NYMEX Natural Gas Future September 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 |
3.991 |
4.080 |
0.089 |
2.2% |
4.103 |
| High |
4.088 |
4.142 |
0.054 |
1.3% |
4.130 |
| Low |
3.991 |
4.080 |
0.089 |
2.2% |
3.965 |
| Close |
4.084 |
4.130 |
0.046 |
1.1% |
3.982 |
| Range |
0.097 |
0.062 |
-0.035 |
-36.1% |
0.165 |
| ATR |
0.115 |
0.111 |
-0.004 |
-3.3% |
0.000 |
| Volume |
15,415 |
15,504 |
89 |
0.6% |
84,088 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.303 |
4.279 |
4.164 |
|
| R3 |
4.241 |
4.217 |
4.147 |
|
| R2 |
4.179 |
4.179 |
4.141 |
|
| R1 |
4.155 |
4.155 |
4.136 |
4.167 |
| PP |
4.117 |
4.117 |
4.117 |
4.124 |
| S1 |
4.093 |
4.093 |
4.124 |
4.105 |
| S2 |
4.055 |
4.055 |
4.119 |
|
| S3 |
3.993 |
4.031 |
4.113 |
|
| S4 |
3.931 |
3.969 |
4.096 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.521 |
4.416 |
4.073 |
|
| R3 |
4.356 |
4.251 |
4.027 |
|
| R2 |
4.191 |
4.191 |
4.012 |
|
| R1 |
4.086 |
4.086 |
3.997 |
4.056 |
| PP |
4.026 |
4.026 |
4.026 |
4.011 |
| S1 |
3.921 |
3.921 |
3.967 |
3.891 |
| S2 |
3.861 |
3.861 |
3.952 |
|
| S3 |
3.696 |
3.756 |
3.937 |
|
| S4 |
3.531 |
3.591 |
3.891 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.142 |
3.957 |
0.185 |
4.5% |
0.097 |
2.3% |
94% |
True |
False |
17,731 |
| 10 |
4.425 |
3.957 |
0.468 |
11.3% |
0.115 |
2.8% |
37% |
False |
False |
17,354 |
| 20 |
4.517 |
3.957 |
0.560 |
13.6% |
0.117 |
2.8% |
31% |
False |
False |
15,729 |
| 40 |
4.517 |
3.957 |
0.560 |
13.6% |
0.112 |
2.7% |
31% |
False |
False |
14,545 |
| 60 |
4.517 |
3.479 |
1.038 |
25.1% |
0.101 |
2.4% |
63% |
False |
False |
12,654 |
| 80 |
4.517 |
3.420 |
1.097 |
26.6% |
0.096 |
2.3% |
65% |
False |
False |
10,810 |
| 100 |
4.517 |
3.350 |
1.167 |
28.3% |
0.093 |
2.3% |
67% |
False |
False |
9,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.406 |
|
2.618 |
4.304 |
|
1.618 |
4.242 |
|
1.000 |
4.204 |
|
0.618 |
4.180 |
|
HIGH |
4.142 |
|
0.618 |
4.118 |
|
0.500 |
4.111 |
|
0.382 |
4.104 |
|
LOW |
4.080 |
|
0.618 |
4.042 |
|
1.000 |
4.018 |
|
1.618 |
3.980 |
|
2.618 |
3.918 |
|
4.250 |
3.817 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.124 |
4.103 |
| PP |
4.117 |
4.076 |
| S1 |
4.111 |
4.050 |
|