NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.047 |
4.033 |
-0.014 |
-0.3% |
4.100 |
| High |
4.098 |
4.085 |
-0.013 |
-0.3% |
4.134 |
| Low |
3.962 |
3.975 |
0.013 |
0.3% |
3.962 |
| Close |
4.058 |
3.983 |
-0.075 |
-1.8% |
3.983 |
| Range |
0.136 |
0.110 |
-0.026 |
-19.1% |
0.172 |
| ATR |
0.124 |
0.123 |
-0.001 |
-0.8% |
0.000 |
| Volume |
20,503 |
25,400 |
4,897 |
23.9% |
111,921 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.344 |
4.274 |
4.044 |
|
| R3 |
4.234 |
4.164 |
4.013 |
|
| R2 |
4.124 |
4.124 |
4.003 |
|
| R1 |
4.054 |
4.054 |
3.993 |
4.034 |
| PP |
4.014 |
4.014 |
4.014 |
4.005 |
| S1 |
3.944 |
3.944 |
3.973 |
3.924 |
| S2 |
3.904 |
3.904 |
3.963 |
|
| S3 |
3.794 |
3.834 |
3.953 |
|
| S4 |
3.684 |
3.724 |
3.923 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.542 |
4.435 |
4.078 |
|
| R3 |
4.370 |
4.263 |
4.030 |
|
| R2 |
4.198 |
4.198 |
4.015 |
|
| R1 |
4.091 |
4.091 |
3.999 |
4.059 |
| PP |
4.026 |
4.026 |
4.026 |
4.010 |
| S1 |
3.919 |
3.919 |
3.967 |
3.887 |
| S2 |
3.854 |
3.854 |
3.951 |
|
| S3 |
3.682 |
3.747 |
3.936 |
|
| S4 |
3.510 |
3.575 |
3.888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.134 |
3.962 |
0.172 |
4.3% |
0.099 |
2.5% |
12% |
False |
False |
22,384 |
| 10 |
4.525 |
3.962 |
0.563 |
14.1% |
0.131 |
3.3% |
4% |
False |
False |
22,437 |
| 20 |
4.525 |
3.962 |
0.563 |
14.1% |
0.128 |
3.2% |
4% |
False |
False |
19,229 |
| 40 |
4.525 |
3.962 |
0.563 |
14.1% |
0.118 |
3.0% |
4% |
False |
False |
18,068 |
| 60 |
4.525 |
3.404 |
1.121 |
28.1% |
0.106 |
2.7% |
52% |
False |
False |
15,140 |
| 80 |
4.525 |
3.404 |
1.121 |
28.1% |
0.100 |
2.5% |
52% |
False |
False |
12,704 |
| 100 |
4.525 |
3.365 |
1.160 |
29.1% |
0.095 |
2.4% |
53% |
False |
False |
10,731 |
| 120 |
4.525 |
3.365 |
1.160 |
29.1% |
0.091 |
2.3% |
53% |
False |
False |
9,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.553 |
|
2.618 |
4.373 |
|
1.618 |
4.263 |
|
1.000 |
4.195 |
|
0.618 |
4.153 |
|
HIGH |
4.085 |
|
0.618 |
4.043 |
|
0.500 |
4.030 |
|
0.382 |
4.017 |
|
LOW |
3.975 |
|
0.618 |
3.907 |
|
1.000 |
3.865 |
|
1.618 |
3.797 |
|
2.618 |
3.687 |
|
4.250 |
3.508 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.030 |
4.030 |
| PP |
4.014 |
4.014 |
| S1 |
3.999 |
3.999 |
|