NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3.990 |
4.085 |
0.095 |
2.4% |
4.100 |
| High |
4.090 |
4.140 |
0.050 |
1.2% |
4.134 |
| Low |
3.990 |
4.075 |
0.085 |
2.1% |
3.962 |
| Close |
4.087 |
4.133 |
0.046 |
1.1% |
3.983 |
| Range |
0.100 |
0.065 |
-0.035 |
-35.0% |
0.172 |
| ATR |
0.119 |
0.115 |
-0.004 |
-3.2% |
0.000 |
| Volume |
22,259 |
24,908 |
2,649 |
11.9% |
111,921 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.311 |
4.287 |
4.169 |
|
| R3 |
4.246 |
4.222 |
4.151 |
|
| R2 |
4.181 |
4.181 |
4.145 |
|
| R1 |
4.157 |
4.157 |
4.139 |
4.169 |
| PP |
4.116 |
4.116 |
4.116 |
4.122 |
| S1 |
4.092 |
4.092 |
4.127 |
4.104 |
| S2 |
4.051 |
4.051 |
4.121 |
|
| S3 |
3.986 |
4.027 |
4.115 |
|
| S4 |
3.921 |
3.962 |
4.097 |
|
|
| 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 |
4.140 |
3.956 |
0.184 |
4.5% |
0.100 |
2.4% |
96% |
True |
False |
25,394 |
| 10 |
4.437 |
3.956 |
0.481 |
11.6% |
0.118 |
2.9% |
37% |
False |
False |
25,099 |
| 20 |
4.525 |
3.956 |
0.569 |
13.8% |
0.123 |
3.0% |
31% |
False |
False |
20,701 |
| 40 |
4.525 |
3.956 |
0.569 |
13.8% |
0.118 |
2.9% |
31% |
False |
False |
18,549 |
| 60 |
4.525 |
3.473 |
1.052 |
25.5% |
0.105 |
2.5% |
63% |
False |
False |
16,193 |
| 80 |
4.525 |
3.404 |
1.121 |
27.1% |
0.100 |
2.4% |
65% |
False |
False |
13,505 |
| 100 |
4.525 |
3.365 |
1.160 |
28.1% |
0.095 |
2.3% |
66% |
False |
False |
11,488 |
| 120 |
4.525 |
3.365 |
1.160 |
28.1% |
0.092 |
2.2% |
66% |
False |
False |
9,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.416 |
|
2.618 |
4.310 |
|
1.618 |
4.245 |
|
1.000 |
4.205 |
|
0.618 |
4.180 |
|
HIGH |
4.140 |
|
0.618 |
4.115 |
|
0.500 |
4.108 |
|
0.382 |
4.100 |
|
LOW |
4.075 |
|
0.618 |
4.035 |
|
1.000 |
4.010 |
|
1.618 |
3.970 |
|
2.618 |
3.905 |
|
4.250 |
3.799 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.125 |
4.105 |
| PP |
4.116 |
4.076 |
| S1 |
4.108 |
4.048 |
|