NYMEX Natural Gas Future October 2013
Trading Metrics calculated at close of trading on 20-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
Open |
4.023 |
4.180 |
0.157 |
3.9% |
3.993 |
High |
4.169 |
4.235 |
0.066 |
1.6% |
4.169 |
Low |
4.013 |
4.154 |
0.141 |
3.5% |
3.974 |
Close |
4.137 |
4.178 |
0.041 |
1.0% |
4.137 |
Range |
0.156 |
0.081 |
-0.075 |
-48.1% |
0.195 |
ATR |
0.117 |
0.116 |
-0.001 |
-1.2% |
0.000 |
Volume |
31,962 |
30,183 |
-1,779 |
-5.6% |
128,606 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.432 |
4.386 |
4.223 |
|
R3 |
4.351 |
4.305 |
4.200 |
|
R2 |
4.270 |
4.270 |
4.193 |
|
R1 |
4.224 |
4.224 |
4.185 |
4.207 |
PP |
4.189 |
4.189 |
4.189 |
4.180 |
S1 |
4.143 |
4.143 |
4.171 |
4.126 |
S2 |
4.108 |
4.108 |
4.163 |
|
S3 |
4.027 |
4.062 |
4.156 |
|
S4 |
3.946 |
3.981 |
4.133 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.678 |
4.603 |
4.244 |
|
R3 |
4.483 |
4.408 |
4.191 |
|
R2 |
4.288 |
4.288 |
4.173 |
|
R1 |
4.213 |
4.213 |
4.155 |
4.251 |
PP |
4.093 |
4.093 |
4.093 |
4.112 |
S1 |
4.018 |
4.018 |
4.119 |
4.056 |
S2 |
3.898 |
3.898 |
4.101 |
|
S3 |
3.703 |
3.823 |
4.083 |
|
S4 |
3.508 |
3.628 |
4.030 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.235 |
3.999 |
0.236 |
5.6% |
0.106 |
2.5% |
76% |
True |
False |
26,736 |
10 |
4.235 |
3.974 |
0.261 |
6.2% |
0.101 |
2.4% |
78% |
True |
False |
26,004 |
20 |
4.525 |
3.974 |
0.551 |
13.2% |
0.117 |
2.8% |
37% |
False |
False |
25,403 |
40 |
4.525 |
3.974 |
0.551 |
13.2% |
0.116 |
2.8% |
37% |
False |
False |
29,136 |
60 |
4.525 |
3.621 |
0.904 |
21.6% |
0.106 |
2.5% |
62% |
False |
False |
31,326 |
80 |
4.525 |
3.440 |
1.085 |
26.0% |
0.100 |
2.4% |
68% |
False |
False |
28,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.579 |
2.618 |
4.447 |
1.618 |
4.366 |
1.000 |
4.316 |
0.618 |
4.285 |
HIGH |
4.235 |
0.618 |
4.204 |
0.500 |
4.195 |
0.382 |
4.185 |
LOW |
4.154 |
0.618 |
4.104 |
1.000 |
4.073 |
1.618 |
4.023 |
2.618 |
3.942 |
4.250 |
3.810 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.195 |
4.158 |
PP |
4.189 |
4.137 |
S1 |
4.184 |
4.117 |
|