NYMEX Natural Gas Future June 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 |
3.942 |
4.089 |
0.147 |
3.7% |
3.897 |
High |
4.096 |
4.159 |
0.063 |
1.5% |
4.096 |
Low |
3.915 |
4.063 |
0.148 |
3.8% |
3.886 |
Close |
4.055 |
4.090 |
0.035 |
0.9% |
4.055 |
Range |
0.181 |
0.096 |
-0.085 |
-47.0% |
0.210 |
ATR |
0.129 |
0.127 |
-0.002 |
-1.4% |
0.000 |
Volume |
143,865 |
117,090 |
-26,775 |
-18.6% |
612,509 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.392 |
4.337 |
4.143 |
|
R3 |
4.296 |
4.241 |
4.116 |
|
R2 |
4.200 |
4.200 |
4.108 |
|
R1 |
4.145 |
4.145 |
4.099 |
4.173 |
PP |
4.104 |
4.104 |
4.104 |
4.118 |
S1 |
4.049 |
4.049 |
4.081 |
4.077 |
S2 |
4.008 |
4.008 |
4.072 |
|
S3 |
3.912 |
3.953 |
4.064 |
|
S4 |
3.816 |
3.857 |
4.037 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.642 |
4.559 |
4.171 |
|
R3 |
4.432 |
4.349 |
4.113 |
|
R2 |
4.222 |
4.222 |
4.094 |
|
R1 |
4.139 |
4.139 |
4.074 |
4.181 |
PP |
4.012 |
4.012 |
4.012 |
4.033 |
S1 |
3.929 |
3.929 |
4.036 |
3.971 |
S2 |
3.802 |
3.802 |
4.017 |
|
S3 |
3.592 |
3.719 |
3.997 |
|
S4 |
3.382 |
3.509 |
3.940 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.159 |
3.912 |
0.247 |
6.0% |
0.127 |
3.1% |
72% |
True |
False |
125,385 |
10 |
4.159 |
3.883 |
0.276 |
6.7% |
0.116 |
2.8% |
75% |
True |
False |
120,417 |
20 |
4.444 |
3.883 |
0.561 |
13.7% |
0.128 |
3.1% |
37% |
False |
False |
127,930 |
40 |
4.457 |
3.883 |
0.574 |
14.0% |
0.129 |
3.2% |
36% |
False |
False |
94,779 |
60 |
4.457 |
3.491 |
0.966 |
23.6% |
0.117 |
2.9% |
62% |
False |
False |
72,359 |
80 |
4.457 |
3.325 |
1.132 |
27.7% |
0.110 |
2.7% |
68% |
False |
False |
57,880 |
100 |
4.457 |
3.204 |
1.253 |
30.6% |
0.107 |
2.6% |
71% |
False |
False |
47,920 |
120 |
4.457 |
3.204 |
1.253 |
30.6% |
0.105 |
2.6% |
71% |
False |
False |
40,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.567 |
2.618 |
4.410 |
1.618 |
4.314 |
1.000 |
4.255 |
0.618 |
4.218 |
HIGH |
4.159 |
0.618 |
4.122 |
0.500 |
4.111 |
0.382 |
4.100 |
LOW |
4.063 |
0.618 |
4.004 |
1.000 |
3.967 |
1.618 |
3.908 |
2.618 |
3.812 |
4.250 |
3.655 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.111 |
4.072 |
PP |
4.104 |
4.054 |
S1 |
4.097 |
4.036 |
|