NYMEX Natural Gas Future July 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 |
3.990 |
4.065 |
0.075 |
1.9% |
4.073 |
High |
4.072 |
4.122 |
0.050 |
1.2% |
4.108 |
Low |
3.971 |
4.054 |
0.083 |
2.1% |
3.935 |
Close |
4.068 |
4.113 |
0.045 |
1.1% |
3.960 |
Range |
0.101 |
0.068 |
-0.033 |
-32.7% |
0.173 |
ATR |
0.122 |
0.118 |
-0.004 |
-3.2% |
0.000 |
Volume |
47,962 |
46,628 |
-1,334 |
-2.8% |
220,605 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.300 |
4.275 |
4.150 |
|
R3 |
4.232 |
4.207 |
4.132 |
|
R2 |
4.164 |
4.164 |
4.125 |
|
R1 |
4.139 |
4.139 |
4.119 |
4.152 |
PP |
4.096 |
4.096 |
4.096 |
4.103 |
S1 |
4.071 |
4.071 |
4.107 |
4.084 |
S2 |
4.028 |
4.028 |
4.101 |
|
S3 |
3.960 |
4.003 |
4.094 |
|
S4 |
3.892 |
3.935 |
4.076 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.520 |
4.413 |
4.055 |
|
R3 |
4.347 |
4.240 |
4.008 |
|
R2 |
4.174 |
4.174 |
3.992 |
|
R1 |
4.067 |
4.067 |
3.976 |
4.034 |
PP |
4.001 |
4.001 |
4.001 |
3.985 |
S1 |
3.894 |
3.894 |
3.944 |
3.861 |
S2 |
3.828 |
3.828 |
3.928 |
|
S3 |
3.655 |
3.721 |
3.912 |
|
S4 |
3.482 |
3.548 |
3.865 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.122 |
3.933 |
0.189 |
4.6% |
0.101 |
2.5% |
95% |
True |
False |
44,871 |
10 |
4.415 |
3.933 |
0.482 |
11.7% |
0.120 |
2.9% |
37% |
False |
False |
49,384 |
20 |
4.499 |
3.933 |
0.566 |
13.8% |
0.125 |
3.0% |
32% |
False |
False |
41,884 |
40 |
4.499 |
3.933 |
0.566 |
13.8% |
0.122 |
3.0% |
32% |
False |
False |
44,404 |
60 |
4.499 |
3.449 |
1.050 |
25.5% |
0.110 |
2.7% |
63% |
False |
False |
37,922 |
80 |
4.499 |
3.382 |
1.117 |
27.2% |
0.105 |
2.6% |
65% |
False |
False |
31,763 |
100 |
4.499 |
3.336 |
1.163 |
28.3% |
0.101 |
2.5% |
67% |
False |
False |
26,856 |
120 |
4.499 |
3.336 |
1.163 |
28.3% |
0.098 |
2.4% |
67% |
False |
False |
23,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.411 |
2.618 |
4.300 |
1.618 |
4.232 |
1.000 |
4.190 |
0.618 |
4.164 |
HIGH |
4.122 |
0.618 |
4.096 |
0.500 |
4.088 |
0.382 |
4.080 |
LOW |
4.054 |
0.618 |
4.012 |
1.000 |
3.986 |
1.618 |
3.944 |
2.618 |
3.876 |
4.250 |
3.765 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.105 |
4.085 |
PP |
4.096 |
4.056 |
S1 |
4.088 |
4.028 |
|