NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 31-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
Open |
4.183 |
4.039 |
-0.144 |
-3.4% |
4.271 |
High |
4.192 |
4.075 |
-0.117 |
-2.8% |
4.366 |
Low |
4.024 |
3.995 |
-0.029 |
-0.7% |
3.995 |
Close |
4.037 |
3.997 |
-0.040 |
-1.0% |
3.997 |
Range |
0.168 |
0.080 |
-0.088 |
-52.4% |
0.371 |
ATR |
0.119 |
0.116 |
-0.003 |
-2.3% |
0.000 |
Volume |
21,992 |
23,389 |
1,397 |
6.4% |
81,878 |
|
Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.262 |
4.210 |
4.041 |
|
R3 |
4.182 |
4.130 |
4.019 |
|
R2 |
4.102 |
4.102 |
4.012 |
|
R1 |
4.050 |
4.050 |
4.004 |
4.036 |
PP |
4.022 |
4.022 |
4.022 |
4.016 |
S1 |
3.970 |
3.970 |
3.990 |
3.956 |
S2 |
3.942 |
3.942 |
3.982 |
|
S3 |
3.862 |
3.890 |
3.975 |
|
S4 |
3.782 |
3.810 |
3.953 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.232 |
4.986 |
4.201 |
|
R3 |
4.861 |
4.615 |
4.099 |
|
R2 |
4.490 |
4.490 |
4.065 |
|
R1 |
4.244 |
4.244 |
4.031 |
4.182 |
PP |
4.119 |
4.119 |
4.119 |
4.088 |
S1 |
3.873 |
3.873 |
3.963 |
3.811 |
S2 |
3.748 |
3.748 |
3.929 |
|
S3 |
3.377 |
3.502 |
3.895 |
|
S4 |
3.006 |
3.131 |
3.793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.366 |
3.995 |
0.371 |
9.3% |
0.124 |
3.1% |
1% |
False |
True |
20,350 |
10 |
4.366 |
3.995 |
0.371 |
9.3% |
0.114 |
2.9% |
1% |
False |
True |
19,276 |
20 |
4.366 |
3.957 |
0.409 |
10.2% |
0.107 |
2.7% |
10% |
False |
False |
18,136 |
40 |
4.517 |
3.957 |
0.560 |
14.0% |
0.117 |
2.9% |
7% |
False |
False |
16,756 |
60 |
4.517 |
3.660 |
0.857 |
21.4% |
0.109 |
2.7% |
39% |
False |
False |
14,937 |
80 |
4.517 |
3.420 |
1.097 |
27.4% |
0.101 |
2.5% |
53% |
False |
False |
12,738 |
100 |
4.517 |
3.385 |
1.132 |
28.3% |
0.097 |
2.4% |
54% |
False |
False |
11,118 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.415 |
2.618 |
4.284 |
1.618 |
4.204 |
1.000 |
4.155 |
0.618 |
4.124 |
HIGH |
4.075 |
0.618 |
4.044 |
0.500 |
4.035 |
0.382 |
4.026 |
LOW |
3.995 |
0.618 |
3.946 |
1.000 |
3.915 |
1.618 |
3.866 |
2.618 |
3.786 |
4.250 |
3.655 |
|
|
Fisher Pivots for day following 31-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.035 |
4.119 |
PP |
4.022 |
4.078 |
S1 |
4.010 |
4.038 |
|