NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.017 |
4.159 |
0.142 |
3.5% |
3.974 |
| High |
4.158 |
4.229 |
0.071 |
1.7% |
4.200 |
| Low |
3.991 |
4.139 |
0.148 |
3.7% |
3.956 |
| Close |
4.125 |
4.164 |
0.039 |
0.9% |
4.125 |
| Range |
0.167 |
0.090 |
-0.077 |
-46.1% |
0.244 |
| ATR |
0.126 |
0.124 |
-0.002 |
-1.2% |
0.000 |
| Volume |
30,559 |
26,996 |
-3,563 |
-11.7% |
130,160 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.447 |
4.396 |
4.214 |
|
| R3 |
4.357 |
4.306 |
4.189 |
|
| R2 |
4.267 |
4.267 |
4.181 |
|
| R1 |
4.216 |
4.216 |
4.172 |
4.242 |
| PP |
4.177 |
4.177 |
4.177 |
4.190 |
| S1 |
4.126 |
4.126 |
4.156 |
4.152 |
| S2 |
4.087 |
4.087 |
4.148 |
|
| S3 |
3.997 |
4.036 |
4.139 |
|
| S4 |
3.907 |
3.946 |
4.115 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.826 |
4.719 |
4.259 |
|
| R3 |
4.582 |
4.475 |
4.192 |
|
| R2 |
4.338 |
4.338 |
4.170 |
|
| R1 |
4.231 |
4.231 |
4.147 |
4.285 |
| PP |
4.094 |
4.094 |
4.094 |
4.120 |
| S1 |
3.987 |
3.987 |
4.103 |
4.041 |
| S2 |
3.850 |
3.850 |
4.080 |
|
| S3 |
3.606 |
3.743 |
4.058 |
|
| S4 |
3.362 |
3.499 |
3.991 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.229 |
3.984 |
0.245 |
5.9% |
0.128 |
3.1% |
73% |
True |
False |
24,650 |
| 10 |
4.229 |
3.956 |
0.273 |
6.6% |
0.114 |
2.7% |
76% |
True |
False |
25,229 |
| 20 |
4.525 |
3.956 |
0.569 |
13.7% |
0.125 |
3.0% |
37% |
False |
False |
21,716 |
| 40 |
4.525 |
3.956 |
0.569 |
13.7% |
0.123 |
2.9% |
37% |
False |
False |
19,540 |
| 60 |
4.525 |
3.581 |
0.944 |
22.7% |
0.110 |
2.6% |
62% |
False |
False |
17,166 |
| 80 |
4.525 |
3.404 |
1.121 |
26.9% |
0.103 |
2.5% |
68% |
False |
False |
14,277 |
| 100 |
4.525 |
3.365 |
1.160 |
27.9% |
0.098 |
2.4% |
69% |
False |
False |
12,184 |
| 120 |
4.525 |
3.365 |
1.160 |
27.9% |
0.094 |
2.3% |
69% |
False |
False |
10,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.612 |
|
2.618 |
4.465 |
|
1.618 |
4.375 |
|
1.000 |
4.319 |
|
0.618 |
4.285 |
|
HIGH |
4.229 |
|
0.618 |
4.195 |
|
0.500 |
4.184 |
|
0.382 |
4.173 |
|
LOW |
4.139 |
|
0.618 |
4.083 |
|
1.000 |
4.049 |
|
1.618 |
3.993 |
|
2.618 |
3.903 |
|
4.250 |
3.757 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.184 |
4.145 |
| PP |
4.177 |
4.126 |
| S1 |
4.171 |
4.107 |
|