NYMEX Natural Gas Future June 2013
Trading Metrics calculated at close of trading on 21-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
Open |
4.089 |
4.087 |
-0.002 |
0.0% |
3.897 |
High |
4.159 |
4.210 |
0.051 |
1.2% |
4.096 |
Low |
4.063 |
4.078 |
0.015 |
0.4% |
3.886 |
Close |
4.090 |
4.192 |
0.102 |
2.5% |
4.055 |
Range |
0.096 |
0.132 |
0.036 |
37.5% |
0.210 |
ATR |
0.127 |
0.127 |
0.000 |
0.3% |
0.000 |
Volume |
117,090 |
104,312 |
-12,778 |
-10.9% |
612,509 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.556 |
4.506 |
4.265 |
|
R3 |
4.424 |
4.374 |
4.228 |
|
R2 |
4.292 |
4.292 |
4.216 |
|
R1 |
4.242 |
4.242 |
4.204 |
4.267 |
PP |
4.160 |
4.160 |
4.160 |
4.173 |
S1 |
4.110 |
4.110 |
4.180 |
4.135 |
S2 |
4.028 |
4.028 |
4.168 |
|
S3 |
3.896 |
3.978 |
4.156 |
|
S4 |
3.764 |
3.846 |
4.119 |
|
|
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 |
4.210 |
3.912 |
0.298 |
7.1% |
0.132 |
3.1% |
94% |
True |
False |
125,174 |
10 |
4.210 |
3.883 |
0.327 |
7.8% |
0.120 |
2.9% |
94% |
True |
False |
118,442 |
20 |
4.444 |
3.883 |
0.561 |
13.4% |
0.130 |
3.1% |
55% |
False |
False |
128,810 |
40 |
4.457 |
3.883 |
0.574 |
13.7% |
0.129 |
3.1% |
54% |
False |
False |
96,869 |
60 |
4.457 |
3.500 |
0.957 |
22.8% |
0.118 |
2.8% |
72% |
False |
False |
73,881 |
80 |
4.457 |
3.325 |
1.132 |
27.0% |
0.111 |
2.6% |
77% |
False |
False |
59,040 |
100 |
4.457 |
3.204 |
1.253 |
29.9% |
0.108 |
2.6% |
79% |
False |
False |
48,912 |
120 |
4.457 |
3.204 |
1.253 |
29.9% |
0.106 |
2.5% |
79% |
False |
False |
41,666 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.771 |
2.618 |
4.556 |
1.618 |
4.424 |
1.000 |
4.342 |
0.618 |
4.292 |
HIGH |
4.210 |
0.618 |
4.160 |
0.500 |
4.144 |
0.382 |
4.128 |
LOW |
4.078 |
0.618 |
3.996 |
1.000 |
3.946 |
1.618 |
3.864 |
2.618 |
3.732 |
4.250 |
3.517 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.176 |
4.149 |
PP |
4.160 |
4.106 |
S1 |
4.144 |
4.063 |
|