NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 14-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
Open |
3.971 |
3.991 |
0.020 |
0.5% |
4.103 |
High |
4.043 |
4.088 |
0.045 |
1.1% |
4.130 |
Low |
3.957 |
3.991 |
0.034 |
0.9% |
3.965 |
Close |
3.992 |
4.084 |
0.092 |
2.3% |
3.982 |
Range |
0.086 |
0.097 |
0.011 |
12.8% |
0.165 |
ATR |
0.116 |
0.115 |
-0.001 |
-1.2% |
0.000 |
Volume |
17,543 |
15,415 |
-2,128 |
-12.1% |
84,088 |
|
Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.345 |
4.312 |
4.137 |
|
R3 |
4.248 |
4.215 |
4.111 |
|
R2 |
4.151 |
4.151 |
4.102 |
|
R1 |
4.118 |
4.118 |
4.093 |
4.135 |
PP |
4.054 |
4.054 |
4.054 |
4.063 |
S1 |
4.021 |
4.021 |
4.075 |
4.038 |
S2 |
3.957 |
3.957 |
4.066 |
|
S3 |
3.860 |
3.924 |
4.057 |
|
S4 |
3.763 |
3.827 |
4.031 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.521 |
4.416 |
4.073 |
|
R3 |
4.356 |
4.251 |
4.027 |
|
R2 |
4.191 |
4.191 |
4.012 |
|
R1 |
4.086 |
4.086 |
3.997 |
4.056 |
PP |
4.026 |
4.026 |
4.026 |
4.011 |
S1 |
3.921 |
3.921 |
3.967 |
3.891 |
S2 |
3.861 |
3.861 |
3.952 |
|
S3 |
3.696 |
3.756 |
3.937 |
|
S4 |
3.531 |
3.591 |
3.891 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.092 |
3.957 |
0.135 |
3.3% |
0.102 |
2.5% |
94% |
False |
False |
18,541 |
10 |
4.517 |
3.957 |
0.560 |
13.7% |
0.121 |
3.0% |
23% |
False |
False |
17,155 |
20 |
4.517 |
3.957 |
0.560 |
13.7% |
0.118 |
2.9% |
23% |
False |
False |
15,676 |
40 |
4.517 |
3.957 |
0.560 |
13.7% |
0.113 |
2.8% |
23% |
False |
False |
14,420 |
60 |
4.517 |
3.420 |
1.097 |
26.9% |
0.101 |
2.5% |
61% |
False |
False |
12,464 |
80 |
4.517 |
3.420 |
1.097 |
26.9% |
0.096 |
2.4% |
61% |
False |
False |
10,659 |
100 |
4.517 |
3.350 |
1.167 |
28.6% |
0.093 |
2.3% |
63% |
False |
False |
9,178 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.500 |
2.618 |
4.342 |
1.618 |
4.245 |
1.000 |
4.185 |
0.618 |
4.148 |
HIGH |
4.088 |
0.618 |
4.051 |
0.500 |
4.040 |
0.382 |
4.028 |
LOW |
3.991 |
0.618 |
3.931 |
1.000 |
3.894 |
1.618 |
3.834 |
2.618 |
3.737 |
4.250 |
3.579 |
|
|
Fisher Pivots for day following 14-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.069 |
4.064 |
PP |
4.054 |
4.043 |
S1 |
4.040 |
4.023 |
|