NYMEX Natural Gas Future August 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 |
4.077 |
3.996 |
-0.081 |
-2.0% |
4.307 |
| High |
4.081 |
4.065 |
-0.016 |
-0.4% |
4.525 |
| Low |
4.000 |
3.978 |
-0.022 |
-0.6% |
4.055 |
| Close |
4.003 |
4.057 |
0.054 |
1.3% |
4.120 |
| Range |
0.081 |
0.087 |
0.006 |
7.4% |
0.470 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.2% |
0.000 |
| Volume |
18,619 |
30,615 |
11,996 |
64.4% |
112,451 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.294 |
4.263 |
4.105 |
|
| R3 |
4.207 |
4.176 |
4.081 |
|
| R2 |
4.120 |
4.120 |
4.073 |
|
| R1 |
4.089 |
4.089 |
4.065 |
4.105 |
| PP |
4.033 |
4.033 |
4.033 |
4.041 |
| S1 |
4.002 |
4.002 |
4.049 |
4.018 |
| S2 |
3.946 |
3.946 |
4.041 |
|
| S3 |
3.859 |
3.915 |
4.033 |
|
| S4 |
3.772 |
3.828 |
4.009 |
|
|
| 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 |
4.437 |
3.978 |
0.459 |
11.3% |
0.136 |
3.4% |
17% |
False |
True |
24,804 |
| 10 |
4.525 |
3.978 |
0.547 |
13.5% |
0.133 |
3.3% |
14% |
False |
True |
20,311 |
| 20 |
4.525 |
3.978 |
0.547 |
13.5% |
0.128 |
3.1% |
14% |
False |
True |
18,948 |
| 40 |
4.525 |
3.785 |
0.740 |
18.2% |
0.116 |
2.9% |
37% |
False |
False |
17,578 |
| 60 |
4.525 |
3.404 |
1.121 |
27.6% |
0.104 |
2.6% |
58% |
False |
False |
14,540 |
| 80 |
4.525 |
3.404 |
1.121 |
27.6% |
0.099 |
2.4% |
58% |
False |
False |
12,252 |
| 100 |
4.525 |
3.365 |
1.160 |
28.6% |
0.094 |
2.3% |
60% |
False |
False |
10,322 |
| 120 |
4.525 |
3.365 |
1.160 |
28.6% |
0.090 |
2.2% |
60% |
False |
False |
8,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.435 |
|
2.618 |
4.293 |
|
1.618 |
4.206 |
|
1.000 |
4.152 |
|
0.618 |
4.119 |
|
HIGH |
4.065 |
|
0.618 |
4.032 |
|
0.500 |
4.022 |
|
0.382 |
4.011 |
|
LOW |
3.978 |
|
0.618 |
3.924 |
|
1.000 |
3.891 |
|
1.618 |
3.837 |
|
2.618 |
3.750 |
|
4.250 |
3.608 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.045 |
4.057 |
| PP |
4.033 |
4.056 |
| S1 |
4.022 |
4.056 |
|