NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.169 |
4.256 |
0.087 |
2.1% |
3.974 |
| High |
4.275 |
4.294 |
0.019 |
0.4% |
4.200 |
| Low |
4.156 |
4.220 |
0.064 |
1.5% |
3.956 |
| Close |
4.259 |
4.253 |
-0.006 |
-0.1% |
4.125 |
| Range |
0.119 |
0.074 |
-0.045 |
-37.8% |
0.244 |
| ATR |
0.124 |
0.120 |
-0.004 |
-2.9% |
0.000 |
| Volume |
32,054 |
23,733 |
-8,321 |
-26.0% |
130,160 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.478 |
4.439 |
4.294 |
|
| R3 |
4.404 |
4.365 |
4.273 |
|
| R2 |
4.330 |
4.330 |
4.267 |
|
| R1 |
4.291 |
4.291 |
4.260 |
4.274 |
| PP |
4.256 |
4.256 |
4.256 |
4.247 |
| S1 |
4.217 |
4.217 |
4.246 |
4.200 |
| S2 |
4.182 |
4.182 |
4.239 |
|
| S3 |
4.108 |
4.143 |
4.233 |
|
| S4 |
4.034 |
4.069 |
4.212 |
|
|
| 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 |
4.294 |
3.984 |
0.310 |
7.3% |
0.133 |
3.1% |
87% |
True |
False |
26,374 |
| 10 |
4.294 |
3.956 |
0.338 |
7.9% |
0.117 |
2.7% |
88% |
True |
False |
25,884 |
| 20 |
4.525 |
3.956 |
0.569 |
13.4% |
0.125 |
2.9% |
52% |
False |
False |
23,097 |
| 40 |
4.525 |
3.956 |
0.569 |
13.4% |
0.122 |
2.9% |
52% |
False |
False |
20,361 |
| 60 |
4.525 |
3.581 |
0.944 |
22.2% |
0.111 |
2.6% |
71% |
False |
False |
17,858 |
| 80 |
4.525 |
3.404 |
1.121 |
26.4% |
0.103 |
2.4% |
76% |
False |
False |
14,857 |
| 100 |
4.525 |
3.365 |
1.160 |
27.3% |
0.099 |
2.3% |
77% |
False |
False |
12,712 |
| 120 |
4.525 |
3.365 |
1.160 |
27.3% |
0.094 |
2.2% |
77% |
False |
False |
10,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.609 |
|
2.618 |
4.488 |
|
1.618 |
4.414 |
|
1.000 |
4.368 |
|
0.618 |
4.340 |
|
HIGH |
4.294 |
|
0.618 |
4.266 |
|
0.500 |
4.257 |
|
0.382 |
4.248 |
|
LOW |
4.220 |
|
0.618 |
4.174 |
|
1.000 |
4.146 |
|
1.618 |
4.100 |
|
2.618 |
4.026 |
|
4.250 |
3.906 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.257 |
4.241 |
| PP |
4.256 |
4.229 |
| S1 |
4.254 |
4.217 |
|