NYMEX Natural Gas Future August 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 |
4.121 |
4.100 |
-0.021 |
-0.5% |
4.307 |
| High |
4.147 |
4.134 |
-0.013 |
-0.3% |
4.525 |
| Low |
4.055 |
4.053 |
-0.002 |
0.0% |
4.055 |
| Close |
4.120 |
4.093 |
-0.027 |
-0.7% |
4.120 |
| Range |
0.092 |
0.081 |
-0.011 |
-12.0% |
0.470 |
| ATR |
0.132 |
0.128 |
-0.004 |
-2.8% |
0.000 |
| Volume |
32,619 |
16,784 |
-15,835 |
-48.5% |
112,451 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.336 |
4.296 |
4.138 |
|
| R3 |
4.255 |
4.215 |
4.115 |
|
| R2 |
4.174 |
4.174 |
4.108 |
|
| R1 |
4.134 |
4.134 |
4.100 |
4.114 |
| PP |
4.093 |
4.093 |
4.093 |
4.083 |
| S1 |
4.053 |
4.053 |
4.086 |
4.033 |
| S2 |
4.012 |
4.012 |
4.078 |
|
| S3 |
3.931 |
3.972 |
4.071 |
|
| S4 |
3.850 |
3.891 |
4.048 |
|
|
| 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 |
4.053 |
0.472 |
11.5% |
0.143 |
3.5% |
8% |
False |
True |
22,427 |
| 10 |
4.525 |
4.053 |
0.472 |
11.5% |
0.137 |
3.3% |
8% |
False |
True |
18,203 |
| 20 |
4.525 |
4.053 |
0.472 |
11.5% |
0.130 |
3.2% |
8% |
False |
True |
18,758 |
| 40 |
4.525 |
3.756 |
0.769 |
18.8% |
0.115 |
2.8% |
44% |
False |
False |
16,874 |
| 60 |
4.525 |
3.404 |
1.121 |
27.4% |
0.103 |
2.5% |
61% |
False |
False |
13,904 |
| 80 |
4.525 |
3.400 |
1.125 |
27.5% |
0.099 |
2.4% |
62% |
False |
False |
11,754 |
| 100 |
4.525 |
3.365 |
1.160 |
28.3% |
0.093 |
2.3% |
63% |
False |
False |
9,898 |
| 120 |
4.525 |
3.365 |
1.160 |
28.3% |
0.091 |
2.2% |
63% |
False |
False |
8,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.478 |
|
2.618 |
4.346 |
|
1.618 |
4.265 |
|
1.000 |
4.215 |
|
0.618 |
4.184 |
|
HIGH |
4.134 |
|
0.618 |
4.103 |
|
0.500 |
4.094 |
|
0.382 |
4.084 |
|
LOW |
4.053 |
|
0.618 |
4.003 |
|
1.000 |
3.972 |
|
1.618 |
3.922 |
|
2.618 |
3.841 |
|
4.250 |
3.709 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.094 |
4.245 |
| PP |
4.093 |
4.194 |
| S1 |
4.093 |
4.144 |
|