NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.256 |
4.250 |
-0.006 |
-0.1% |
3.974 |
| High |
4.294 |
4.330 |
0.036 |
0.8% |
4.200 |
| Low |
4.220 |
4.224 |
0.004 |
0.1% |
3.956 |
| Close |
4.253 |
4.322 |
0.069 |
1.6% |
4.125 |
| Range |
0.074 |
0.106 |
0.032 |
43.2% |
0.244 |
| ATR |
0.120 |
0.119 |
-0.001 |
-0.8% |
0.000 |
| Volume |
23,733 |
15,554 |
-8,179 |
-34.5% |
130,160 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.610 |
4.572 |
4.380 |
|
| R3 |
4.504 |
4.466 |
4.351 |
|
| R2 |
4.398 |
4.398 |
4.341 |
|
| R1 |
4.360 |
4.360 |
4.332 |
4.379 |
| PP |
4.292 |
4.292 |
4.292 |
4.302 |
| S1 |
4.254 |
4.254 |
4.312 |
4.273 |
| S2 |
4.186 |
4.186 |
4.303 |
|
| S3 |
4.080 |
4.148 |
4.293 |
|
| S4 |
3.974 |
4.042 |
4.264 |
|
|
| 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 |
4.330 |
3.991 |
0.339 |
7.8% |
0.111 |
2.6% |
98% |
True |
False |
25,779 |
| 10 |
4.330 |
3.956 |
0.374 |
8.7% |
0.114 |
2.6% |
98% |
True |
False |
25,389 |
| 20 |
4.525 |
3.956 |
0.569 |
13.2% |
0.125 |
2.9% |
64% |
False |
False |
23,220 |
| 40 |
4.525 |
3.956 |
0.569 |
13.2% |
0.121 |
2.8% |
64% |
False |
False |
20,506 |
| 60 |
4.525 |
3.581 |
0.944 |
21.8% |
0.110 |
2.6% |
78% |
False |
False |
18,020 |
| 80 |
4.525 |
3.404 |
1.121 |
25.9% |
0.104 |
2.4% |
82% |
False |
False |
14,971 |
| 100 |
4.525 |
3.365 |
1.160 |
26.8% |
0.100 |
2.3% |
83% |
False |
False |
12,838 |
| 120 |
4.525 |
3.365 |
1.160 |
26.8% |
0.094 |
2.2% |
83% |
False |
False |
11,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.781 |
|
2.618 |
4.608 |
|
1.618 |
4.502 |
|
1.000 |
4.436 |
|
0.618 |
4.396 |
|
HIGH |
4.330 |
|
0.618 |
4.290 |
|
0.500 |
4.277 |
|
0.382 |
4.264 |
|
LOW |
4.224 |
|
0.618 |
4.158 |
|
1.000 |
4.118 |
|
1.618 |
4.052 |
|
2.618 |
3.946 |
|
4.250 |
3.774 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.307 |
4.296 |
| PP |
4.292 |
4.269 |
| S1 |
4.277 |
4.243 |
|