NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3.967 |
3.897 |
-0.070 |
-1.8% |
4.012 |
| High |
4.010 |
3.977 |
-0.033 |
-0.8% |
4.056 |
| Low |
3.898 |
3.886 |
-0.012 |
-0.3% |
3.883 |
| Close |
3.910 |
3.925 |
0.015 |
0.4% |
3.910 |
| Range |
0.112 |
0.091 |
-0.021 |
-18.8% |
0.173 |
| ATR |
0.128 |
0.125 |
-0.003 |
-2.1% |
0.000 |
| Volume |
108,253 |
102,673 |
-5,580 |
-5.2% |
577,653 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.202 |
4.155 |
3.975 |
|
| R3 |
4.111 |
4.064 |
3.950 |
|
| R2 |
4.020 |
4.020 |
3.942 |
|
| R1 |
3.973 |
3.973 |
3.933 |
3.997 |
| PP |
3.929 |
3.929 |
3.929 |
3.941 |
| S1 |
3.882 |
3.882 |
3.917 |
3.906 |
| S2 |
3.838 |
3.838 |
3.908 |
|
| S3 |
3.747 |
3.791 |
3.900 |
|
| S4 |
3.656 |
3.700 |
3.875 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.469 |
4.362 |
4.005 |
|
| R3 |
4.296 |
4.189 |
3.958 |
|
| R2 |
4.123 |
4.123 |
3.942 |
|
| R1 |
4.016 |
4.016 |
3.926 |
3.983 |
| PP |
3.950 |
3.950 |
3.950 |
3.933 |
| S1 |
3.843 |
3.843 |
3.894 |
3.810 |
| S2 |
3.777 |
3.777 |
3.878 |
|
| S3 |
3.604 |
3.670 |
3.862 |
|
| S4 |
3.431 |
3.497 |
3.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.020 |
3.883 |
0.137 |
3.5% |
0.105 |
2.7% |
31% |
False |
False |
115,449 |
| 10 |
4.444 |
3.883 |
0.561 |
14.3% |
0.126 |
3.2% |
7% |
False |
False |
134,536 |
| 20 |
4.457 |
3.883 |
0.574 |
14.6% |
0.130 |
3.3% |
7% |
False |
False |
116,104 |
| 40 |
4.457 |
3.883 |
0.574 |
14.6% |
0.126 |
3.2% |
7% |
False |
False |
83,784 |
| 60 |
4.457 |
3.325 |
1.132 |
28.8% |
0.113 |
2.9% |
53% |
False |
False |
63,502 |
| 80 |
4.457 |
3.325 |
1.132 |
28.8% |
0.109 |
2.8% |
53% |
False |
False |
50,703 |
| 100 |
4.457 |
3.204 |
1.253 |
31.9% |
0.106 |
2.7% |
58% |
False |
False |
41,891 |
| 120 |
4.457 |
3.204 |
1.253 |
31.9% |
0.103 |
2.6% |
58% |
False |
False |
35,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.364 |
|
2.618 |
4.215 |
|
1.618 |
4.124 |
|
1.000 |
4.068 |
|
0.618 |
4.033 |
|
HIGH |
3.977 |
|
0.618 |
3.942 |
|
0.500 |
3.932 |
|
0.382 |
3.921 |
|
LOW |
3.886 |
|
0.618 |
3.830 |
|
1.000 |
3.795 |
|
1.618 |
3.739 |
|
2.618 |
3.648 |
|
4.250 |
3.499 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.932 |
3.952 |
| PP |
3.929 |
3.943 |
| S1 |
3.927 |
3.934 |
|