NYMEX Natural Gas Future August 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 |
4.159 |
4.169 |
0.010 |
0.2% |
3.974 |
High |
4.229 |
4.275 |
0.046 |
1.1% |
4.200 |
Low |
4.139 |
4.156 |
0.017 |
0.4% |
3.956 |
Close |
4.164 |
4.259 |
0.095 |
2.3% |
4.125 |
Range |
0.090 |
0.119 |
0.029 |
32.2% |
0.244 |
ATR |
0.124 |
0.124 |
0.000 |
-0.3% |
0.000 |
Volume |
26,996 |
32,054 |
5,058 |
18.7% |
130,160 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.587 |
4.542 |
4.324 |
|
R3 |
4.468 |
4.423 |
4.292 |
|
R2 |
4.349 |
4.349 |
4.281 |
|
R1 |
4.304 |
4.304 |
4.270 |
4.327 |
PP |
4.230 |
4.230 |
4.230 |
4.241 |
S1 |
4.185 |
4.185 |
4.248 |
4.208 |
S2 |
4.111 |
4.111 |
4.237 |
|
S3 |
3.992 |
4.066 |
4.226 |
|
S4 |
3.873 |
3.947 |
4.194 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.826 |
4.719 |
4.259 |
|
R3 |
4.582 |
4.475 |
4.192 |
|
R2 |
4.338 |
4.338 |
4.170 |
|
R1 |
4.231 |
4.231 |
4.147 |
4.285 |
PP |
4.094 |
4.094 |
4.094 |
4.120 |
S1 |
3.987 |
3.987 |
4.103 |
4.041 |
S2 |
3.850 |
3.850 |
4.080 |
|
S3 |
3.606 |
3.743 |
4.058 |
|
S4 |
3.362 |
3.499 |
3.991 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.275 |
3.984 |
0.291 |
6.8% |
0.131 |
3.1% |
95% |
True |
False |
26,609 |
10 |
4.275 |
3.956 |
0.319 |
7.5% |
0.118 |
2.8% |
95% |
True |
False |
26,572 |
20 |
4.525 |
3.956 |
0.569 |
13.4% |
0.127 |
3.0% |
53% |
False |
False |
22,771 |
40 |
4.525 |
3.956 |
0.569 |
13.4% |
0.123 |
2.9% |
53% |
False |
False |
20,068 |
60 |
4.525 |
3.581 |
0.944 |
22.2% |
0.111 |
2.6% |
72% |
False |
False |
17,587 |
80 |
4.525 |
3.404 |
1.121 |
26.3% |
0.103 |
2.4% |
76% |
False |
False |
14,611 |
100 |
4.525 |
3.365 |
1.160 |
27.2% |
0.099 |
2.3% |
77% |
False |
False |
12,487 |
120 |
4.525 |
3.365 |
1.160 |
27.2% |
0.094 |
2.2% |
77% |
False |
False |
10,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.781 |
2.618 |
4.587 |
1.618 |
4.468 |
1.000 |
4.394 |
0.618 |
4.349 |
HIGH |
4.275 |
0.618 |
4.230 |
0.500 |
4.216 |
0.382 |
4.201 |
LOW |
4.156 |
0.618 |
4.082 |
1.000 |
4.037 |
1.618 |
3.963 |
2.618 |
3.844 |
4.250 |
3.650 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.245 |
4.217 |
PP |
4.230 |
4.175 |
S1 |
4.216 |
4.133 |
|