NYMEX Natural Gas Future October 2013
Trading Metrics calculated at close of trading on 15-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
Open |
4.021 |
4.107 |
0.086 |
2.1% |
4.107 |
High |
4.101 |
4.153 |
0.052 |
1.3% |
4.148 |
Low |
4.021 |
4.103 |
0.082 |
2.0% |
3.989 |
Close |
4.098 |
4.144 |
0.046 |
1.1% |
4.004 |
Range |
0.080 |
0.050 |
-0.030 |
-37.5% |
0.159 |
ATR |
0.115 |
0.110 |
-0.004 |
-3.7% |
0.000 |
Volume |
28,193 |
23,446 |
-4,747 |
-16.8% |
119,243 |
|
Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.283 |
4.264 |
4.172 |
|
R3 |
4.233 |
4.214 |
4.158 |
|
R2 |
4.183 |
4.183 |
4.153 |
|
R1 |
4.164 |
4.164 |
4.149 |
4.174 |
PP |
4.133 |
4.133 |
4.133 |
4.138 |
S1 |
4.114 |
4.114 |
4.139 |
4.124 |
S2 |
4.083 |
4.083 |
4.135 |
|
S3 |
4.033 |
4.064 |
4.130 |
|
S4 |
3.983 |
4.014 |
4.117 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.524 |
4.423 |
4.091 |
|
R3 |
4.365 |
4.264 |
4.048 |
|
R2 |
4.206 |
4.206 |
4.033 |
|
R1 |
4.105 |
4.105 |
4.019 |
4.076 |
PP |
4.047 |
4.047 |
4.047 |
4.033 |
S1 |
3.946 |
3.946 |
3.989 |
3.917 |
S2 |
3.888 |
3.888 |
3.975 |
|
S3 |
3.729 |
3.787 |
3.960 |
|
S4 |
3.570 |
3.628 |
3.917 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.153 |
3.974 |
0.179 |
4.3% |
0.090 |
2.2% |
95% |
True |
False |
27,117 |
10 |
4.447 |
3.974 |
0.473 |
11.4% |
0.111 |
2.7% |
36% |
False |
False |
26,990 |
20 |
4.525 |
3.974 |
0.551 |
13.3% |
0.117 |
2.8% |
31% |
False |
False |
26,034 |
40 |
4.525 |
3.974 |
0.551 |
13.3% |
0.113 |
2.7% |
31% |
False |
False |
29,882 |
60 |
4.525 |
3.511 |
1.014 |
24.5% |
0.102 |
2.5% |
62% |
False |
False |
30,802 |
80 |
4.525 |
3.440 |
1.085 |
26.2% |
0.098 |
2.4% |
65% |
False |
False |
28,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.366 |
2.618 |
4.284 |
1.618 |
4.234 |
1.000 |
4.203 |
0.618 |
4.184 |
HIGH |
4.153 |
0.618 |
4.134 |
0.500 |
4.128 |
0.382 |
4.122 |
LOW |
4.103 |
0.618 |
4.072 |
1.000 |
4.053 |
1.618 |
4.022 |
2.618 |
3.972 |
4.250 |
3.891 |
|
|
Fisher Pivots for day following 15-May-2013 |
Pivot |
1 day |
3 day |
R1 |
4.139 |
4.117 |
PP |
4.133 |
4.090 |
S1 |
4.128 |
4.064 |
|