NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3.974 |
3.990 |
0.016 |
0.4% |
4.100 |
| High |
4.046 |
4.090 |
0.044 |
1.1% |
4.134 |
| Low |
3.956 |
3.990 |
0.034 |
0.9% |
3.962 |
| Close |
3.993 |
4.087 |
0.094 |
2.4% |
3.983 |
| Range |
0.090 |
0.100 |
0.010 |
11.1% |
0.172 |
| ATR |
0.121 |
0.119 |
-0.001 |
-1.2% |
0.000 |
| Volume |
33,904 |
22,259 |
-11,645 |
-34.3% |
111,921 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.356 |
4.321 |
4.142 |
|
| R3 |
4.256 |
4.221 |
4.115 |
|
| R2 |
4.156 |
4.156 |
4.105 |
|
| R1 |
4.121 |
4.121 |
4.096 |
4.139 |
| PP |
4.056 |
4.056 |
4.056 |
4.064 |
| S1 |
4.021 |
4.021 |
4.078 |
4.039 |
| S2 |
3.956 |
3.956 |
4.069 |
|
| S3 |
3.856 |
3.921 |
4.060 |
|
| S4 |
3.756 |
3.821 |
4.032 |
|
|
| 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 |
3.5% |
0.105 |
2.6% |
92% |
False |
False |
26,536 |
| 10 |
4.525 |
3.956 |
0.569 |
13.9% |
0.125 |
3.1% |
23% |
False |
False |
24,450 |
| 20 |
4.525 |
3.956 |
0.569 |
13.9% |
0.123 |
3.0% |
23% |
False |
False |
20,355 |
| 40 |
4.525 |
3.956 |
0.569 |
13.9% |
0.118 |
2.9% |
23% |
False |
False |
18,343 |
| 60 |
4.525 |
3.404 |
1.121 |
27.4% |
0.106 |
2.6% |
61% |
False |
False |
15,857 |
| 80 |
4.525 |
3.404 |
1.121 |
27.4% |
0.100 |
2.5% |
61% |
False |
False |
13,247 |
| 100 |
4.525 |
3.365 |
1.160 |
28.4% |
0.095 |
2.3% |
62% |
False |
False |
11,258 |
| 120 |
4.525 |
3.365 |
1.160 |
28.4% |
0.091 |
2.2% |
62% |
False |
False |
9,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.515 |
|
2.618 |
4.352 |
|
1.618 |
4.252 |
|
1.000 |
4.190 |
|
0.618 |
4.152 |
|
HIGH |
4.090 |
|
0.618 |
4.052 |
|
0.500 |
4.040 |
|
0.382 |
4.028 |
|
LOW |
3.990 |
|
0.618 |
3.928 |
|
1.000 |
3.890 |
|
1.618 |
3.828 |
|
2.618 |
3.728 |
|
4.250 |
3.565 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.071 |
4.066 |
| PP |
4.056 |
4.044 |
| S1 |
4.040 |
4.023 |
|