NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
3.942 |
4.018 |
0.076 |
1.9% |
4.012 |
High |
4.030 |
4.078 |
0.048 |
1.2% |
4.056 |
Low |
3.923 |
4.011 |
0.088 |
2.2% |
3.883 |
Close |
4.024 |
4.070 |
0.046 |
1.1% |
3.910 |
Range |
0.107 |
0.067 |
-0.040 |
-37.4% |
0.173 |
ATR |
0.124 |
0.120 |
-0.004 |
-3.3% |
0.000 |
Volume |
105,368 |
98,299 |
-7,069 |
-6.7% |
577,653 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.254 |
4.229 |
4.107 |
|
R3 |
4.187 |
4.162 |
4.088 |
|
R2 |
4.120 |
4.120 |
4.082 |
|
R1 |
4.095 |
4.095 |
4.076 |
4.108 |
PP |
4.053 |
4.053 |
4.053 |
4.059 |
S1 |
4.028 |
4.028 |
4.064 |
4.041 |
S2 |
3.986 |
3.986 |
4.058 |
|
S3 |
3.919 |
3.961 |
4.052 |
|
S4 |
3.852 |
3.894 |
4.033 |
|
|
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 |
4.078 |
3.883 |
0.195 |
4.8% |
0.103 |
2.5% |
96% |
True |
False |
113,213 |
10 |
4.364 |
3.883 |
0.481 |
11.8% |
0.122 |
3.0% |
39% |
False |
False |
124,953 |
20 |
4.457 |
3.883 |
0.574 |
14.1% |
0.128 |
3.1% |
33% |
False |
False |
119,696 |
40 |
4.457 |
3.883 |
0.574 |
14.1% |
0.125 |
3.1% |
33% |
False |
False |
86,755 |
60 |
4.457 |
3.394 |
1.063 |
26.1% |
0.113 |
2.8% |
64% |
False |
False |
66,217 |
80 |
4.457 |
3.325 |
1.132 |
27.8% |
0.108 |
2.7% |
66% |
False |
False |
52,976 |
100 |
4.457 |
3.204 |
1.253 |
30.8% |
0.105 |
2.6% |
69% |
False |
False |
43,853 |
120 |
4.457 |
3.204 |
1.253 |
30.8% |
0.103 |
2.5% |
69% |
False |
False |
37,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.363 |
2.618 |
4.253 |
1.618 |
4.186 |
1.000 |
4.145 |
0.618 |
4.119 |
HIGH |
4.078 |
0.618 |
4.052 |
0.500 |
4.045 |
0.382 |
4.037 |
LOW |
4.011 |
0.618 |
3.970 |
1.000 |
3.944 |
1.618 |
3.903 |
2.618 |
3.836 |
4.250 |
3.726 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.062 |
4.041 |
PP |
4.053 |
4.011 |
S1 |
4.045 |
3.982 |
|