NYMEX Natural Gas Future July 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 |
4.122 |
3.987 |
-0.135 |
-3.3% |
3.949 |
| High |
4.139 |
4.144 |
0.005 |
0.1% |
4.144 |
| Low |
3.959 |
3.965 |
0.006 |
0.2% |
3.933 |
| Close |
3.982 |
4.103 |
0.121 |
3.0% |
4.103 |
| Range |
0.180 |
0.179 |
-0.001 |
-0.6% |
0.211 |
| ATR |
0.122 |
0.126 |
0.004 |
3.3% |
0.000 |
| Volume |
84,312 |
72,590 |
-11,722 |
-13.9% |
297,445 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.608 |
4.534 |
4.201 |
|
| R3 |
4.429 |
4.355 |
4.152 |
|
| R2 |
4.250 |
4.250 |
4.136 |
|
| R1 |
4.176 |
4.176 |
4.119 |
4.213 |
| PP |
4.071 |
4.071 |
4.071 |
4.089 |
| S1 |
3.997 |
3.997 |
4.087 |
4.034 |
| S2 |
3.892 |
3.892 |
4.070 |
|
| S3 |
3.713 |
3.818 |
4.054 |
|
| S4 |
3.534 |
3.639 |
4.005 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.693 |
4.609 |
4.219 |
|
| R3 |
4.482 |
4.398 |
4.161 |
|
| R2 |
4.271 |
4.271 |
4.142 |
|
| R1 |
4.187 |
4.187 |
4.122 |
4.229 |
| PP |
4.060 |
4.060 |
4.060 |
4.081 |
| S1 |
3.976 |
3.976 |
4.084 |
4.018 |
| S2 |
3.849 |
3.849 |
4.064 |
|
| S3 |
3.638 |
3.765 |
4.045 |
|
| S4 |
3.427 |
3.554 |
3.987 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.144 |
3.933 |
0.211 |
5.1% |
0.124 |
3.0% |
81% |
True |
False |
59,489 |
| 10 |
4.144 |
3.933 |
0.211 |
5.1% |
0.112 |
2.7% |
81% |
True |
False |
51,805 |
| 20 |
4.499 |
3.933 |
0.566 |
13.8% |
0.128 |
3.1% |
30% |
False |
False |
45,308 |
| 40 |
4.499 |
3.933 |
0.566 |
13.8% |
0.126 |
3.1% |
30% |
False |
False |
47,200 |
| 60 |
4.499 |
3.461 |
1.038 |
25.3% |
0.113 |
2.8% |
62% |
False |
False |
40,035 |
| 80 |
4.499 |
3.382 |
1.117 |
27.2% |
0.107 |
2.6% |
65% |
False |
False |
33,428 |
| 100 |
4.499 |
3.336 |
1.163 |
28.3% |
0.103 |
2.5% |
66% |
False |
False |
28,303 |
| 120 |
4.499 |
3.336 |
1.163 |
28.3% |
0.100 |
2.4% |
66% |
False |
False |
24,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.905 |
|
2.618 |
4.613 |
|
1.618 |
4.434 |
|
1.000 |
4.323 |
|
0.618 |
4.255 |
|
HIGH |
4.144 |
|
0.618 |
4.076 |
|
0.500 |
4.055 |
|
0.382 |
4.033 |
|
LOW |
3.965 |
|
0.618 |
3.854 |
|
1.000 |
3.786 |
|
1.618 |
3.675 |
|
2.618 |
3.496 |
|
4.250 |
3.204 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.087 |
4.086 |
| PP |
4.071 |
4.069 |
| S1 |
4.055 |
4.052 |
|