NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.181 |
4.262 |
0.081 |
1.9% |
4.089 |
| High |
4.269 |
4.295 |
0.026 |
0.6% |
4.295 |
| Low |
4.159 |
4.216 |
0.057 |
1.4% |
4.063 |
| Close |
4.261 |
4.237 |
-0.024 |
-0.6% |
4.237 |
| Range |
0.110 |
0.079 |
-0.031 |
-28.2% |
0.232 |
| ATR |
0.122 |
0.119 |
-0.003 |
-2.5% |
0.000 |
| Volume |
147,266 |
55,976 |
-91,290 |
-62.0% |
518,822 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.486 |
4.441 |
4.280 |
|
| R3 |
4.407 |
4.362 |
4.259 |
|
| R2 |
4.328 |
4.328 |
4.251 |
|
| R1 |
4.283 |
4.283 |
4.244 |
4.266 |
| PP |
4.249 |
4.249 |
4.249 |
4.241 |
| S1 |
4.204 |
4.204 |
4.230 |
4.187 |
| S2 |
4.170 |
4.170 |
4.223 |
|
| S3 |
4.091 |
4.125 |
4.215 |
|
| S4 |
4.012 |
4.046 |
4.194 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.894 |
4.798 |
4.365 |
|
| R3 |
4.662 |
4.566 |
4.301 |
|
| R2 |
4.430 |
4.430 |
4.280 |
|
| R1 |
4.334 |
4.334 |
4.258 |
4.382 |
| PP |
4.198 |
4.198 |
4.198 |
4.223 |
| S1 |
4.102 |
4.102 |
4.216 |
4.150 |
| S2 |
3.966 |
3.966 |
4.194 |
|
| S3 |
3.734 |
3.870 |
4.173 |
|
| S4 |
3.502 |
3.638 |
4.109 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.295 |
4.063 |
0.232 |
5.5% |
0.098 |
2.3% |
75% |
True |
False |
103,764 |
| 10 |
4.295 |
3.886 |
0.409 |
9.7% |
0.112 |
2.6% |
86% |
True |
False |
113,133 |
| 20 |
4.444 |
3.883 |
0.561 |
13.2% |
0.123 |
2.9% |
63% |
False |
False |
125,235 |
| 40 |
4.457 |
3.883 |
0.574 |
13.5% |
0.126 |
3.0% |
62% |
False |
False |
101,574 |
| 60 |
4.457 |
3.511 |
0.946 |
22.3% |
0.117 |
2.8% |
77% |
False |
False |
78,025 |
| 80 |
4.457 |
3.325 |
1.132 |
26.7% |
0.111 |
2.6% |
81% |
False |
False |
62,338 |
| 100 |
4.457 |
3.204 |
1.253 |
29.6% |
0.108 |
2.6% |
82% |
False |
False |
51,766 |
| 120 |
4.457 |
3.204 |
1.253 |
29.6% |
0.105 |
2.5% |
82% |
False |
False |
44,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.631 |
|
2.618 |
4.502 |
|
1.618 |
4.423 |
|
1.000 |
4.374 |
|
0.618 |
4.344 |
|
HIGH |
4.295 |
|
0.618 |
4.265 |
|
0.500 |
4.256 |
|
0.382 |
4.246 |
|
LOW |
4.216 |
|
0.618 |
4.167 |
|
1.000 |
4.137 |
|
1.618 |
4.088 |
|
2.618 |
4.009 |
|
4.250 |
3.880 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.256 |
4.233 |
| PP |
4.249 |
4.229 |
| S1 |
4.243 |
4.225 |
|