NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.033 |
3.974 |
-0.059 |
-1.5% |
4.100 |
| High |
4.085 |
4.046 |
-0.039 |
-1.0% |
4.134 |
| Low |
3.975 |
3.956 |
-0.019 |
-0.5% |
3.962 |
| Close |
3.983 |
3.993 |
0.010 |
0.3% |
3.983 |
| Range |
0.110 |
0.090 |
-0.020 |
-18.2% |
0.172 |
| ATR |
0.123 |
0.121 |
-0.002 |
-1.9% |
0.000 |
| Volume |
25,400 |
33,904 |
8,504 |
33.5% |
111,921 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.268 |
4.221 |
4.043 |
|
| R3 |
4.178 |
4.131 |
4.018 |
|
| R2 |
4.088 |
4.088 |
4.010 |
|
| R1 |
4.041 |
4.041 |
4.001 |
4.065 |
| PP |
3.998 |
3.998 |
3.998 |
4.010 |
| S1 |
3.951 |
3.951 |
3.985 |
3.975 |
| S2 |
3.908 |
3.908 |
3.977 |
|
| S3 |
3.818 |
3.861 |
3.968 |
|
| S4 |
3.728 |
3.771 |
3.944 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.542 |
4.435 |
4.078 |
|
| R3 |
4.370 |
4.263 |
4.030 |
|
| R2 |
4.198 |
4.198 |
4.015 |
|
| R1 |
4.091 |
4.091 |
3.999 |
4.059 |
| PP |
4.026 |
4.026 |
4.026 |
4.010 |
| S1 |
3.919 |
3.919 |
3.967 |
3.887 |
| S2 |
3.854 |
3.854 |
3.951 |
|
| S3 |
3.682 |
3.747 |
3.936 |
|
| S4 |
3.510 |
3.575 |
3.888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.098 |
3.956 |
0.142 |
3.6% |
0.101 |
2.5% |
26% |
False |
True |
25,808 |
| 10 |
4.525 |
3.956 |
0.569 |
14.2% |
0.122 |
3.1% |
7% |
False |
True |
24,117 |
| 20 |
4.525 |
3.956 |
0.569 |
14.2% |
0.124 |
3.1% |
7% |
False |
True |
20,051 |
| 40 |
4.525 |
3.956 |
0.569 |
14.2% |
0.118 |
3.0% |
7% |
False |
True |
18,315 |
| 60 |
4.525 |
3.404 |
1.121 |
28.1% |
0.105 |
2.6% |
53% |
False |
False |
15,613 |
| 80 |
4.525 |
3.404 |
1.121 |
28.1% |
0.101 |
2.5% |
53% |
False |
False |
13,030 |
| 100 |
4.525 |
3.365 |
1.160 |
29.1% |
0.095 |
2.4% |
54% |
False |
False |
11,053 |
| 120 |
4.525 |
3.365 |
1.160 |
29.1% |
0.091 |
2.3% |
54% |
False |
False |
9,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.429 |
|
2.618 |
4.282 |
|
1.618 |
4.192 |
|
1.000 |
4.136 |
|
0.618 |
4.102 |
|
HIGH |
4.046 |
|
0.618 |
4.012 |
|
0.500 |
4.001 |
|
0.382 |
3.990 |
|
LOW |
3.956 |
|
0.618 |
3.900 |
|
1.000 |
3.866 |
|
1.618 |
3.810 |
|
2.618 |
3.720 |
|
4.250 |
3.574 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.001 |
4.027 |
| PP |
3.998 |
4.016 |
| S1 |
3.996 |
4.004 |
|