NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.065 |
4.122 |
0.057 |
1.4% |
4.073 |
| High |
4.122 |
4.139 |
0.017 |
0.4% |
4.108 |
| Low |
4.054 |
3.959 |
-0.095 |
-2.3% |
3.935 |
| Close |
4.113 |
3.982 |
-0.131 |
-3.2% |
3.960 |
| Range |
0.068 |
0.180 |
0.112 |
164.7% |
0.173 |
| ATR |
0.118 |
0.122 |
0.004 |
3.8% |
0.000 |
| Volume |
46,628 |
84,312 |
37,684 |
80.8% |
220,605 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.567 |
4.454 |
4.081 |
|
| R3 |
4.387 |
4.274 |
4.032 |
|
| R2 |
4.207 |
4.207 |
4.015 |
|
| R1 |
4.094 |
4.094 |
3.999 |
4.061 |
| PP |
4.027 |
4.027 |
4.027 |
4.010 |
| S1 |
3.914 |
3.914 |
3.966 |
3.881 |
| S2 |
3.847 |
3.847 |
3.949 |
|
| S3 |
3.667 |
3.734 |
3.933 |
|
| S4 |
3.487 |
3.554 |
3.883 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.520 |
4.413 |
4.055 |
|
| R3 |
4.347 |
4.240 |
4.008 |
|
| R2 |
4.174 |
4.174 |
3.992 |
|
| R1 |
4.067 |
4.067 |
3.976 |
4.034 |
| PP |
4.001 |
4.001 |
4.001 |
3.985 |
| S1 |
3.894 |
3.894 |
3.944 |
3.861 |
| S2 |
3.828 |
3.828 |
3.928 |
|
| S3 |
3.655 |
3.721 |
3.912 |
|
| S4 |
3.482 |
3.548 |
3.865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.139 |
3.933 |
0.206 |
5.2% |
0.110 |
2.8% |
24% |
True |
False |
54,809 |
| 10 |
4.139 |
3.933 |
0.206 |
5.2% |
0.103 |
2.6% |
24% |
True |
False |
51,430 |
| 20 |
4.499 |
3.933 |
0.566 |
14.2% |
0.122 |
3.1% |
9% |
False |
False |
44,629 |
| 40 |
4.499 |
3.933 |
0.566 |
14.2% |
0.125 |
3.1% |
9% |
False |
False |
45,990 |
| 60 |
4.499 |
3.449 |
1.050 |
26.4% |
0.112 |
2.8% |
51% |
False |
False |
39,065 |
| 80 |
4.499 |
3.382 |
1.117 |
28.1% |
0.106 |
2.7% |
54% |
False |
False |
32,687 |
| 100 |
4.499 |
3.336 |
1.163 |
29.2% |
0.102 |
2.6% |
56% |
False |
False |
27,641 |
| 120 |
4.499 |
3.336 |
1.163 |
29.2% |
0.099 |
2.5% |
56% |
False |
False |
23,837 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.904 |
|
2.618 |
4.610 |
|
1.618 |
4.430 |
|
1.000 |
4.319 |
|
0.618 |
4.250 |
|
HIGH |
4.139 |
|
0.618 |
4.070 |
|
0.500 |
4.049 |
|
0.382 |
4.028 |
|
LOW |
3.959 |
|
0.618 |
3.848 |
|
1.000 |
3.779 |
|
1.618 |
3.668 |
|
2.618 |
3.488 |
|
4.250 |
3.194 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.049 |
4.049 |
| PP |
4.027 |
4.027 |
| S1 |
4.004 |
4.004 |
|