |
43,925 |
| 20 |
4.499 |
3.950 |
0.549 |
13.6% |
0.132 |
3.3% |
15% |
False |
True |
44,915 |
| 40 |
4.499 |
3.770 |
0.729 |
18.1% |
0.121 |
3.0% |
36% |
False |
False |
42,965 |
| 60 |
4.499 |
3.382 |
1.117 |
27.7% |
0.109 |
2.7% |
58% |
False |
False |
35,677 |
| 80 |
4.499 |
3.382 |
1.117 |
27.7% |
0.104 |
2.6% |
58% |
False |
False |
29,655 |
| 100 |
4.499 |
3.336 |
1.163 |
28.9% |
0.101 |
2.5% |
60% |
False |
False |
24,926 |
| 120 |
4.499 |
3.336 |
1.163 |
28.9% |
0.098 |
2.4% |
60% |
False |
False |
21,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.423 |
|
2.618 |
4.276 |
|
1.618 |
4.186 |
|
1.000 |
4.130 |
|
0.618 |
4.096 |
|
HIGH |
4.040 |
|
0.618 |
4.006 |
|
0.500 |
3.995 |
|
0.382 |
3.984 |
|
LOW |
3.950 |
|
0.618 |
3.894 |
|
1.000 |
3.860 |
|
1.618 |
3.804 |
|
2.618 |
3.714 |
|
4.250 |
3.568 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.018 |
4.030 |
| PP |
4.007 |
4.029 |
| S1 |
3.995 |
4.029 |
|