NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.135 |
4.237 |
0.102 |
2.5% |
3.949 |
| High |
4.257 |
4.274 |
0.017 |
0.4% |
4.144 |
| Low |
4.129 |
4.200 |
0.071 |
1.7% |
3.933 |
| Close |
4.239 |
4.233 |
-0.006 |
-0.1% |
4.103 |
| Range |
0.128 |
0.074 |
-0.054 |
-42.2% |
0.211 |
| ATR |
0.125 |
0.121 |
-0.004 |
-2.9% |
0.000 |
| Volume |
62,584 |
55,994 |
-6,590 |
-10.5% |
297,445 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.458 |
4.419 |
4.274 |
|
| R3 |
4.384 |
4.345 |
4.253 |
|
| R2 |
4.310 |
4.310 |
4.247 |
|
| R1 |
4.271 |
4.271 |
4.240 |
4.254 |
| PP |
4.236 |
4.236 |
4.236 |
4.227 |
| S1 |
4.197 |
4.197 |
4.226 |
4.180 |
| S2 |
4.162 |
4.162 |
4.219 |
|
| S3 |
4.088 |
4.123 |
4.213 |
|
| S4 |
4.014 |
4.049 |
4.192 |
|
|
| 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 |
4.274 |
3.959 |
0.315 |
7.4% |
0.131 |
3.1% |
87% |
True |
False |
66,295 |
| 10 |
4.274 |
3.933 |
0.341 |
8.1% |
0.116 |
2.7% |
88% |
True |
False |
55,583 |
| 20 |
4.499 |
3.933 |
0.566 |
13.4% |
0.126 |
3.0% |
53% |
False |
False |
49,754 |
| 40 |
4.499 |
3.933 |
0.566 |
13.4% |
0.125 |
2.9% |
53% |
False |
False |
49,257 |
| 60 |
4.499 |
3.550 |
0.949 |
22.4% |
0.115 |
2.7% |
72% |
False |
False |
42,035 |
| 80 |
4.499 |
3.382 |
1.117 |
26.4% |
0.107 |
2.5% |
76% |
False |
False |
35,245 |
| 100 |
4.499 |
3.336 |
1.163 |
27.5% |
0.104 |
2.5% |
77% |
False |
False |
29,927 |
| 120 |
4.499 |
3.336 |
1.163 |
27.5% |
0.100 |
2.4% |
77% |
False |
False |
25,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.589 |
|
2.618 |
4.468 |
|
1.618 |
4.394 |
|
1.000 |
4.348 |
|
0.618 |
4.320 |
|
HIGH |
4.274 |
|
0.618 |
4.246 |
|
0.500 |
4.237 |
|
0.382 |
4.228 |
|
LOW |
4.200 |
|
0.618 |
4.154 |
|
1.000 |
4.126 |
|
1.618 |
4.080 |
|
2.618 |
4.006 |
|
4.250 |
3.886 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.237 |
4.220 |
| PP |
4.236 |
4.207 |
| S1 |
4.234 |
4.194 |
|