NYMEX Natural Gas Future August 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 |
4.388 |
4.121 |
-0.267 |
-6.1% |
4.307 |
| High |
4.437 |
4.147 |
-0.290 |
-6.5% |
4.525 |
| Low |
4.098 |
4.055 |
-0.043 |
-1.0% |
4.055 |
| Close |
4.105 |
4.120 |
0.015 |
0.4% |
4.120 |
| Range |
0.339 |
0.092 |
-0.247 |
-72.9% |
0.470 |
| ATR |
0.135 |
0.132 |
-0.003 |
-2.3% |
0.000 |
| Volume |
25,387 |
32,619 |
7,232 |
28.5% |
112,451 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.383 |
4.344 |
4.171 |
|
| R3 |
4.291 |
4.252 |
4.145 |
|
| R2 |
4.199 |
4.199 |
4.137 |
|
| R1 |
4.160 |
4.160 |
4.128 |
4.134 |
| PP |
4.107 |
4.107 |
4.107 |
4.094 |
| S1 |
4.068 |
4.068 |
4.112 |
4.042 |
| S2 |
4.015 |
4.015 |
4.103 |
|
| S3 |
3.923 |
3.976 |
4.095 |
|
| S4 |
3.831 |
3.884 |
4.069 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.643 |
5.352 |
4.379 |
|
| R3 |
5.173 |
4.882 |
4.249 |
|
| R2 |
4.703 |
4.703 |
4.206 |
|
| R1 |
4.412 |
4.412 |
4.163 |
4.323 |
| PP |
4.233 |
4.233 |
4.233 |
4.189 |
| S1 |
3.942 |
3.942 |
4.077 |
3.853 |
| S2 |
3.763 |
3.763 |
4.034 |
|
| S3 |
3.293 |
3.472 |
3.991 |
|
| S4 |
2.823 |
3.002 |
3.862 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.525 |
4.055 |
0.470 |
11.4% |
0.162 |
3.9% |
14% |
False |
True |
22,490 |
| 10 |
4.525 |
4.055 |
0.470 |
11.4% |
0.141 |
3.4% |
14% |
False |
True |
17,785 |
| 20 |
4.525 |
4.055 |
0.470 |
11.4% |
0.132 |
3.2% |
14% |
False |
True |
19,674 |
| 40 |
4.525 |
3.729 |
0.796 |
19.3% |
0.114 |
2.8% |
49% |
False |
False |
16,922 |
| 60 |
4.525 |
3.404 |
1.121 |
27.2% |
0.104 |
2.5% |
64% |
False |
False |
13,683 |
| 80 |
4.525 |
3.365 |
1.160 |
28.2% |
0.099 |
2.4% |
65% |
False |
False |
11,583 |
| 100 |
4.525 |
3.365 |
1.160 |
28.2% |
0.093 |
2.3% |
65% |
False |
False |
9,754 |
| 120 |
4.525 |
3.365 |
1.160 |
28.2% |
0.090 |
2.2% |
65% |
False |
False |
8,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.538 |
|
2.618 |
4.388 |
|
1.618 |
4.296 |
|
1.000 |
4.239 |
|
0.618 |
4.204 |
|
HIGH |
4.147 |
|
0.618 |
4.112 |
|
0.500 |
4.101 |
|
0.382 |
4.090 |
|
LOW |
4.055 |
|
0.618 |
3.998 |
|
1.000 |
3.963 |
|
1.618 |
3.906 |
|
2.618 |
3.814 |
|
4.250 |
3.664 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.114 |
4.290 |
| PP |
4.107 |
4.233 |
| S1 |
4.101 |
4.177 |
|