NYMEX Natural Gas Future September 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 |
4.016 |
4.200 |
0.184 |
4.6% |
3.971 |
High |
4.155 |
4.219 |
0.064 |
1.5% |
4.155 |
Low |
4.002 |
4.147 |
0.145 |
3.6% |
3.957 |
Close |
4.124 |
4.164 |
0.040 |
1.0% |
4.124 |
Range |
0.153 |
0.072 |
-0.081 |
-52.9% |
0.198 |
ATR |
0.118 |
0.116 |
-0.002 |
-1.4% |
0.000 |
Volume |
24,639 |
23,923 |
-716 |
-2.9% |
87,303 |
|
Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.393 |
4.350 |
4.204 |
|
R3 |
4.321 |
4.278 |
4.184 |
|
R2 |
4.249 |
4.249 |
4.177 |
|
R1 |
4.206 |
4.206 |
4.171 |
4.192 |
PP |
4.177 |
4.177 |
4.177 |
4.169 |
S1 |
4.134 |
4.134 |
4.157 |
4.120 |
S2 |
4.105 |
4.105 |
4.151 |
|
S3 |
4.033 |
4.062 |
4.144 |
|
S4 |
3.961 |
3.990 |
4.124 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.673 |
4.596 |
4.233 |
|
R3 |
4.475 |
4.398 |
4.178 |
|
R2 |
4.277 |
4.277 |
4.160 |
|
R1 |
4.200 |
4.200 |
4.142 |
4.239 |
PP |
4.079 |
4.079 |
4.079 |
4.098 |
S1 |
4.002 |
4.002 |
4.106 |
4.041 |
S2 |
3.881 |
3.881 |
4.088 |
|
S3 |
3.683 |
3.804 |
4.070 |
|
S4 |
3.485 |
3.606 |
4.015 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.219 |
3.984 |
0.235 |
5.6% |
0.110 |
2.7% |
77% |
True |
False |
18,736 |
10 |
4.219 |
3.957 |
0.262 |
6.3% |
0.104 |
2.5% |
79% |
True |
False |
18,012 |
20 |
4.517 |
3.957 |
0.560 |
13.4% |
0.118 |
2.8% |
37% |
False |
False |
16,256 |
40 |
4.517 |
3.957 |
0.560 |
13.4% |
0.116 |
2.8% |
37% |
False |
False |
15,437 |
60 |
4.517 |
3.595 |
0.922 |
22.1% |
0.104 |
2.5% |
62% |
False |
False |
13,480 |
80 |
4.517 |
3.420 |
1.097 |
26.3% |
0.098 |
2.3% |
68% |
False |
False |
11,447 |
100 |
4.517 |
3.350 |
1.167 |
28.0% |
0.096 |
2.3% |
70% |
False |
False |
9,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.525 |
2.618 |
4.407 |
1.618 |
4.335 |
1.000 |
4.291 |
0.618 |
4.263 |
HIGH |
4.219 |
0.618 |
4.191 |
0.500 |
4.183 |
0.382 |
4.175 |
LOW |
4.147 |
0.618 |
4.103 |
1.000 |
4.075 |
1.618 |
4.031 |
2.618 |
3.959 |
4.250 |
3.841 |
|
|
Fisher Pivots for day following 20-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.183 |
4.143 |
PP |
4.177 |
4.122 |
S1 |
4.170 |
4.102 |
|