NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.253 |
4.316 |
0.063 |
1.5% |
4.200 |
| High |
4.319 |
4.349 |
0.030 |
0.7% |
4.349 |
| Low |
4.217 |
4.269 |
0.052 |
1.2% |
4.147 |
| Close |
4.311 |
4.294 |
-0.017 |
-0.4% |
4.294 |
| Range |
0.102 |
0.080 |
-0.022 |
-21.6% |
0.202 |
| ATR |
0.113 |
0.110 |
-0.002 |
-2.1% |
0.000 |
| Volume |
12,597 |
19,875 |
7,278 |
57.8% |
86,250 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.544 |
4.499 |
4.338 |
|
| R3 |
4.464 |
4.419 |
4.316 |
|
| R2 |
4.384 |
4.384 |
4.309 |
|
| R1 |
4.339 |
4.339 |
4.301 |
4.322 |
| PP |
4.304 |
4.304 |
4.304 |
4.295 |
| S1 |
4.259 |
4.259 |
4.287 |
4.242 |
| S2 |
4.224 |
4.224 |
4.279 |
|
| S3 |
4.144 |
4.179 |
4.272 |
|
| S4 |
4.064 |
4.099 |
4.250 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.869 |
4.784 |
4.405 |
|
| R3 |
4.667 |
4.582 |
4.350 |
|
| R2 |
4.465 |
4.465 |
4.331 |
|
| R1 |
4.380 |
4.380 |
4.313 |
4.423 |
| PP |
4.263 |
4.263 |
4.263 |
4.285 |
| S1 |
4.178 |
4.178 |
4.275 |
4.221 |
| S2 |
4.061 |
4.061 |
4.257 |
|
| S3 |
3.859 |
3.976 |
4.238 |
|
| S4 |
3.657 |
3.774 |
4.183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.349 |
4.147 |
0.202 |
4.7% |
0.090 |
2.1% |
73% |
True |
False |
17,250 |
| 10 |
4.349 |
3.957 |
0.392 |
9.1% |
0.101 |
2.4% |
86% |
True |
False |
17,355 |
| 20 |
4.517 |
3.957 |
0.560 |
13.0% |
0.115 |
2.7% |
60% |
False |
False |
17,038 |
| 40 |
4.517 |
3.957 |
0.560 |
13.0% |
0.113 |
2.6% |
60% |
False |
False |
15,999 |
| 60 |
4.517 |
3.613 |
0.904 |
21.1% |
0.104 |
2.4% |
75% |
False |
False |
14,078 |
| 80 |
4.517 |
3.420 |
1.097 |
25.5% |
0.099 |
2.3% |
80% |
False |
False |
12,014 |
| 100 |
4.517 |
3.350 |
1.167 |
27.2% |
0.097 |
2.2% |
81% |
False |
False |
10,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.689 |
|
2.618 |
4.558 |
|
1.618 |
4.478 |
|
1.000 |
4.429 |
|
0.618 |
4.398 |
|
HIGH |
4.349 |
|
0.618 |
4.318 |
|
0.500 |
4.309 |
|
0.382 |
4.300 |
|
LOW |
4.269 |
|
0.618 |
4.220 |
|
1.000 |
4.189 |
|
1.618 |
4.140 |
|
2.618 |
4.060 |
|
4.250 |
3.929 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.309 |
4.290 |
| PP |
4.304 |
4.286 |
| S1 |
4.299 |
4.282 |
|