NYMEX Natural Gas Future July 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 |
3.987 |
4.132 |
0.145 |
3.6% |
3.949 |
High |
4.144 |
4.207 |
0.063 |
1.5% |
4.144 |
Low |
3.965 |
4.113 |
0.148 |
3.7% |
3.933 |
Close |
4.103 |
4.141 |
0.038 |
0.9% |
4.103 |
Range |
0.179 |
0.094 |
-0.085 |
-47.5% |
0.211 |
ATR |
0.126 |
0.125 |
-0.002 |
-1.3% |
0.000 |
Volume |
72,590 |
55,996 |
-16,594 |
-22.9% |
297,445 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.436 |
4.382 |
4.193 |
|
R3 |
4.342 |
4.288 |
4.167 |
|
R2 |
4.248 |
4.248 |
4.158 |
|
R1 |
4.194 |
4.194 |
4.150 |
4.221 |
PP |
4.154 |
4.154 |
4.154 |
4.167 |
S1 |
4.100 |
4.100 |
4.132 |
4.127 |
S2 |
4.060 |
4.060 |
4.124 |
|
S3 |
3.966 |
4.006 |
4.115 |
|
S4 |
3.872 |
3.912 |
4.089 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.693 |
4.609 |
4.219 |
|
R3 |
4.482 |
4.398 |
4.161 |
|
R2 |
4.271 |
4.271 |
4.142 |
|
R1 |
4.187 |
4.187 |
4.122 |
4.229 |
PP |
4.060 |
4.060 |
4.060 |
4.081 |
S1 |
3.976 |
3.976 |
4.084 |
4.018 |
S2 |
3.849 |
3.849 |
4.064 |
|
S3 |
3.638 |
3.765 |
4.045 |
|
S4 |
3.427 |
3.554 |
3.987 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.207 |
3.959 |
0.248 |
6.0% |
0.124 |
3.0% |
73% |
True |
False |
61,497 |
10 |
4.207 |
3.933 |
0.274 |
6.6% |
0.113 |
2.7% |
76% |
True |
False |
53,580 |
20 |
4.499 |
3.933 |
0.566 |
13.7% |
0.126 |
3.0% |
37% |
False |
False |
46,913 |
40 |
4.499 |
3.933 |
0.566 |
13.7% |
0.126 |
3.0% |
37% |
False |
False |
47,631 |
60 |
4.499 |
3.550 |
0.949 |
22.9% |
0.114 |
2.8% |
62% |
False |
False |
40,650 |
80 |
4.499 |
3.382 |
1.117 |
27.0% |
0.107 |
2.6% |
68% |
False |
False |
34,005 |
100 |
4.499 |
3.336 |
1.163 |
28.1% |
0.103 |
2.5% |
69% |
False |
False |
28,799 |
120 |
4.499 |
3.336 |
1.163 |
28.1% |
0.100 |
2.4% |
69% |
False |
False |
24,879 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.607 |
2.618 |
4.453 |
1.618 |
4.359 |
1.000 |
4.301 |
0.618 |
4.265 |
HIGH |
4.207 |
0.618 |
4.171 |
0.500 |
4.160 |
0.382 |
4.149 |
LOW |
4.113 |
0.618 |
4.055 |
1.000 |
4.019 |
1.618 |
3.961 |
2.618 |
3.867 |
4.250 |
3.714 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.160 |
4.122 |
PP |
4.154 |
4.102 |
S1 |
4.147 |
4.083 |
|