NYMEX Natural Gas Future September 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 |
4.200 |
4.162 |
-0.038 |
-0.9% |
3.971 |
High |
4.219 |
4.271 |
0.052 |
1.2% |
4.155 |
Low |
4.147 |
4.153 |
0.006 |
0.1% |
3.957 |
Close |
4.164 |
4.256 |
0.092 |
2.2% |
4.124 |
Range |
0.072 |
0.118 |
0.046 |
63.9% |
0.198 |
ATR |
0.116 |
0.116 |
0.000 |
0.1% |
0.000 |
Volume |
23,923 |
12,516 |
-11,407 |
-47.7% |
87,303 |
|
Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.581 |
4.536 |
4.321 |
|
R3 |
4.463 |
4.418 |
4.288 |
|
R2 |
4.345 |
4.345 |
4.278 |
|
R1 |
4.300 |
4.300 |
4.267 |
4.323 |
PP |
4.227 |
4.227 |
4.227 |
4.238 |
S1 |
4.182 |
4.182 |
4.245 |
4.205 |
S2 |
4.109 |
4.109 |
4.234 |
|
S3 |
3.991 |
4.064 |
4.224 |
|
S4 |
3.873 |
3.946 |
4.191 |
|
|
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 |
4.271 |
3.984 |
0.287 |
6.7% |
0.115 |
2.7% |
95% |
True |
False |
18,156 |
10 |
4.271 |
3.957 |
0.314 |
7.4% |
0.108 |
2.5% |
95% |
True |
False |
18,349 |
20 |
4.517 |
3.957 |
0.560 |
13.2% |
0.120 |
2.8% |
53% |
False |
False |
16,286 |
40 |
4.517 |
3.957 |
0.560 |
13.2% |
0.116 |
2.7% |
53% |
False |
False |
15,522 |
60 |
4.517 |
3.595 |
0.922 |
21.7% |
0.105 |
2.5% |
72% |
False |
False |
13,619 |
80 |
4.517 |
3.420 |
1.097 |
25.8% |
0.098 |
2.3% |
76% |
False |
False |
11,551 |
100 |
4.517 |
3.350 |
1.167 |
27.4% |
0.096 |
2.3% |
78% |
False |
False |
9,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.773 |
2.618 |
4.580 |
1.618 |
4.462 |
1.000 |
4.389 |
0.618 |
4.344 |
HIGH |
4.271 |
0.618 |
4.226 |
0.500 |
4.212 |
0.382 |
4.198 |
LOW |
4.153 |
0.618 |
4.080 |
1.000 |
4.035 |
1.618 |
3.962 |
2.618 |
3.844 |
4.250 |
3.652 |
|
|
Fisher Pivots for day following 21-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.241 |
4.216 |
PP |
4.227 |
4.176 |
S1 |
4.212 |
4.137 |
|