NYMEX Natural Gas Future July 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 |
3.969 |
4.022 |
0.053 |
1.3% |
4.285 |
| High |
4.040 |
4.070 |
0.030 |
0.7% |
4.499 |
| Low |
3.950 |
3.935 |
-0.015 |
-0.4% |
4.029 |
| Close |
4.030 |
4.033 |
0.003 |
0.1% |
4.093 |
| Range |
0.090 |
0.135 |
0.045 |
50.0% |
0.470 |
| ATR |
0.127 |
0.127 |
0.001 |
0.5% |
0.000 |
| Volume |
57,647 |
34,624 |
-23,023 |
-39.9% |
244,097 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.418 |
4.360 |
4.107 |
|
| R3 |
4.283 |
4.225 |
4.070 |
|
| R2 |
4.148 |
4.148 |
4.058 |
|
| R1 |
4.090 |
4.090 |
4.045 |
4.119 |
| PP |
4.013 |
4.013 |
4.013 |
4.027 |
| S1 |
3.955 |
3.955 |
4.021 |
3.984 |
| S2 |
3.878 |
3.878 |
4.008 |
|
| S3 |
3.743 |
3.820 |
3.996 |
|
| S4 |
3.608 |
3.685 |
3.959 |
|
|
| 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 |
4.121 |
3.935 |
0.186 |
4.6% |
0.096 |
2.4% |
53% |
False |
True |
48,050 |
| 10 |
4.499 |
3.935 |
0.564 |
14.0% |
0.138 |
3.4% |
17% |
False |
True |
44,584 |
| 20 |
4.499 |
3.935 |
0.564 |
14.0% |
0.131 |
3.3% |
17% |
False |
True |
42,493 |
| 40 |
4.499 |
3.806 |
0.693 |
17.2% |
0.123 |
3.1% |
33% |
False |
False |
43,138 |
| 60 |
4.499 |
3.382 |
1.117 |
27.7% |
0.110 |
2.7% |
58% |
False |
False |
36,037 |
| 80 |
4.499 |
3.382 |
1.117 |
27.7% |
0.105 |
2.6% |
58% |
False |
False |
29,967 |
| 100 |
4.499 |
3.336 |
1.163 |
28.8% |
0.101 |
2.5% |
60% |
False |
False |
25,179 |
| 120 |
4.499 |
3.336 |
1.163 |
28.8% |
0.098 |
2.4% |
60% |
False |
False |
21,657 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.644 |
|
2.618 |
4.423 |
|
1.618 |
4.288 |
|
1.000 |
4.205 |
|
0.618 |
4.153 |
|
HIGH |
4.070 |
|
0.618 |
4.018 |
|
0.500 |
4.003 |
|
0.382 |
3.987 |
|
LOW |
3.935 |
|
0.618 |
3.852 |
|
1.000 |
3.800 |
|
1.618 |
3.717 |
|
2.618 |
3.582 |
|
4.250 |
3.361 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.023 |
4.023 |
| PP |
4.013 |
4.013 |
| S1 |
4.003 |
4.003 |
|