NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.177 |
4.032 |
-0.145 |
-3.5% |
4.261 |
| High |
4.184 |
4.064 |
-0.120 |
-2.9% |
4.358 |
| Low |
4.011 |
3.981 |
-0.030 |
-0.7% |
3.981 |
| Close |
4.023 |
3.984 |
-0.039 |
-1.0% |
3.984 |
| Range |
0.173 |
0.083 |
-0.090 |
-52.0% |
0.377 |
| ATR |
0.126 |
0.123 |
-0.003 |
-2.4% |
0.000 |
| Volume |
137,115 |
110,722 |
-26,393 |
-19.2% |
515,982 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.259 |
4.204 |
4.030 |
|
| R3 |
4.176 |
4.121 |
4.007 |
|
| R2 |
4.093 |
4.093 |
3.999 |
|
| R1 |
4.038 |
4.038 |
3.992 |
4.024 |
| PP |
4.010 |
4.010 |
4.010 |
4.003 |
| S1 |
3.955 |
3.955 |
3.976 |
3.941 |
| S2 |
3.927 |
3.927 |
3.969 |
|
| S3 |
3.844 |
3.872 |
3.961 |
|
| S4 |
3.761 |
3.789 |
3.938 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.239 |
4.988 |
4.191 |
|
| R3 |
4.862 |
4.611 |
4.088 |
|
| R2 |
4.485 |
4.485 |
4.053 |
|
| R1 |
4.234 |
4.234 |
4.019 |
4.171 |
| PP |
4.108 |
4.108 |
4.108 |
4.076 |
| S1 |
3.857 |
3.857 |
3.949 |
3.794 |
| S2 |
3.731 |
3.731 |
3.915 |
|
| S3 |
3.354 |
3.480 |
3.880 |
|
| S4 |
2.977 |
3.103 |
3.777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.358 |
3.981 |
0.377 |
9.5% |
0.127 |
3.2% |
1% |
False |
True |
114,629 |
| 10 |
4.358 |
3.965 |
0.393 |
9.9% |
0.122 |
3.1% |
5% |
False |
False |
93,391 |
| 20 |
4.358 |
3.933 |
0.425 |
10.7% |
0.113 |
2.8% |
12% |
False |
False |
72,410 |
| 40 |
4.499 |
3.933 |
0.566 |
14.2% |
0.127 |
3.2% |
9% |
False |
False |
61,264 |
| 60 |
4.499 |
3.621 |
0.878 |
22.0% |
0.117 |
2.9% |
41% |
False |
False |
51,115 |
| 80 |
4.499 |
3.382 |
1.117 |
28.0% |
0.110 |
2.8% |
54% |
False |
False |
43,037 |
| 100 |
4.499 |
3.336 |
1.163 |
29.2% |
0.106 |
2.7% |
56% |
False |
False |
36,469 |
| 120 |
4.499 |
3.336 |
1.163 |
29.2% |
0.102 |
2.6% |
56% |
False |
False |
31,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.417 |
|
2.618 |
4.281 |
|
1.618 |
4.198 |
|
1.000 |
4.147 |
|
0.618 |
4.115 |
|
HIGH |
4.064 |
|
0.618 |
4.032 |
|
0.500 |
4.023 |
|
0.382 |
4.013 |
|
LOW |
3.981 |
|
0.618 |
3.930 |
|
1.000 |
3.898 |
|
1.618 |
3.847 |
|
2.618 |
3.764 |
|
4.250 |
3.628 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.023 |
4.105 |
| PP |
4.010 |
4.065 |
| S1 |
3.997 |
4.024 |
|