NYMEX Natural Gas Future July 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 |
4.228 |
4.310 |
0.082 |
1.9% |
4.132 |
| High |
4.316 |
4.344 |
0.028 |
0.6% |
4.344 |
| Low |
4.205 |
4.262 |
0.057 |
1.4% |
4.113 |
| Close |
4.307 |
4.284 |
-0.023 |
-0.5% |
4.284 |
| Range |
0.111 |
0.082 |
-0.029 |
-26.1% |
0.231 |
| ATR |
0.121 |
0.118 |
-0.003 |
-2.3% |
0.000 |
| Volume |
113,602 |
57,167 |
-56,435 |
-49.7% |
345,343 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.543 |
4.495 |
4.329 |
|
| R3 |
4.461 |
4.413 |
4.307 |
|
| R2 |
4.379 |
4.379 |
4.299 |
|
| R1 |
4.331 |
4.331 |
4.292 |
4.314 |
| PP |
4.297 |
4.297 |
4.297 |
4.288 |
| S1 |
4.249 |
4.249 |
4.276 |
4.232 |
| S2 |
4.215 |
4.215 |
4.269 |
|
| S3 |
4.133 |
4.167 |
4.261 |
|
| S4 |
4.051 |
4.085 |
4.239 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.940 |
4.843 |
4.411 |
|
| R3 |
4.709 |
4.612 |
4.348 |
|
| R2 |
4.478 |
4.478 |
4.326 |
|
| R1 |
4.381 |
4.381 |
4.305 |
4.430 |
| PP |
4.247 |
4.247 |
4.247 |
4.271 |
| S1 |
4.150 |
4.150 |
4.263 |
4.199 |
| S2 |
4.016 |
4.016 |
4.242 |
|
| S3 |
3.785 |
3.919 |
4.220 |
|
| S4 |
3.554 |
3.688 |
4.157 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.344 |
4.113 |
0.231 |
5.4% |
0.098 |
2.3% |
74% |
True |
False |
69,068 |
| 10 |
4.344 |
3.933 |
0.411 |
9.6% |
0.111 |
2.6% |
85% |
True |
False |
64,278 |
| 20 |
4.499 |
3.933 |
0.566 |
13.2% |
0.121 |
2.8% |
62% |
False |
False |
55,374 |
| 40 |
4.499 |
3.933 |
0.566 |
13.2% |
0.123 |
2.9% |
62% |
False |
False |
51,834 |
| 60 |
4.499 |
3.569 |
0.930 |
21.7% |
0.114 |
2.7% |
77% |
False |
False |
44,153 |
| 80 |
4.499 |
3.382 |
1.117 |
26.1% |
0.108 |
2.5% |
81% |
False |
False |
37,115 |
| 100 |
4.499 |
3.336 |
1.163 |
27.1% |
0.104 |
2.4% |
82% |
False |
False |
31,545 |
| 120 |
4.499 |
3.336 |
1.163 |
27.1% |
0.100 |
2.3% |
82% |
False |
False |
27,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.693 |
|
2.618 |
4.559 |
|
1.618 |
4.477 |
|
1.000 |
4.426 |
|
0.618 |
4.395 |
|
HIGH |
4.344 |
|
0.618 |
4.313 |
|
0.500 |
4.303 |
|
0.382 |
4.293 |
|
LOW |
4.262 |
|
0.618 |
4.211 |
|
1.000 |
4.180 |
|
1.618 |
4.129 |
|
2.618 |
4.047 |
|
4.250 |
3.914 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.303 |
4.280 |
| PP |
4.297 |
4.276 |
| S1 |
4.290 |
4.272 |
|