NYMEX Natural Gas Future June 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
3.897 |
3.942 |
0.045 |
1.2% |
4.012 |
| High |
3.977 |
4.030 |
0.053 |
1.3% |
4.056 |
| Low |
3.886 |
3.923 |
0.037 |
1.0% |
3.883 |
| Close |
3.925 |
4.024 |
0.099 |
2.5% |
3.910 |
| Range |
0.091 |
0.107 |
0.016 |
17.6% |
0.173 |
| ATR |
0.125 |
0.124 |
-0.001 |
-1.0% |
0.000 |
| Volume |
102,673 |
105,368 |
2,695 |
2.6% |
577,653 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.313 |
4.276 |
4.083 |
|
| R3 |
4.206 |
4.169 |
4.053 |
|
| R2 |
4.099 |
4.099 |
4.044 |
|
| R1 |
4.062 |
4.062 |
4.034 |
4.081 |
| PP |
3.992 |
3.992 |
3.992 |
4.002 |
| S1 |
3.955 |
3.955 |
4.014 |
3.974 |
| S2 |
3.885 |
3.885 |
4.004 |
|
| S3 |
3.778 |
3.848 |
3.995 |
|
| S4 |
3.671 |
3.741 |
3.965 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.469 |
4.362 |
4.005 |
|
| R3 |
4.296 |
4.189 |
3.958 |
|
| R2 |
4.123 |
4.123 |
3.942 |
|
| R1 |
4.016 |
4.016 |
3.926 |
3.983 |
| PP |
3.950 |
3.950 |
3.950 |
3.933 |
| S1 |
3.843 |
3.843 |
3.894 |
3.810 |
| S2 |
3.777 |
3.777 |
3.878 |
|
| S3 |
3.604 |
3.670 |
3.862 |
|
| S4 |
3.431 |
3.497 |
3.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.030 |
3.883 |
0.147 |
3.7% |
0.108 |
2.7% |
96% |
True |
False |
111,710 |
| 10 |
4.444 |
3.883 |
0.561 |
13.9% |
0.129 |
3.2% |
25% |
False |
False |
131,682 |
| 20 |
4.457 |
3.883 |
0.574 |
14.3% |
0.129 |
3.2% |
25% |
False |
False |
117,667 |
| 40 |
4.457 |
3.883 |
0.574 |
14.3% |
0.126 |
3.1% |
25% |
False |
False |
85,110 |
| 60 |
4.457 |
3.325 |
1.132 |
28.1% |
0.114 |
2.8% |
62% |
False |
False |
64,818 |
| 80 |
4.457 |
3.325 |
1.132 |
28.1% |
0.108 |
2.7% |
62% |
False |
False |
51,869 |
| 100 |
4.457 |
3.204 |
1.253 |
31.1% |
0.106 |
2.6% |
65% |
False |
False |
42,912 |
| 120 |
4.457 |
3.204 |
1.253 |
31.1% |
0.104 |
2.6% |
65% |
False |
False |
36,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.485 |
|
2.618 |
4.310 |
|
1.618 |
4.203 |
|
1.000 |
4.137 |
|
0.618 |
4.096 |
|
HIGH |
4.030 |
|
0.618 |
3.989 |
|
0.500 |
3.977 |
|
0.382 |
3.964 |
|
LOW |
3.923 |
|
0.618 |
3.857 |
|
1.000 |
3.816 |
|
1.618 |
3.750 |
|
2.618 |
3.643 |
|
4.250 |
3.468 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.008 |
4.002 |
| PP |
3.992 |
3.980 |
| S1 |
3.977 |
3.958 |
|