NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.085 |
4.200 |
0.115 |
2.8% |
4.100 |
| High |
4.140 |
4.200 |
0.060 |
1.4% |
4.134 |
| Low |
4.075 |
3.984 |
-0.091 |
-2.2% |
3.962 |
| Close |
4.133 |
4.005 |
-0.128 |
-3.1% |
3.983 |
| Range |
0.065 |
0.216 |
0.151 |
232.3% |
0.172 |
| ATR |
0.115 |
0.122 |
0.007 |
6.2% |
0.000 |
| Volume |
24,908 |
18,530 |
-6,378 |
-25.6% |
111,921 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.711 |
4.574 |
4.124 |
|
| R3 |
4.495 |
4.358 |
4.064 |
|
| R2 |
4.279 |
4.279 |
4.045 |
|
| R1 |
4.142 |
4.142 |
4.025 |
4.103 |
| PP |
4.063 |
4.063 |
4.063 |
4.043 |
| S1 |
3.926 |
3.926 |
3.985 |
3.887 |
| S2 |
3.847 |
3.847 |
3.965 |
|
| S3 |
3.631 |
3.710 |
3.946 |
|
| S4 |
3.415 |
3.494 |
3.886 |
|
|
| 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 |
4.200 |
3.956 |
0.244 |
6.1% |
0.116 |
2.9% |
20% |
True |
False |
25,000 |
| 10 |
4.200 |
3.956 |
0.244 |
6.1% |
0.106 |
2.6% |
20% |
True |
False |
24,414 |
| 20 |
4.525 |
3.956 |
0.569 |
14.2% |
0.122 |
3.0% |
9% |
False |
False |
20,973 |
| 40 |
4.525 |
3.956 |
0.569 |
14.2% |
0.121 |
3.0% |
9% |
False |
False |
18,731 |
| 60 |
4.525 |
3.473 |
1.052 |
26.3% |
0.108 |
2.7% |
51% |
False |
False |
16,389 |
| 80 |
4.525 |
3.404 |
1.121 |
28.0% |
0.102 |
2.5% |
54% |
False |
False |
13,691 |
| 100 |
4.525 |
3.365 |
1.160 |
29.0% |
0.097 |
2.4% |
55% |
False |
False |
11,655 |
| 120 |
4.525 |
3.365 |
1.160 |
29.0% |
0.092 |
2.3% |
55% |
False |
False |
10,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.118 |
|
2.618 |
4.765 |
|
1.618 |
4.549 |
|
1.000 |
4.416 |
|
0.618 |
4.333 |
|
HIGH |
4.200 |
|
0.618 |
4.117 |
|
0.500 |
4.092 |
|
0.382 |
4.067 |
|
LOW |
3.984 |
|
0.618 |
3.851 |
|
1.000 |
3.768 |
|
1.618 |
3.635 |
|
2.618 |
3.419 |
|
4.250 |
3.066 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.092 |
4.092 |
| PP |
4.063 |
4.063 |
| S1 |
4.034 |
4.034 |
|