NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 16-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
Open |
4.018 |
4.095 |
0.077 |
1.9% |
4.012 |
High |
4.078 |
4.095 |
0.017 |
0.4% |
4.056 |
Low |
4.011 |
3.912 |
-0.099 |
-2.5% |
3.883 |
Close |
4.070 |
3.932 |
-0.138 |
-3.4% |
3.910 |
Range |
0.067 |
0.183 |
0.116 |
173.1% |
0.173 |
ATR |
0.120 |
0.125 |
0.004 |
3.7% |
0.000 |
Volume |
98,299 |
162,304 |
64,005 |
65.1% |
577,653 |
|
Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.529 |
4.413 |
4.033 |
|
R3 |
4.346 |
4.230 |
3.982 |
|
R2 |
4.163 |
4.163 |
3.966 |
|
R1 |
4.047 |
4.047 |
3.949 |
4.014 |
PP |
3.980 |
3.980 |
3.980 |
3.963 |
S1 |
3.864 |
3.864 |
3.915 |
3.831 |
S2 |
3.797 |
3.797 |
3.898 |
|
S3 |
3.614 |
3.681 |
3.882 |
|
S4 |
3.431 |
3.498 |
3.831 |
|
|
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 |
4.095 |
3.886 |
0.209 |
5.3% |
0.112 |
2.8% |
22% |
True |
False |
115,379 |
10 |
4.095 |
3.883 |
0.212 |
5.4% |
0.106 |
2.7% |
23% |
True |
False |
116,652 |
20 |
4.450 |
3.883 |
0.567 |
14.4% |
0.124 |
3.2% |
9% |
False |
False |
121,791 |
40 |
4.457 |
3.883 |
0.574 |
14.6% |
0.128 |
3.2% |
9% |
False |
False |
89,986 |
60 |
4.457 |
3.394 |
1.063 |
27.0% |
0.115 |
2.9% |
51% |
False |
False |
68,579 |
80 |
4.457 |
3.325 |
1.132 |
28.8% |
0.109 |
2.8% |
54% |
False |
False |
54,890 |
100 |
4.457 |
3.204 |
1.253 |
31.9% |
0.106 |
2.7% |
58% |
False |
False |
45,433 |
120 |
4.457 |
3.204 |
1.253 |
31.9% |
0.104 |
2.6% |
58% |
False |
False |
38,683 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.873 |
2.618 |
4.574 |
1.618 |
4.391 |
1.000 |
4.278 |
0.618 |
4.208 |
HIGH |
4.095 |
0.618 |
4.025 |
0.500 |
4.004 |
0.382 |
3.982 |
LOW |
3.912 |
0.618 |
3.799 |
1.000 |
3.729 |
1.618 |
3.616 |
2.618 |
3.433 |
4.250 |
3.134 |
|
|
Fisher Pivots for day following 16-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.004 |
4.004 |
PP |
3.980 |
3.980 |
S1 |
3.956 |
3.956 |
|