NYMEX Natural Gas Future October 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 |
4.063 |
4.055 |
-0.008 |
-0.2% |
4.107 |
| High |
4.119 |
4.104 |
-0.015 |
-0.4% |
4.148 |
| Low |
3.989 |
4.000 |
0.011 |
0.3% |
3.989 |
| Close |
4.083 |
4.004 |
-0.079 |
-1.9% |
4.004 |
| Range |
0.130 |
0.104 |
-0.026 |
-20.0% |
0.159 |
| ATR |
0.120 |
0.119 |
-0.001 |
-1.0% |
0.000 |
| Volume |
25,047 |
33,791 |
8,744 |
34.9% |
119,243 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.348 |
4.280 |
4.061 |
|
| R3 |
4.244 |
4.176 |
4.033 |
|
| R2 |
4.140 |
4.140 |
4.023 |
|
| R1 |
4.072 |
4.072 |
4.014 |
4.054 |
| PP |
4.036 |
4.036 |
4.036 |
4.027 |
| S1 |
3.968 |
3.968 |
3.994 |
3.950 |
| S2 |
3.932 |
3.932 |
3.985 |
|
| S3 |
3.828 |
3.864 |
3.975 |
|
| S4 |
3.724 |
3.760 |
3.947 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.524 |
4.423 |
4.091 |
|
| R3 |
4.365 |
4.264 |
4.048 |
|
| R2 |
4.206 |
4.206 |
4.033 |
|
| R1 |
4.105 |
4.105 |
4.019 |
4.076 |
| PP |
4.047 |
4.047 |
4.047 |
4.033 |
| S1 |
3.946 |
3.946 |
3.989 |
3.917 |
| S2 |
3.888 |
3.888 |
3.975 |
|
| S3 |
3.729 |
3.787 |
3.960 |
|
| S4 |
3.570 |
3.628 |
3.917 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.148 |
3.989 |
0.159 |
4.0% |
0.095 |
2.4% |
9% |
False |
False |
23,848 |
| 10 |
4.525 |
3.989 |
0.536 |
13.4% |
0.126 |
3.1% |
3% |
False |
False |
26,587 |
| 20 |
4.525 |
3.989 |
0.536 |
13.4% |
0.124 |
3.1% |
3% |
False |
False |
27,177 |
| 40 |
4.525 |
3.967 |
0.558 |
13.9% |
0.114 |
2.9% |
7% |
False |
False |
32,856 |
| 60 |
4.525 |
3.440 |
1.085 |
27.1% |
0.104 |
2.6% |
52% |
False |
False |
30,749 |
| 80 |
4.525 |
3.440 |
1.085 |
27.1% |
0.099 |
2.5% |
52% |
False |
False |
28,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.546 |
|
2.618 |
4.376 |
|
1.618 |
4.272 |
|
1.000 |
4.208 |
|
0.618 |
4.168 |
|
HIGH |
4.104 |
|
0.618 |
4.064 |
|
0.500 |
4.052 |
|
0.382 |
4.040 |
|
LOW |
4.000 |
|
0.618 |
3.936 |
|
1.000 |
3.896 |
|
1.618 |
3.832 |
|
2.618 |
3.728 |
|
4.250 |
3.558 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.052 |
4.054 |
| PP |
4.036 |
4.037 |
| S1 |
4.020 |
4.021 |
|