NYMEX Natural Gas Future September 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 |
4.080 |
4.149 |
0.069 |
1.7% |
4.103 |
| High |
4.142 |
4.152 |
0.010 |
0.2% |
4.130 |
| Low |
4.080 |
3.984 |
-0.096 |
-2.4% |
3.965 |
| Close |
4.130 |
4.003 |
-0.127 |
-3.1% |
3.982 |
| Range |
0.062 |
0.168 |
0.106 |
171.0% |
0.165 |
| ATR |
0.111 |
0.115 |
0.004 |
3.7% |
0.000 |
| Volume |
15,504 |
14,202 |
-1,302 |
-8.4% |
84,088 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.550 |
4.445 |
4.095 |
|
| R3 |
4.382 |
4.277 |
4.049 |
|
| R2 |
4.214 |
4.214 |
4.034 |
|
| R1 |
4.109 |
4.109 |
4.018 |
4.078 |
| PP |
4.046 |
4.046 |
4.046 |
4.031 |
| S1 |
3.941 |
3.941 |
3.988 |
3.910 |
| S2 |
3.878 |
3.878 |
3.972 |
|
| S3 |
3.710 |
3.773 |
3.957 |
|
| S4 |
3.542 |
3.605 |
3.911 |
|
|
| 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 |
4.152 |
3.957 |
0.195 |
4.9% |
0.105 |
2.6% |
24% |
True |
False |
16,266 |
| 10 |
4.152 |
3.957 |
0.195 |
4.9% |
0.099 |
2.5% |
24% |
True |
False |
16,997 |
| 20 |
4.517 |
3.957 |
0.560 |
14.0% |
0.115 |
2.9% |
8% |
False |
False |
15,910 |
| 40 |
4.517 |
3.957 |
0.560 |
14.0% |
0.115 |
2.9% |
8% |
False |
False |
14,684 |
| 60 |
4.517 |
3.479 |
1.038 |
25.9% |
0.103 |
2.6% |
50% |
False |
False |
12,820 |
| 80 |
4.517 |
3.420 |
1.097 |
27.4% |
0.097 |
2.4% |
53% |
False |
False |
10,954 |
| 100 |
4.517 |
3.350 |
1.167 |
29.2% |
0.094 |
2.3% |
56% |
False |
False |
9,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.866 |
|
2.618 |
4.592 |
|
1.618 |
4.424 |
|
1.000 |
4.320 |
|
0.618 |
4.256 |
|
HIGH |
4.152 |
|
0.618 |
4.088 |
|
0.500 |
4.068 |
|
0.382 |
4.048 |
|
LOW |
3.984 |
|
0.618 |
3.880 |
|
1.000 |
3.816 |
|
1.618 |
3.712 |
|
2.618 |
3.544 |
|
4.250 |
3.270 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.068 |
4.068 |
| PP |
4.046 |
4.046 |
| S1 |
4.025 |
4.025 |
|