NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
4.231 |
4.183 |
-0.048 |
-1.1% |
4.200 |
| High |
4.242 |
4.192 |
-0.050 |
-1.2% |
4.349 |
| Low |
4.133 |
4.024 |
-0.109 |
-2.6% |
4.147 |
| Close |
4.195 |
4.037 |
-0.158 |
-3.8% |
4.294 |
| Range |
0.109 |
0.168 |
0.059 |
54.1% |
0.202 |
| ATR |
0.115 |
0.119 |
0.004 |
3.5% |
0.000 |
| Volume |
19,307 |
21,992 |
2,685 |
13.9% |
86,250 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.588 |
4.481 |
4.129 |
|
| R3 |
4.420 |
4.313 |
4.083 |
|
| R2 |
4.252 |
4.252 |
4.068 |
|
| R1 |
4.145 |
4.145 |
4.052 |
4.115 |
| PP |
4.084 |
4.084 |
4.084 |
4.069 |
| S1 |
3.977 |
3.977 |
4.022 |
3.947 |
| S2 |
3.916 |
3.916 |
4.006 |
|
| S3 |
3.748 |
3.809 |
3.991 |
|
| S4 |
3.580 |
3.641 |
3.945 |
|
|
| 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 |
4.366 |
4.024 |
0.342 |
8.5% |
0.129 |
3.2% |
4% |
False |
True |
18,192 |
| 10 |
4.366 |
3.984 |
0.382 |
9.5% |
0.123 |
3.0% |
14% |
False |
False |
18,358 |
| 20 |
4.425 |
3.957 |
0.468 |
11.6% |
0.119 |
2.9% |
17% |
False |
False |
17,856 |
| 40 |
4.517 |
3.957 |
0.560 |
13.9% |
0.118 |
2.9% |
14% |
False |
False |
16,562 |
| 60 |
4.517 |
3.652 |
0.865 |
21.4% |
0.108 |
2.7% |
45% |
False |
False |
14,655 |
| 80 |
4.517 |
3.420 |
1.097 |
27.2% |
0.101 |
2.5% |
56% |
False |
False |
12,546 |
| 100 |
4.517 |
3.385 |
1.132 |
28.0% |
0.097 |
2.4% |
58% |
False |
False |
10,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.906 |
|
2.618 |
4.632 |
|
1.618 |
4.464 |
|
1.000 |
4.360 |
|
0.618 |
4.296 |
|
HIGH |
4.192 |
|
0.618 |
4.128 |
|
0.500 |
4.108 |
|
0.382 |
4.088 |
|
LOW |
4.024 |
|
0.618 |
3.920 |
|
1.000 |
3.856 |
|
1.618 |
3.752 |
|
2.618 |
3.584 |
|
4.250 |
3.310 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.108 |
4.195 |
| PP |
4.084 |
4.142 |
| S1 |
4.061 |
4.090 |
|