NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.095 |
3.942 |
-0.153 |
-3.7% |
3.897 |
| High |
4.095 |
4.096 |
0.001 |
0.0% |
4.096 |
| Low |
3.912 |
3.915 |
0.003 |
0.1% |
3.886 |
| Close |
3.932 |
4.055 |
0.123 |
3.1% |
4.055 |
| Range |
0.183 |
0.181 |
-0.002 |
-1.1% |
0.210 |
| ATR |
0.125 |
0.129 |
0.004 |
3.2% |
0.000 |
| Volume |
162,304 |
143,865 |
-18,439 |
-11.4% |
612,509 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.565 |
4.491 |
4.155 |
|
| R3 |
4.384 |
4.310 |
4.105 |
|
| R2 |
4.203 |
4.203 |
4.088 |
|
| R1 |
4.129 |
4.129 |
4.072 |
4.166 |
| PP |
4.022 |
4.022 |
4.022 |
4.041 |
| S1 |
3.948 |
3.948 |
4.038 |
3.985 |
| S2 |
3.841 |
3.841 |
4.022 |
|
| S3 |
3.660 |
3.767 |
4.005 |
|
| S4 |
3.479 |
3.586 |
3.955 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.642 |
4.559 |
4.171 |
|
| R3 |
4.432 |
4.349 |
4.113 |
|
| R2 |
4.222 |
4.222 |
4.094 |
|
| R1 |
4.139 |
4.139 |
4.074 |
4.181 |
| PP |
4.012 |
4.012 |
4.012 |
4.033 |
| S1 |
3.929 |
3.929 |
4.036 |
3.971 |
| S2 |
3.802 |
3.802 |
4.017 |
|
| S3 |
3.592 |
3.719 |
3.997 |
|
| S4 |
3.382 |
3.509 |
3.940 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.096 |
3.886 |
0.210 |
5.2% |
0.126 |
3.1% |
80% |
True |
False |
122,501 |
| 10 |
4.096 |
3.883 |
0.213 |
5.3% |
0.115 |
2.8% |
81% |
True |
False |
119,016 |
| 20 |
4.444 |
3.883 |
0.561 |
13.8% |
0.130 |
3.2% |
31% |
False |
False |
125,663 |
| 40 |
4.457 |
3.883 |
0.574 |
14.2% |
0.129 |
3.2% |
30% |
False |
False |
92,810 |
| 60 |
4.457 |
3.405 |
1.052 |
25.9% |
0.117 |
2.9% |
62% |
False |
False |
70,725 |
| 80 |
4.457 |
3.325 |
1.132 |
27.9% |
0.110 |
2.7% |
64% |
False |
False |
56,549 |
| 100 |
4.457 |
3.204 |
1.253 |
30.9% |
0.107 |
2.6% |
68% |
False |
False |
46,809 |
| 120 |
4.457 |
3.204 |
1.253 |
30.9% |
0.105 |
2.6% |
68% |
False |
False |
39,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.865 |
|
2.618 |
4.570 |
|
1.618 |
4.389 |
|
1.000 |
4.277 |
|
0.618 |
4.208 |
|
HIGH |
4.096 |
|
0.618 |
4.027 |
|
0.500 |
4.006 |
|
0.382 |
3.984 |
|
LOW |
3.915 |
|
0.618 |
3.803 |
|
1.000 |
3.734 |
|
1.618 |
3.622 |
|
2.618 |
3.441 |
|
4.250 |
3.146 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.039 |
4.038 |
| PP |
4.022 |
4.021 |
| S1 |
4.006 |
4.004 |
|