FINANCE HOMEWORK
PERFECT PROF
group_2_with_names.pptxRisk Adjusted Portfolio Analysis
9/10
Primary Assets
U.S Dollar –
Natural Gas Futures
S&P 500 -
Crude Oil Spot -
United States Dollar (USD)
Executive Summary
U.S dollar - LONG the PowerShares DB US Dollar Index Bullish Fund
Return = 53.19%
SPDR S&P 500 – Long S&P 500 Index (7) SPDR ETFS, with hedged CME Futures contract.
Risk Adjusted Return = 48.96&
Crude Oil – Bought one WTI Crude Oil Spot Contract
Return = 73.85%
Natural Gas - After our analysis, we elected to eliminate Natural Gas from our hedged portfolio
53.19%+ 48.96%+73.85% = 176.00%
Annualized Portfolio Return= 58.67%
Fundamental Analysis
USD
Fundamental Analysis
As of 05/09/2013,
Economic Indicators
Unemployment Rate – 7.5% (April 13’) (Lowest since December 2008)
GDP – 2.5% (1st Quarter of 13’) (GDP was 0.4 in Previous quarter)
Inflation – 1.5% (March 13’) (Low Inflation better then no inflation)
Trade Balance – The U.S. trade deficit narrowed for a second month in March to $38.8 billions as crude oil imports dropped to the lowest level in 17 years
Retail Sales – were $419.0 billion, an increase of 0.1% from the previous month, and 3.7 percent above April 2012.
Industrial Production – Industrial Production in the United States increased 3.50% in March of 2013 over the same month in the previous year. (2.5% last month)
Non-Farm Payrolls – Total nonfarm payroll employment increased by 165,000 in April, with job gains in professional and business services, food services and drinking places, retail trade, and health care
DEBT
11,887,048,630,805.074 (debt held by public)
4,867,686,151,007.81 (Intergovernmental Holdings)
16,754,734,781,812.8 (16 TRILLION!)
US DEBT COULD BE HUGE PROBLEM IN LONG TERM!
Quantitative Easing – Recently announced they would be gradually eliminating the helping hand from the FED. This could eliminate some inflationary fears.
Hoque, Monzurul (HM) - Sholuld be same font.
Conditional Recommendation - USD
Based on my findings I would go LONG the PowerShares DB US Dollar Index Bullish Fund (UUP).
Based on economic indicators, I believe the economy is improving. With QE slowly unwinding, inflationary fears will weaken. Thus, investors will regain confidence in the dollar.
Also, the dollar catapulted to its highest level against the yen in over four years - a bullish signal.
Experts Opinion - USD
ETFtrends.com
BULLISH: “In currency markets, the dollar has been notably strong against the Japanese yen” And “Diminishing inflation expectations”
EtfGuide.com – Chad Garnes
BULLISH: On the notion that inflationist is wrong. It seems there are larger underlying factors counteracting any inflationary policies by the Federal Reserve.
Forbes – Dean Popplewell
BULLISH: On stronger fundamentals data of late, couple with ongoing Eurozone Saga.
HEDGEFUND DATA
Fund Managers Survey by Merrill Lynch revealed that almost 80% of managers hold a view that further appreciation of the US Dollar is very likely. The reading was the highest in the surveys history (inception in early 2001).
Data shows that Hedge funds are short the YEN. 60% of global fund managers view further depreciation of the Yen highly likely
Technical Analysis
USD
Technical Analysis – USD
According to this chart, the US Dollar Bullish Fund has broken through all of it’s resistances, and is now supported by the 20, 50, and 100 Day Moving Average.
The most recent break through the 50 day is extremely bullish! Clear skies!
PowerShares DB US Dollar Bullish Fund - Price (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 22.2 22.24 22.271599999999989 22.335000000000001 22.52 22.57 22.55 22.45999999999999 22.39 22.62 22.7 22.79 22.82 22.82 22.8 22.97999999999999 22.99 22.919999999999991 22.82 22.9 22.71 22.74 22.81000000000002 22.84 22.759999999999991 22.69 22.6 22.5 22.6 22.43 22.45999999999999 22.7 22.65000000000002 22.72 22.68 22.75 22.77999999999999 22.47 22.48659999999996 22.52 22.5 22.5 22.8 22.95 22.88 22.95999999999999 22.97999999999999 23.03 22.93 22.86 22.84 22.82 22.81000000000002 22.97999999999999 23.01 23.1 22.97999999999999 22.75 22.74 22.77 22.71 22.87 22.91 22.63000000000002 22.6 22.64 22.72 22.68 22.65000000000002 22.66 22.72 22.64 22.68 22.65000000000002 22.5 22.39 22.35 22.419999999999991 22.439999999999991 22.35 22.39 22.439999999999991 22.3 22.3 22.3 22.330000000000009 22.31000000000002 22.25 22.01 22.08 21.91 21.89 21.75 21.64 21.67 21.74 21.67 21.77 21.75 21.8 21.84 21.88 21.815000000000001 21.919999999999991 21.886599999999969 21.87 21.91 21.754999999999999 21.759999999999991 21.81000000000002 21.95 21.9 21.86 21.830000000000009 21.84 21.75 21.64 21.73 21.81000000000002 21.81000000000002 21.91 21.91 21.93 21.93 21.93 21.93 21.89 21.919999999999991 22.07 22.12 22.09 22.13000000000002 22.13000000000002 22.18 22.19 22.21 22.2 22.2 22.24 22.14 22.13000000000002 22.14 22.14 21.93 21.939999999999991 22.01 21.97 21.939999999999991 21.919999999999991 21.896599999999989 21.85 21.77999999999999 21.830000000000009 21.95 21.984999999999989 21.95999999999999 21.88 21.84 21.86 21.75 21.75 21.68 21.67 21.65000000000002 21.759999999999991 21.759999999999991 21.759999999999991 21.759999999999991 21.759999999999991 21.77999999999999 21.81000000000002 21.81000000000002 21.99 21.99 21.919999999999991 21.95 22.02 21.8 21.74 21.71 21.77 21.79 21.75 21.85 21.85 21.830000000000009 21.830000000000009 21.830000000000009 21.77999999999999 21.79 21.73 21.64 21.62 21.6 21.636600000000001 21.71 21.7 21.77 21.89 21.9 21.906599999999969 21.919999999999991 21.87 21.88 21.939999999999991 21.95999999999999 21.95999999999999 21.97 22.13000000000002 22.22 22.23 22.32 22.34 22.25 22.37 22.43999999999999 1 22.43 22.4 22.49 22.39 22.56 22.51 22.5 22.59 22.5 22.4 22.54 22.610000000000021 22.56 22.55549999999997 22.419999999999991 22.58 22.57 22.66 22.6 22.6 22.546600000000002 22.52 22.57 22.52 22.49 22.45 22.51 22.41 22.43 22.37 22.34 22.41 22.23 22.47 22.45999999999999 22.5 22.49 22.57 22.56 22.51 22.41 22.31000000000002 22.2 22.18 22.330000000000009 22.32 22.37 22.37 22.26499999999999 22.47999999999999 22.6 PowerShares DB US Dollar Bullish Fund - MA-100D (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 22.152200000000001 22.150700000000001 22.150600000000001 22.150200000000009 22.152000000000001 22.152200000000001 22.1526 22.1525 22.151700000000009 22.155200000000001 22.158200000000001 22.159700000000001 22.16069999999997 22.162499999999969 22.164300000000001 22.166899999999991 22.171099999999999 22.17279999999997 22.173500000000001 22.17579999999997 22.1782 22.18209999999997 22.18649999999997 22.192499999999971 22.197399999999991 22.202599999999968 22.207100000000001 22.212199999999989 22.217500000000001 22.220599999999969 22.224999999999991 22.2317 22.237900000000021 22.244700000000002 22.252599999999969 22.260999999999989 22.269599999999969 22.273700000000002 22.275299999999969 22.278599999999969 22.28219999999996 22.285099999999979 22.29179999999997 22.3 22.307500000000001 22.316700000000001 22.325800000000001 22.337100000000021 22.34829999999997 22.3581 22.368699999999968 22.377300000000009 22.3858 22.394500000000001 22.403699999999969 22.412400000000002 22.420199999999969 22.427199999999981 22.431999999999999 22.4374 22.441499999999969 22.446000000000002 22.45179999999997 22.45629999999997 22.461699999999968 22.471999999999991 22.47779999999997 22.484399999999969 22.492099999999969 22.49909999999997 22.50679999999997 22.513800000000021 22.5215 22.52949999999997 22.534300000000009 22.536899999999999 22.538399999999989 22.540599999999969 22.543699999999969 22.545599999999968 22.548199999999969 22.5 52800000000001 22.554200000000009 22.555 22.5565 22.559200000000001 22.56169999999997 22.563699999999969 22.56449999999997 22.565299999999969 22.564999999999991 22.564999999999991 22.5639 22.562099999999969 22.560699999999969 22.559799999999989 22.557500000000001 22.556000000000001 22.5534 22.550999999999991 22.548499999999969 22.545499999999969 22.54169999999997 22.538499999999981 22.535399999999989 22.533799999999989 22.52049999999997 22.512599999999981 22.505599999999969 22.4998 22.49309999999997 22.48509999999996 22.4758 22.465899999999969 22.456099999999989 22.44559999999996 22.432200000000002 22.419599999999981 22.408499999999979 22.39839999999997 22.388499999999969 22.380499999999969 22.372399999999971 22.363600000000002 22.354500000000009 22.3462 22.338200000000001 22.331399999999999 22.327100000000009 22.32229999999997 22.318899999999999 22.3156 22.309899999999999 22.305199999999989 22.299900000000001 22.295199999999969 22.289699999999971 22.283899999999981 22.281599999999969 22.277799999999989 22.274100000000001 22.27049999999997 22.2639 22.25369999999997 22.244299999999981 22.234800000000021 22.22469999999997 22.213799999999981 22.203699999999969 22.20029999999997 22.1936 22.183 22.173100000000009 22.1645 22.154499999999999 22.143999999999991 22.131799999999991 22.1204 22.111499999999999 22.101600000000001 22.0914 22.081099999999989 22.06909999999997 22.0565 22.04779999999997 22.039400000000001 22.030999999999999 22.022200000000002 22.012599999999981 22.00359999999997 21.995199999999969 21.98669999999996 21.9711 21.964200000000002 21.956900000000001 21.9514 21.947699999999969 21.942199999999961 21.935399999999969 21.928099999999969 21.922299999999979 21.9163 21.909400000000002 21.904900000000001 21.900399999999969 21.89539999999997 21.890599999999989 21.88639999999997 21.8841 21.8812 21.8794 21.876899999999999 21.87559999999997 21.8752 21.875299999999989 21.87559999999997 21.8752 21.876200000000001 21.877400000000009 21.878900000000009 21.879300000000001 21.88009999999997 21.880400000000002 21.880400000000002 21.88169999999997 21.882099999999969 21.882999999999981 21.8842 21.88639999999997 21.890999999999991 21.89569999999997 21.9008 21.90469999999997 21.908199999999969 21.9133 21.9194 21.925299999999979 21.931799999999981 21.940299999999969 21.946899999999989 21.9544 21.961399999999969 21.967300000000002 21.9741 21.9798000000000 01 21.984499999999969 21.990599999999969 21.997399999999971 22.004100000000001 22.0105 22.013999999999999 22.018599999999989 22.02339999999997 22.028699999999969 22.0334 22.037600000000001 22.039800000000021 22.040900000000001 22.044499999999989 22.047699999999971 22.050599999999989 22.052700000000002 22.0564 22.059200000000001 22.062099999999969 22.064399999999981 22.068499999999968 22.0732 22.07539999999997 22.080399999999969 22.08559999999996 22.0914 22.097799999999989 22.10569999999997 22.113000000000021 22.118600000000001 22.122800000000009 22.126300000000001 22.1295 22.132899999999999 22.137599999999999 22.1433 22.1495 22.156400000000001 22.162400000000002 22.1707 22.179099999999991 PowerShares DB US Dollar Bullish Fund - MA-50D (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 22.06169999999997 22.064299999999989 22.065999999999971 22.06919999999997 22.074999999999999 22.082399999999971 22.092399999999969 22.096399999999981 22.09959999999997 22.106000000000009 22.111599999999999 22.120799999999981 22.133600000000001 22.148800000000001 22.162800000000001 22.180199999999989 22.197299999999991 22.215299999999989 22.234100000000009 22.2529 22.268099999999968 22.28409999999997 22.302099999999989 22.321800000000021 22.336600000000001 22.347799999999989 22.35579999999997 22.36179999999997 22.371300000000009 22.3767 22.38329999999997 22.3977 22.40749999999997 22.420499999999969 22.4329 22.446699999999971 22.461299999999969 22.472099999999969 22.475499999999968 22.482499999999959 22.493699999999968 22.5059 22.524699999999989 22.5473 22.568699999999971 22.5913 22.612900000000021 22.635100000000001 22.653500000000001 22.669899999999991 22.684899999999999 22.697700000000001 22.709900000000001 22.72469999999997 22.738199999999981 22.7498 22.757999999999999 22.76199999999999 22.767600000000002 22.775200000000002 22.777000000000001 22.780399999999968 22.782800000000002 22.779 22.7746 22.7638 22.758400000000002 22.75359999999997 22.7502 22.745399999999979 22.745599999999961 22.743599999999969 22.741 22.737200000000001 22.731999999999999 22.725999999999981 22.721 22.7194 22.716200000000001 22.714600000000001 22.713200000000001 22.707999999999991 22.701000000000001 22.6982 22.69259999999997 22.685599999999969 22.676800000000021 22.6662 22.657000000000021 22.648199999999989 22.636399999999991 22.624199999999991 22.603200000000001 22.577000000000009 22.552800000000001 22.528399999999969 22.50219999999997 22.477 22.45339999999997 22.432200000000002 22.41219999999997 22.3934 22.3735 22.3523 22.337100000000021 22.329499999999989 22.283099999999969 22.263199999999969 22.243599999999969 22.224399999999989 22.209199999999989 22.189800000000009 22.168800000000001 22.152799999999989 22.137599999999999 22.1206 22.1006 22.0808 22.063399999999969 22.046600000000002 22.031600000000001 22.0154 22.001200000000001 21.986199999999972 21.971800000000009 21.960399999999979 21.95039999999997 21.941800000000001 21.934799999999989 21.928399999999971 21.923199999999969 21.917999999999999 21.911799999999989 21.909400000000002 21.9072 21.904800000000009 21.902599999999961 21.90159999999997 21.90619999999997 21.907399999999981 21.911799999999989 21.91679999999997 21.924600000000002 21.93039999999997 21.9358 21.94119999999997 21.94719999999997 21.950599999999969 21.954000000000001 21.9543 21.954999999999991 21.953800000000001 21.9528 21.955499999999969 21.956800000000001 21.958599999999969 21.959199999999989 21.95779999999997 21.959900000000001 21.959700000000002 21.958499999999969 21.953099999999989 21.94849999999996 21.94429999999997 21.942900000000002 21.94129999999997 21.941499999999969 21.943899999999989 21.944499999999969 21.943899999999989 21.943899999 999989 21.9419 21.94109999999997 21.94229999999996 21.942099999999979 21.94249999999996 21.945099999999979 21.942699999999949 21.9361 21.927900000000001 21.921500000000002 21.9147 21.9071 21.900499999999969 21.893699999999971 21.886099999999971 21.87869999999997 21.871300000000009 21.862100000000002 21.8551 21.847100000000001 21.837100000000021 21.82669999999997 21.8201 21.8185 21.8155 21.8093 21.805299999999971 21.804300000000001 21.803899999999999 21.804300000000001 21.805299999999971 21.807099999999991 21.8081 21.807900000000021 21.807400000000001 21.807400000000001 21.809200000000001 21.815000000000001 21.82219999999997 21.83180000000003 21.8432 21.856400000000001 21.867999999999999 21.882399999999969 21.896000000000001 21.909400000000002 21.922199999999979 21.936800000000009 21.949399999999969 21.964999999999989 21.978999999999989 21.99279999999996 22.008400000000002 22.018599999999989 22.026800000000001 22.039200000000001 22.05239999999997 22.06319999999997 22.07829999999997 22.091899999999999 22.109300000000001 22.125299999999989 22.142699999999969 22.159700000000001 22.174700000000001 22.18359999999997 22.18809999999997 22.2029 22.216699999999989 22.229900000000001 22.243299999999969 22.2577 22.2713 22.28709999999997 22.302099999999989 22.316900000000022 22.330900000000021 22.3415 22.355499999999989 22.366900000000001 22.378900000000009 22.3903 22.404299999999989 22.417899999999999 22.429299999999969 22.438300000000002 22.445299999999961 22.4499 22.450900000000001 22.453099999999989 22.454899999999999 22.4559 22.45649999999997 22.456800000000001 22.459 22.46219999999996 (MOV 20D) PowerShares DB US Dollar Bullish Fund - Price (Right) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 21.991 21.99499999999999 21.999399999999969 22.00819999999997 22.031199999999991 22.056699999999989 22.081699999999969 22.1082 22.127700000000001 22.1617 22.202199999999969 22.24869999999996 22.298699999999972 22.3492 22.3977 22.45169999999997 22.50519999999997 22.550699999999981 22.589699999999969 22.630199999999999 22.656700000000001 22.683700000000002 22.712199999999989 22.737500000000001 22.749499999999969 22.755499999999969 22.757999999999999 22.759999999999991 22.77049999999997 22.760999999999989 22.74899999999997 22.74449999999997 22.736000000000001 22.731000000000009 22.724999999999991 22.7135 22.702999999999989 22.68049999999997 22.6755 22.665500000000002 22.64549999999997 22.635000000000009 22.638000000000009 22.645 22.646999999999991 22.657000000000021 22.671500000000009 22.693000000000001 22.714500000000001 22.727499999999981 22.74799999999999 22.76599999999997 22.7715 22.78799999999999 22.8 0249999999997 22.823499999999989 22.835000000000001 22.833500000000001 22.847000000000001 22.859500000000001 22.87 22.888499999999969 22.893999999999991 22.878 22.864000000000001 22.829000000000001 22.813500000000001 22.800999999999991 22.790500000000002 22.781499999999969 22.77649999999997 22.76799999999999 22.753 22.734999999999999 22.704999999999991 22.6755 22.6555 22.639500000000009 22.623000000000001 22.605 22.581 22.557500000000001 22.541 22.536000000000001 22.526 22.512499999999989 22.49599999999997 22.472499999999979 22.439 22.410499999999971 22.373000000000001 22.331499999999991 22.286999999999971 22.234999999999999 22.186 22.148 22.111999999999998 22.08299999999997 22.04949999999997 22.017499999999991 21.99199999999999 21.966499999999979 21.93519999999997 21.9162 21.901900000000001 21.8947 21.8507 21.826000000000001 21.813500000000001 21.8 21.802 21.80249999999997 21.808 21.817499999999999 21.826000000000001 21.826499999999989 21.824999999999999 21.823 21.826000000000001 21.826499999999989 21.830000000000009 21.831499999999991 21.837199999999999 21.837700000000009 21.84069999999997 21.8447 21.84369999999997 21.852 21.8675 21.882999999999981 21.89 21.90149999999997 21.914999999999999 21.932499999999969 21.95 21.972999999999971 22.001000000000001 22.0245 22.045999999999989 22.062499999999979 22.073499999999989 22.08499999999999 22.095499999999969 22.095499999999969 22.096 22.1 22.103999999999999 22.105 22.0975 22.093 22.084 22.068499999999968 22.0535 22.044499999999989 22.034700000000001 22.023199999999989 22.00669999999997 21.988699999999959 21.97169999999997 21.94719999999997 21.927700000000002 21.905199999999969 21.88169999999997 21.857199999999999 21.848699999999969 21.839700000000001 21.827200000000001 21.816700000000001 21.807700000000001 21.800699999999981 21.798699999999972 21.8002 21.801200000000001 21.801500000000001 21.79949999999997 21.803000000000001 21.812000000000001 21.809000000000001 21.80849999999997 21.8065 21.811000000000021 21.817000000000021 21.821999999999999 21.826499999999989 21.831000000000021 21.834499999999991 21.838000000000001 21.8415 21.8415 21.84049999999997 21.836500000000001 21.827999999999999 21.8095 21.79 21.786499999999968 21.77949999999997 21.766999999999989 21.7545 21.759 21.766999999999989 21.77049999999997 21.7775 21.78249999999996 21.786999999999971 21.796500000000002 21.802 21.807500000000001 21.814499999999999 21.829499999999989 21.849 21.871500000000001 21.898 21.928499999999961 21.959 21.996499999999969 22.038499999999981 22.0745 22.109500000000001 22.14549999999997 22.170500000000001 22.20349999999997 22.233000000000001 22.264500000000002 22.3 22.327999999999999 22.35 22.379000000000001 22.411000000000001 22.432499999999969 22.449199999999969 22.458699999999968 22.47169999999997 22.483199999999979 22.50369999999997 22.5152 22.523199999999989 22.526199999999989 22.527699999999989 22.536200000000001 22.537700000000001 22.542699999999979 22.537199999999999 22.537199999999999 22.53269999999997 22.524699999999989 22.5182 22.5152 22.508699999999969 22.48969999999996 22.48519999999996 22.48049999999996 22.484499999999969 22.47999999999999 22.47999999999999 22.474999999999991 22.470499999999969 22.46099999999997 22.450500000000002 22.431999999999999 22.414999999999999 22.407 22.400499999999969 22.3935 22.391500000000001 22.38319999999997 22.388699999999979
USD Stochastic – Directions
Although both %K and %D are at high levels, I can not find a definitive direction. Considering %K and %D are in unison, it’s tough to say whether this is a buy or sell indicator.
However, if the slow %K shows some resilience and cuts upwards through the %D, I will see this as bullish.
PowerShares DB US Dollar Bullish Fund - Stochastic %D May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 84.990300000000005 85.360299999999995 86.332399999999978 88.276499999999999 92.897400000000005 95.498099999999994 96.1511 90.872799999999899 76.987799999999993 61.976900000000001 56.0349 67.760499999999993 82.709800000000001 94.586600000000004 95.849800000000002 95.555799999999948 92.306399999999982 89.433300000000003 79.433400000000006 65.678899999999913 44.884 31.010999999999999 24.28799999999999 32.969300000000011 44.505200000000002 50.080800000000004 41.251800000000003 25.539100000000001 14.9985 12.482200000000001 16.968099999999971 27.3127 45.042200000000001 67.302799999999948 80.172599999999989 85.538700000000006 82.087599999999995 70.799700000000001 64.682599999999979 52.448400000000007 32.324800000000003 23.08299999999997 27.9132 45.344299999999997 68.274299999999997 83.841499999999996 89.445600000000013 89.294100000000086 81.315000000000012 64.7453 38.510599999999997 17.2273 5.898620000000000 2 13.1068 31.577000000000009 57.984999999999999 70.996399999999994 67.966600000000085 49.3491 32.3889 23.64849999999997 27.482699999999959 52.197400000000002 49.590600000000002 32.880899999999997 19.166499999999989 19.176400000000001 31.27049999999997 45.416499999999999 50.926300000000012 52.181399999999996 47.117199999999997 48.144599999999997 43.777900000000002 38.883000000000003 25.8444 16.935399999999969 12.4512 18.035399999999989 26.281999999999989 36.144500000000001 43.81 6400000000002 51.397599999999997 51.500400000000013 51.706000000000003 46.675100000000043 40.109500000000011 36.443199999999997 29.486399999999971 21.173900000000021 12.30290000000001 10.168799999999999 7.6095099999999967 7.9247199999999944 10.1028 17.414999999999999 25.694800000000019 36.805900000000001 44.9788 56.242600000000003 64.789500000000004 74.9692000000001 76.912300000000002 76.672799999999839 73.984800000000007 72.640699999999995 69.286500000000004 60.322300000000013 48.856699999999996 37.587200000000003 43.164200000000001 55.933700000000002 71.790700000000001 71.882000000000005 61.042000000000002 41.361499999999999 26.218 19.16059999999997 26.196899999999999 43.934100000000001 65.078299999999999 80.871300000000005 87.917900000000074 88.609799999999979 86.993899999999996 83.052000000000007 72.299000000000007 61.915300000000002 59.677 70.378599999999949 82.17789999999998 88.038200000000003 86.376699999999985 84.471500000000006 82.086600000000004 83.4863 83.474700000000013 81.179099999999949 74.572799999999958 61.347799999999999 45.875600000000013 28.331299999999999 18.615500000000001 13.002000000000001 11.1607 11.7806 15.3911 22.465599999999949 24.93339999999997 24.5838 23.884599999999971 17.017499999999991 13.5191 19.58459999999997 39.520200000000003 62.525400000000012 71.807900000000004 64.178799999999853 48.161500000000011 34.623000000000012 25.75379999999997 17.48349999999996 15.180999999999999 14.9216 25.08199999999999 39.260100000000037 61.60 9200000000001 76.439800000000005 82.241800000000026 77.837199999999996 73.670699999999982 75.003299999999996 83.022599999999983 84.504400000000004 83.916500000000084 78.319000000000003 72.609300000000005 63.308800000000012 48.372100000000003 28.665699999999969 16.2121 15.1126 24.23369999999997 40.259500000000003 55.162500000000037 65.367599999999996 64.919399999999996 58.962800000000001 48.308600000000013 36.138700000000043 24.9589 17.9908 13.676299999999999 13.662100000000001 16.134899999999998 21.080499999999969 35.602100000000043 56.7149 73.177799999999948 86.028299999999973 87.37909999999998 90.080500000000001 88.840300000000013 81.221199999999996 70.77079999999998 65.555300000000003 67.379299999999986 73.305000000000007 78.668000000000006 82.526899999999998 86.000699999999995 87.875199999999978 88.870099999999979 86.959199999999996 84.88509999999998 79.657399999999981 78.525299999999973 73.965900000000005 72.516000000000005 65.965999999999994 66.372099999999989 63.436700000000002 66.7411000000000 74 66.715700000000012 66.036100000000005 56.623700000000042 44.215100000000042 42.6038 53.596600000000002 68.127700000000004 66.922300000000007 59.3643 52.172300000000043 63.124500000000012 72.914100000000104 79.249399999999994 71.630300000000005 67.820700000000002 52.762100000000061 35.981900000000003 26.721800000000009 19.924099999999989 19.857099999999999 20.0564 22.18669999999997 19.687799999999989 17.377300000000009 18.637899999999998 20.103999999999999 33.0839 46.436900000000001 70.601799999999983 81.770300000000006 89.117199999999997 86.104100000000003 82.505600000000001 69.750100000000003 48.578700000000012 24.766999999999989 11.004099999999999 12.9297 26.699900000000021 49.612300000000012 70.207899999999995 80.233400000000003 80.169200000000004 76.402900000000002 PowerShares DB US Dollar Bullish Fund - Stochastic %K May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 83.328299999999999 89.060400000000001 90.187200000000004 92.440900000000084 97.190799999999982 96.862799999999979 94.399799999999999 81.355699999999999 55.208000000000013 49.366999999999997 63.529500000000013 90.384900000000002 94.215000000000003 99.159799999999919 94.174599999999998 93.333100000000002 89.411500000000103 85.555399999999949 63.333199999999998 48.148100000000042 23.1707 21.714200000000009 27.97919999999997 49.214599999999997 56.321800000000003 44.706100000000013 22.727499999999981 9.1838700000000006 13.084199999999999 15.178699999999999 22.6416 44.117800000000003 68.367400000000004 89.423199999999994 82.727199999999996 84.465800000000002 79.069800000000001 48.863600000000012 42.3797 29.411799999999989 18.699100000000001 21.138200000000001 43.902300000000011 70.992400000000004 89.928100000000001 90.603999999999999 87.804699999999997 89.473600000000005 66.666700000000006 38.095500000000037 10.76940000000001 2.816969999999996 4.1094200000000001 32.394000000000013 58.227500000000013 83.333299999999994 71.4285 49.137900000000002 27.480799999999949 20.547999999999991 22.91669999999997 38.983199999999997 57.608800000000002 31.162800000000001 9.8711000000000002 16.465699999999948 31.192399999999989 46.153500000000001 58.903599999999997 47.721800000000002 49.918799999999997 43.711100000000002 50.803899999999999 36.818899999999999 29.02639999999997 11.6881 10.091699999999999 15.5738 28.440599999999971 34.831699999999998 45.161300000000011 51.456200000000003 57.575400000000002 53.745800000000003 46.086599999999997 36.363400000000013 37.878500000000003 35.087600000000002 15.492900000000001 12.9412 8.4745900000000027 9.0908100000000012 5.2631199999999936 9.4202200000000005 15.625 27.2 34.259300000000003 48.958399999999997 51.718600000000002 68.051000000000002 74.5989 82.257599999999996 73.88039999999998 73.88039999999998 71.400999999999996 70.1614 65.999899999999997 43.268900000000038 37.301299999999998 32.19150000000 0012 60 75.609799999999979 79.762200000000007 60.274100000000011 43.089599999999997 20.720699999999969 14.8436 21.9175 41.829600000000013 68.055199999999999 85.35 89.208500000000001 89.195099999999982 87.425700000000006 84.360799999999998 77.369399999999999 55.166800000000002 53.209800000000001 70.654300000000006 87.271600000000007 88.607699999999994 88.235399999999998 82.287099999999995 82.891999999999996 81.080699999999993 86.486199999999997 82.857200000000006 74.193899999999999 66.667299999999997 43.182000000000002 27.7775 14.0345 14.0345 10.937099999999999 8.5105800000000027 15.8941 21.76869999999996 29.734000000000009 23.297599999999989 21.7392 18.622299999999989 9.1326300000000007 12.802300000000001 36.818899999999999 68.939400000000006 81.818000000000012 64.666300000000007 46.052300000000002 33.766100000000037 24.050599999999989 19.444499999999969 8.9554200000000108 17.143000000000001 18.666599999999971 39.436500000000002 59.677100000000003 85.714000000000027 83.928200000000004 77.083100000000002 72.500100000000003 71.428700000000006 81.081000000000003 87.499700000000004 85.526200000000003 78.723500000000001 70.707300000000004 68.397099999999995 50.821899999999999 25.897300000000001 9.2779799999999994 13.4612 22.598699999999969 36.641199999999998 61.538500000000013 67.307699999999997 67.256500000000003 60.194000000000003 49.437800000000003 35.293900000000043 23.6843 15.8987 14.389500000000011 10.7407 15.85610000000001 22.78559999999996 36.6447 54.305400000000013 79.194500000000005 86.033500000000004 92.856999999999999 92.354999999999976 91.351100000000002 82.312700000000007 69.999700000000004 60 66.666399999999982 75.471500000000006 77.777299999999997 82.755200000000002 87.048199999999994 88.198700000000002 88.378699999999981 90.03279999999998 82.466200000000086 82.156299999999973 74.349700000000013 79.069900000000004 68.478200000000001 69.999799999999993 59.419899999999998 69.6965 61.193700000000042 69.333100000000002 69.620199999999983 59.155000000000001 41.095900000000043 32.394399999999997 54.321100000000001 74.074200000000005 75.987700000000004 50.705100000000037 51.400100000000002 54.411799999999999 83.561499999999995 80.769099999999995 73.417600000000107 57.322800000000001 49.275400000000012 35.593200000000003 23.077000000000009 21.495199999999969 15.200100000000001 22.875900000000001 22.0932 21.591100000000001 15.379200000000001 15.1616 25.373100000000001 19.7773 54.101300000000002 65.432000000000002 92.272000000000006 87.606700000000004 87.472899999999981 83.232600000000005 76.811400000000006 49.206300000000013 19.718399999999971 5.3764500000000002 7.9176700000000002 25.494900000000001 46.686999999999998 76.654899999999998 87.281800000000004 76.763300000000001 76.462599999999995 75.982900000000001
USD ADX: Strength
Considering the +DMI (38.62) is above the –DMI (26.65), prices are moving up.
However, the ADX is only at 14.56 so there isn’t a strong trend to back this bullish move right now. I believe the ADX will rise from these low levels in the near future.
| ADX Value | Trend Strength |
| 0-25 | Absent or Weak Trend |
| 25-50 | Strong Trend |
| 50-75 | Very Strong Trend |
| 75-100 | Extremely Strong Trend |
PowerShares DB US Dollar Bullish Fund - ADX May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 19.22039999999997 20.788099999999979 21.484199999999969 22.876200000000001 25.449499999999968 28.035499999999971 30.5321 32.027300000000011 32.779300000000013 33.987499999999997 35.526900000000012 37.0944 38.619600000000013 40.035800000000002 41.500600000000013 43.255500000000012 45.001100000000001 45.762100000000061 45.795800000000042 46.148200000000003 44.6374 42.569900000000011 41.532900000000012 39.8596 38.425700000000013 36.094100000000012 33.552600000000012 31.751799999999989 29.842399999999969 29.242399999999979 28.625399999999981 26.68509999999997 24.815300000000001 23.218299999999989 21.6096 20.171800000000029 19.149899999999999 19.552 19.497 19.387 19.393999999999991 19.400399999999969 18.44889999999997 18.305700000000002 18.17279999999997 18.259899999999991 18.448199999999979 18.943999999999981 18.574900000000021 17.7029 17.151299999999999 16.479099999999971 15.5319 15.447699999999999 16.095599999999969 16.857700000000001 17.106200000000001 16.38939999999997 16.1206 15.620200000000001 15.6716 14.9321 14.101900000000001 14.5015 14.944800000000001 14.9133 14.2569 13.805999999999999 13.772500000000001 13.5861 13.023 13.025700000000001 12.625299999999999 12.25340000000001 13.100199999999999 14.343 15.824199999999999 16.734100000000009 17.484599999999968 18.580499999999969 19.010200000000001 19.030100000000001 19.7459 9999999997 19.967599999999969 20.41069999999997 21.027999999999999 21.725699999999971 21.902899999999971 23.394300000000001 24.7791 26.536100000000001 28.32369999999997 30.467999999999989 32.872900000000001 34.8765 36.053199999999997 37.218500000000013 37.150100000000002 37.4499 36.838100000000011 36.524500000000003 35.395800000000001 34.885199999999998 34.271300000000011 33.891300000000001 33.701300000000003 32.413400000000003 32.417400000000001 32.669800000000002 32.403000000000013 30.96389999999997 29.627700000000001 28.6614 28.06609999999997 27.242299999999972 27.202000000000002 27.72149999999997 27.3977 26.367699999999989 25.411300000000001 23.611400000000021 22.069599999999969 20.7212 19.3094 17.998399999999972 16.78099999999997 15.9678 14.865900000000011 15.192600000000001 15.879200000000001 16.149000000000001 16.795099999999969 17.52659999999997 18.38639999999997 19.184799999999989 20.176600000000001 20.583399999999969 20.96109999999997 22.1797 21.708 299999999969 21.270600000000002 20.864100000000001 20.48669999999996 20.42269999999996 20.363199999999981 19.6737 18.683 18.45819999999997 18.249399999999969 18.399899999999999 18.701000000000001 19.604700000000001 20.150600000000001 18.974499999999971 18.0047 17.104099999999999 16.2394 16.481499999999969 16.70639999999997 17.5261 18.430099999999989 19.6813 21.2166 22.3551 22.224399999999989 21.979800000000001 21.752800000000001 21.816800000000018 21.318000000000001 20.854900000000018 19.86029999999997 18.936800000000009 18.117599999999999 18.072800000000001 17.287400000000002 16.558199999999989 16.40469999999997 16.42739999999997 16.955699999999968 17.516900000000021 17.349499999999971 17.193999999999999 17.3094 16.140699999999971 15.055500000000009 14.256 13.5136 12.824299999999999 12.7621 12.514699999999999 13.0379 14.410299999999999 15.763299999999999 17.538900000000009 17.6492 17.869700000000002 17.54169999999997 17.174099999999999 16.542699999999979 15.956500000000011 15.8741 15.709199999999999 14.6571 13.680199999999999 13.7986 14.0015 14.19 14.4693 15.950900000000001 17.967499999999969 20.005400000000002 22.321400000000001 24.472399999999968 26.134799999999991 28.06629999999997 30.47149999999997 32.362700000000011 33.351199999999999 34.628600000000013 34.699200000000012 35.72570000000006 36.372600000000013 36.543599999999998 37.241700000000002 36.855400000000003 35.509300000000003 35.009100000000011 34.9895 34.679400000000001 34.470999999999997 33.217799999999997 32.535000000000011 32.017400000000002 32.037300000000002 31.1889 30.4011 29.534500000000001 29.101199999999999 27.955399999999969 26.4101 25.99459999999997 24.912800000000001 24.449099999999969 23.309699999999989 22.251799999999989 20.705599999999968 19.343399999999971 18.334700000000009 17.816400000000009 16.886900000000001 16.023800000000001 15.5085 15.348000000000001 15.5014 15.643800000000001 15.134 14.2126 14.0296 14.8293 15.86990000000001 15.2682 14.9819 14.6203 14.4329 14.953400000000009 14.2651 14.5562 PowerShares DB US Dollar Bullish Fund - DI+ May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 37.875100000000003 38.417900000000003 40.222900000000053 43.833000000000013 49.266600000000011 50.355200000000004 48.629300000000043 44.636800000000001 40.248000000000012 40.691600000000001 43.59 42.8611 42.250500000000002 40.391599999999997 39.368500000000012 42.290000000000013 42.152200000000001 38.761000000000003 36.205100000000037 37.796000000000042 33.668400000000013 31.340399999999971 36.769400000000012 34.090500000000013 33.1 30.66979999999997 28.746599999999969 26.774100000000001 26.34979999999997 23.229699999999969 21.7502 28.058800000000009 27.272200000000002 27.415699999999969 25.94559999999996 25.4819 26.577500000000001 21.8461 22.700099999999981 24.408099999999969 23.26239999999996 22.143000000000001 31.1875 35.350999999999999 34.119800000000012 34.244600000000013 33.336300000000001 34.918200000000013 32.688600000000001 30.7517 30.424699999999969 29.08739999999997 27.61680000000003 31.264099999999981 35.880400000000002 34.969200000000001 32.479999999999997 27.877400000000009 25.835599999999989 26.721999999999991 25.294499999999989 28.662699999999969 26.678599999999989 25.413399999999989 24.491800000000001 26.792999999999989 29.921099999999981 27.890899999999991 26.504100000000001 26.896100000000001 28.5929 26.8691 28.279299999999989 27.2075 24.093299999999989 21.7 20.536899999999999 22.584900000000001 22.504200000000001 20.729099999999971 23.834599999999991 24.896699999999989 21.676100000000009 21.184699999999989 20.201899999999991 19.551100000000009 18.769599999999969 19.93059999999997 16.92129999999997 16.1844 14.4427 13.9923 12.4085 11.124000000000001 11.710699999999999 14.755800000000001 13.98580000000001 18.701899999999991 17.796099999999981 22.21569999999997 20.841799999999989 25.318200000000001 23.2134 22.418099999999971 21.484699999999979 21.018000000000001 23.174600000000009 20.604800000000029 19.322800000000001 21.606999999999999 27.76899999999997 26.519500000000001 25.4619 24.329899999999999 25.474299999999989 23.32519999999997 21.235199999999971 25.122199999999989 28.898700000000002 27.66839999999997 32.8142 31.2315 29.639600000000002 29.44239999999996 27.9343 26.474 25.009599999999971 26.013100000000001 33.9895 36.0032 34.572700000000012 36.655700000000003 36.333100000000002 36.128800000000012 35.174500000000002 36.037100000000002 33.750500000000002 32.330300000000001 38.521300000000011 34.147500000000001 32.760800000000003 31.83279999999997 31.1982 25.238600000000002 24.328 699999999969 27.0794 27.516800000000021 25.4376 24.105899999999991 23.45649999999997 22.157499999999999 20.56629999999997 21.46239999999996 30.7471 34.290000000000013 33.041899999999998 30.639800000000029 27.41969999999997 25.9512 23.267099999999989 22.434200000000001 20.6435 19.1782 19.5916 25.078699999999969 24.640599999999989 23.331900000000029 21.87249999999997 23.259499999999989 22.6235 25.0732 23.656199999999991 29.895099999999989 32.300699999 999999 29.902499999999971 28.15180000000003 30.206800000000001 24.6724 22.867599999999989 21.8355 24.695399999999989 23.923199999999969 22.956699999999969 29.045399999999969 27.351700000000001 26.252599999999969 24.355499999999989 23.154100000000021 21.803000000000001 22.336300000000001 20.7943 18.6843 17.8706 16.199200000000001 18.079599999999989 21.840399999999971 24.120999999999999 22.862199999999969 30.646999999999991 29.189 29.527100000000001 30.20329999999997 27.773800000000001 26.40159999999997 32.134800000000013 31.3674 30.28839999999996 29.70169999999997 36.715700000000012 41.135700000000043 41.518800000000013 41.3675 38.307600000000001 35.477499999999999 37.199300000000036 43.055400000000013 40.910600000000002 38.5471 40.5242 36.573800000000013 43.9071 41.723900000000043 40.009800000000013 43.617800000000003 39.113600000000012 35.872200000000007 40.614400000000003 43.174300000000002 39.969800000000014 39.143800000000013 35.3736 99999999999 36.784100000000002 36.348300000000002 39.213300000000011 36.767400000000002 35.116300000000003 33.603400000000001 32.846899999999998 31.907900000000001 30.18049999999997 35.134400000000007 33.100200000000001 36.374600000000001 33.331499999999998 32.000800000000012 29.75369999999997 29.832599999999989 30.261599999999969 26.3 30.566499999999969 29.0761 29.086599999999969 30.268099999999968 30.748299999999968 29.368699999999968 27.651000000000021 25.508699999999969 23.8504 21.721399999999981 20.590299999999989 28.686199999999989 26.399899999999999 25.9116 24.896999999999991 22.380400000000002 33.178300000000043 38.618400000000001 PowerShares DB US Dollar Bullish Fund - DI- May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 16.760499999999968 16.010300000000001 15.541 14.602499999999999 12.7422 11.945 11.042999999999999 14.30290000000001 16.218399999999971 13.6747 12.46050000000001 11.57500000000001 11.080299999999999 10.5928 9.6759500000000003 8.6403799999999986 8.1204100000000015 11.0427 13.3119 12.354799999999999 20.202100000000002 22.8386 20.659300000000009 23.637699999999999 22.1661 27.315799999999989 28.453199999999971 31.646999999999991 29.135300000000001 35.911700000000003 33.039100000000012 28.891200000000001 27.5502 26.1006 26.309799999999989 24.73829999999997 23.6327 36.238800000000012 35.685700000000011 34.579600000000013 34.521100000000011 32.86 27.613199999999999 25.366199999999989 24.482699999999959 23.120100000000001 21.8126 20.7773 24.772599999999969 27.069900000000001 24.90299999999997 24.907299999999989 25.895099999999989 23.415900000000001 21.7501 20.202299999999969 21.50209999999997 32.119700000000002 33.303100000000001 32.081499999999998 35.175400000000003 31.88309999999997 36.3604000 00000013 37.880899999999997 37.284200000000013 35.882800000000003 33.554299999999998 32.705100000000037 34.662200000000013 33.6554 32.051400000000001 34.9422 32.811799999999998 31.568199999999969 39.401000000000003 40.745900000000013 42.730800000000002 40.645400000000002 39.355200000000004 40.989899999999999 39.384099999999997 36.796700000000037 39.428600000000003 38.534799999999997 36.747100000000003 35.563200000000002 35.4741 32.662200000000013 42.225600000000043 40.386800000000001 42.617100000000001 43.782900000000012 47.167400000000001 50.911299999999997 48.226000000000013 45.905700000000003 44.738100000000053 39.9803 42.8874 40.262200000000043 40.8645 38.553600000000003 41.490400000000001 38.410800000000002 36.811599999999999 36.012 34.380000000000003 40.418400000000013 41.014499999999998 39.202100000000037 35.526700000000012 33.928100000000043 35.233600000000003 36.745000000000012 35.566200000000002 40.29890000000006 43.580500000000001 40.290700000000037 37.518000000000001 35.920700000000011 32.674900000000001 32.523800000000001 31.594000000000001 30.010300000000001 28.47309999999997 26.984599999999968 27.862599999999969 26.296099999999981 22.925099999999969 21.692 23.214099999999991 21.902099999999969 20.867799999999971 19.641200000000001 19.122399999999971 18.12559999999997 19.876300000000001 19.039899999999999 17.297999999999991 24.94129999999997 23.928499999999961 23.25059999999997 22.78709999999997 37.5366 36.183200000000006 33.575800000000001 30.90749999999997 34.794800000000002 32.973300000000002 34.180400000000013 36.5946 39.352600000000002 37.538200000000003 33.1004 30.778399999999969 29.658100000000001 33.863300000000002 40.813800000000001 38.627900000000011 41.527800000000013 41.831099999999999 43.813400000000001 46.027100000000011 42.758400000000002 38.0319 36.051099999999998 34.136500000000012 34.681899999999999 31.361999999999991 30.5044 28.807600000000001 27.179500000000001 24.07849999999997 22.683900000000001 25.949299999999969 24.430099999999989 22.59809999999997 34.5809 37.171900000000001 36.246500000000012 33.530200000000001 32.481699999999996 33.593300000000013 29.601199999999999 27.8751 28.362299999999969 26.312799999999989 25.014900000000019 27.72329999999997 26.9162 31.087700000000002 36.473700000000001 35.756300000000003 38.363900000000001 37.003600000000013 34.283000000000001 31.50659999999997 29.3322 25.931100000000001 24.697500000000009 24.29629999999997 23.4938 27.2346 25.889099999999981 23.588099999999969 22.4177 21.646599999999989 20.5975 17.592399999999969 15.9244 15.1632 12.9102 11.95300000000001 12.547499999999999 11.37140000000001 10.1851 11.222 14.1843 13.06650000000001 17.363199999999981 15.0009 15.91260000000001 17.655200000000001 16.003299999999989 20.2241 24.92259999999996 22.595800000000001 20.91369999999997 21.216999999999999 20.271799999999971 25.1325 22.7089 21.674900000000029 20.068299999999969 24.430099999999989 23.332999999999991 24.912699999999969 25.702499999999969 24.536200000000001 26.5916 23.135100000000001 26.6205 25.0581 28.110000000000021 26.9878 30.116099999999999 28.873100000000001 27.2577 32.853200000000001 27.764600000000002 26.41079999999997 24.376300000000001 23.18 21.591200000000001 20.62249999999997 23.3156 26.674299999999999 30.140899999999991 36.376899999999999 37.737100000000012 33.3018 33.100100000000012 31.617900000000031 31.68509999999997 34.799800000000012 29.827900000000021 26.648199999999989
USD RSI - Longevity
According to this chart, the RSI is at 59. I believe there is still more room for this to run.
In the last year, out of the 3 times the RSI hit my oversold indicator of 70, the U.S dollar continued its trend to 80 two of those times. I believe this could happen again.
PowerShares DB US Dollar Bullish Fund - Relative Strength Index (RSI) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 70.769200000000026 72.585999999999999 73.839399999999998 76.346199999999996 81.630300000000005 82.751800000000003 80.631299999999996 71.724300000000014 65.649900000000002 73.5702 75.67149999999998 77.80889999999998 78.487399999999994 78.487399999999994 76.67489999999998 80.940900000000084 81.147200000000026 75.025399999999948 67.223299999999995 69.918400000000005 57.769000000000013 58.981000000000002 61.740200000000002 62.892200000000003 57.886699999999998 53.848200000000013 49.104700000000001 44.422400000000003 49.598100000000052 42.373699999999999 43.925900000000013 54.487699999999997 52.278500000000037 55.027700000000003 53.143600000000013 55.983800000000002 57.181699999999999 43.889800000000001 44.615600000000001 46.067400000000013 45.309899999999999 45.309899999999999 57.474200000000003 62.022600000000011 58.858800000000002 61.289200000000001 61.895200000000003 63.436300000000003 58.353099999999998 55.029000000000003 54.081099999999999 53.096100000000042 52.580399999999997 59.738900000000037 60.861699999999999 64.096700000000013 57.296500000000037 47.003300000000003 46.6113 48.012300000000003 45.443800000000003 52.709200000000003 54.3461 43.099900000000012 42.094800000000014 44.110300000000002 48.008000000000003 46.270500000000013 44.956299999999999 45.511800000000001 48.847700000000003 44.900500000000001 47.198000000000043 45.660200000000003 38.845399999999998 34.749500000000012 33.371499999999997 38.004600000000003 39.3033 35.681100000000001 38.398400000000002 41.713200000000001 35.889699999999998 35.889699999999998 35.889699999999998 38.039500000000011 37.145200000000003 34.523200000000003 26.47329999999997 31.4909 26.72169999999997 26.21859999999997 22.95999999999999 20.77509999999997 22.92909999999997 27.857900000000019 26.062899999999981 32.731100000000012 32.107400000000013 35.420400000000001 38.025900000000043 40.606500000000011 37.848500000000001 44.4161 42.894000000000013 42.132900000000042 45.065100000000037 38.126700000000042 38.4559 41.790900000000043 49.9664 47.4056 45.4009 43.901400000000002 44.558800000000012 40.014499999999998 35.278900000000043 41.390600000000013 46.249400000000001 46.249400000000001 52.016199999999998 52.016199999999998 53.181399999999996 53.181399999999996 53.181399999999996 53.181399999999996 49.920500000000011 52.2836 61.9512 64.530799999999999 61.822500000000012 63.992500000000042 63.992500000000042 66.733599999999996 67.270300000000006 68.369299999999996 67.154999999999 987 67.154999999999987 69.655099999999948 57.808300000000003 56.768500000000053 57.59 57.59 39.369700000000002 40.337699999999998 46.747 43.848200000000013 41.756900000000002 40.374299999999998 38.881100000000004 35.894799999999996 32.063700000000011 37.218100000000042 47.511200000000002 50.081800000000001 48.263600000000011 42.896600000000007 40.473200000000013 42.230600000000003 35.945100000000011 35.945100000000011 32.387500000000003 31.901700000000002 30.903399999999969 41.708000000000013 41.708000000000013 41.708000000000013 41.708000000000013 41.708000000000013 44.013599999999997 47.375999999999998 47.375999999999998 63.709000000000003 63.709000000000003 55.885899999999999 58.251899999999999 63.2102 45.086300000000001 41.584400000000002 39.914999999999999 44.696800000000003 46.232800000000012 43.623100000000044 51.060500000000012 51.060500000000012 49.544400000000003 49.544400000000003 49.544400000000003 45.340899999999998 46.321800000000003 41.508600000000001 35.5426 34.360700000000001 33.172800000000002 36.959000000000003 44.531399999999998 43.802500000000002 49.975100000000012 58.408800000000006 59.028700000000043 59.453499999999998 60.302999999999997 55.643500000000003 56.369600000000013 60.543200000000013 61.853099999999998 61.853099999999998 62.573600000000013 71.763200000000026 75.419399999999996 75.794399999999996 78.912700000000001 79.543400000000005 69.4739 74.169200000000004 76.445200000000085 75.422799999999981 72.2988 75.568200000000004 66.216700000000003 72.456800000000001 68.452000000000012 67.646699999999996 70.958200000000005 63.9131 57.126400000000011 63.043100000000003 65.599400000000003 62.285300000000042 61.9818 53.5246 60.396300000000011 59.801200000000001 63.305700000000002 59.576700000000002 59.576700000000002 56.261000000000003 54.603100000000012 57.018300000000011 53.928600000000003 52.104200000000013 49.690400000000011 53.193100000000037 47.284300000000002 48.516100000000002 45.110600000000012 43.467700000000001 48.207500000000003 39.123700000000042 52.087299999999999 51.594300000000011 53.490600000000001 52.932300000000012 56.815399999999997 56.191400000000002 53.053600000000003 47.357699999999987 42.4497 37.808 37.015500000000003 46.135000000000012 45.660400000000003 48.512700000000002 48.512700000000002 43.013800000000003 54.409300000000002 59.301099999999998
Technical Indicators at a Glance - USD
PowerShares DB US Dollar Bullish Fund - Price (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 22.2 22.24 22.271599999999989 22.335000000000001 22.52 22.57 22.55 22.45999999999999 22.39 22.62 22.7 22.79 22.82 22.82 22.8 22.97999999999999 22.99 22.919999999999991 22.82 22.9 22.71 22.74 22.81000000000002 22.84 22.759999999999991 22.69 22.6 22.5 22.6 22.43 22.45999999999999 22.7 22.65000000000002 22.72 22.68 22.75 22.77999999999999 22.47 22.48659999999996 22.52 22.5 22.5 22.8 22.95 22.88 22.95999999999999 22.97999999999999 23.03 22.93 22.86 22.84 22.82 22.81000000000002 22.97999999999999 23.01 23.1 22.97999999999999 22.75 22.74 22.77 22.71 22.87 22.91 22.63000000000002 22.6 22.64 22.72 22.68 22.65000000000002 22.66 22.72 22.64 22.68 22.65000000000002 22.5 22.39 22.35 22.419999999999991 22.439999999999991 22.35 22.39 22.439999999999991 22.3 22.3 22.3 22.330000000000009 22.31000000000002 22.25 22.01 22.08 21.91 21.89 21.75 21.64 21.67 21.74 21.67 21.77 21.75 21.8 21.84 21.88 21.815000000000001 21.919999999999991 21.886599999999969 21.87 21.91 21.754999999999999 21.759999999999991 21.81000000000002 21.95 21.9 21.86 21.830000000000009 21.84 21.75 21.64 21.73 21.81000000000002 21.81000000000002 21.91 21.91 21.93 21.93 21.93 21.93 21.89 21.919999999999991 22.07 22.12 22.09 22.13000000000002 22.13000000000002 22.18 22.19 22.21 22.2 22.2 22.24 22.14 22.13000000000002 22.14 22.14 21.93 21.939999999999991 22.01 21.97 21.939999999999991 21.919999999999991 21.896599999999989 21.85 21.77999999999999 21.830000000000009 21.95 21.984999999999989 21.95999999999999 21.88 21.84 21.86 21.75 21.75 21.68 21.67 21.65000000000002 21.759999999999991 21.759999999999991 21.759999999999991 21.759999999999991 21.759999999999991 21.77999999999999 21.81000000000002 21.81000000000002 21.99 21.99 21.919999999999991 21.95 22.02 21.8 21.74 21.71 21.77 21.79 21.75 21.85 21.85 21.830000000000009 21.830000000000009 21.830000000000009 21.77999999999999 21.79 21.73 21.64 21.62 21.6 21.636600000000001 21.71 21.7 21.77 21.89 21.9 21.906599999999969 21.919999999999991 21.87 21.88 21.939999999999991 21.95999999999999 21.95999999999999 21.97 22.13000000000002 22.22 22.23 22.32 22.34 22.25 22.37 22.439999999999991 22.43 22.4 22.49 22.39 22.56 22.51 22.5 22.59 22.5 22.4 22.54 22.610000000000021 22.56 22.55549999999997 22.419999999999991 22.58 22.57 22.66 22.6 22.6 22.546600000000002 22.52 22.57 22.52 22.49 22.45 22.51 22.41 22.43 22.37 22.34 22.41 22.23 22.47 22.45999999999999 22.5 22.49 22.57 22.56 22.51 22.41 22.31000000000002 22.2 22.18 22.330000000000009 22.32 22.37 22.37 22.26499999999999 22.47999999999999 22.6 PowerShares DB US Dollar Bullish Fund - MA-100D (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 22.152200000000001 22.150700000000001 22.150600000000001 22.150200000000009 22.152000000000001 22.152200000000001 22.1526 22.1525 22.151700000000009 22.155200000000001 22.158200000000001 22.159700000000001 22.16069999999997 22.162499999999969 22.164300000000001 22.166899999999991 22.171099999999999 22.17279999999997 22.173500000000001 22.17579999999997 22.1782 22.18209999999997 22.18649999999997 22.192499999999971 22.197399999999991 22.202599999999968 22.207100000000001 22.212199999999989 22.217500000000001 22.220599999999969 22.224999999999991 22.2317 22.237900000000021 22.244700000000002 22.252599999999969 22.260999999999989 22.269599999999969 22.273700000000002 22.275299999999969 22.278599999999969 22.28219999999996 22.285099999999979 22.29179999999997 22.3 22.307500000000001 22.316700000000001 22.325800000000001 22.337100000000021 22.34829999999997 22.3581 22.368699999999968 22.377300000000009 22.3858 22.394500000000001 22.4036999999 99969 22.412400000000002 22.420199999999969 22.427199999999981 22.431999999999999 22.4374 22.441499999999969 22.446000000000002 22.45179999999997 22.45629999999997 22.461699999999968 22.471999999999991 22.47779999999997 22.484399999999969 22.492099999999969 22.49909999999997 22.50679999999997 22.513800000000021 22.5215 22.52949999999997 22.534300000000009 22.536899999999999 22.538399999999989 22.540599999999969 22.543699999999969 22.545599999999968 22.548199999999969 22.552800000000001 22.554200000000009 22.555 22.5565 22.559200000000001 22.56169999999997 22.563699999999969 22.56449999999997 22.565299999999969 22.564999999999991 22.564999999999991 22.5639 22.562099999999969 22.560699999999969 22.559799999999989 22.557500000000001 22.556000000000001 22.5534 22.550999999999991 22.548499999999969 22.545499999999969 22.54169999999997 22.538499999999981 22.535399999999989 22.533799999999989 22.52049999999997 22.512599999999981 22.505599999999969 22.4998 22.49309999999997 22.48509999999996 22.4758 22.465899999999969 22.456099999999989 22.44559999999996 22.432200000000002 22.419599999999981 22.408499999999979 22.39839999999997 22.388499999999969 22.380499999999969 22.372399999999971 22.363600000000002 22.354500000000009 22.3462 22.338200000000001 22.331399999999999 22.327100000000009 22.32229999999997 22.318899999999999 22.3156 22.309899999999999 22.305199999999989 22.299900000000001 22.295199999999969 22.289699999999971 22.283899999999981 22.281599999999969 22.277799999999989 22.274100000000001 22.27049999999997 22.2639 22.25369999999997 22.244299999999981 22.234800000000021 22.22469999999997 22.213799999999981 22.203699999999969 22.20029999999997 22.1936 22.183 22.173100000000009 22.1645 22.154499999999999 22.143999999999991 22.131799999999991 22.1204 22.111499999999999 22.101600000000001 22.0914 22.081099999999989 22.06909999999997 22.0565 22.04779999999997 22.039400000000001 22.030999999999999 22.022200000000002 22.012599999999981 22.00359999999997 21.995199999999969 21.98669999999996 21.9711 21.964200000000002 21.956900000000001 21.9514 21.947699999999969 21.942199999999961 21.935399999999969 21.928099999999969 21.922299999999979 21.9163 21.909400000000002 21.904900000000001 21.900399999999969 21.89539999999997 21.890599999999989 21.88639999999997 21.8841 21.8812 21.8794 21.876899999999999 21.87559999999997 21.8752 21.875299999999989 21.87559999999997 21.8752 21.87620000000 0001 21.877400000000009 21.878900000000009 21.879300000000001 21.88009999999997 21.880400000000002 21.880400000000002 21.88169999999997 21.882099999999969 21.882999999999981 21.8842 21.88639999999997 21.890999999999991 21.89569999999997 21.9008 21.90469999999997 21.908199999999969 21.9133 21.9194 21.925299999999979 21.931799999999981 21.940299999999969 21.946899999999989 21.9544 21.961399999999969 21.967300000000002 21.9741 21.979800000000001 21.984499999999969 21.990599999999969 21.997399999999971 22.004100000000001 22.0105 22.013999999999999 22.018599999999989 22.02339999999997 22.028699999999969 22.0334 22.037600000000001 22.039800000000021 22.040900000000001 22.044499999999989 22.047699999999971 22.050599999999989 22.052700000000002 22.0564 22.059200000000001 22.062099999999969 22.064399999999981 22.068499999999968 22.0732 22.07539999999997 22.080399999999969 22.08559999999996 22.0914 22.097799999999989 22.10569999999997 22.113000000000021 22.118600000000001 22.122800000000009 22.126300000000001 22.1295 22.132899999999999 22.137599999999999 22.1433 22.1495 22.156400000000001 22.162400000000002 22.1707 22.179099999999991 PowerShares DB US Dollar Bullish Fund - MA-50D (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 22.06169999999997 22.064299999999989 22.065999999999971 22.06919999999997 22.074999999999999 22.082399999999971 22.092399999999969 22.096399999999981 22.09959999999997 22.106000000000009 22.111599999999999 22.120799999999981 22.133600000000001 22.148800000000001 22.162800000000001 22.180199999999989 22.197299999999991 22.215299999999989 22.234100000000009 22.2529 22.268099999999968 22.28409999999997 22.302099999999989 22.321800000000021 22.336600000000001 22.347799999999989 22.35579999999997 22.36179999999997 22.371300000000009 22.3767 22.38329999999997 22.3977 22.40749999999997 22.420499999999969 22.4329 22.446699999999971 22.461299999999969 22.472099999999969 22.475499999999968 22.482499999999959 22.493699999999968 22.5059 22.524699999999989 22.5473 22.568699999999971 22.5913 22.612900000000021 22.635100000000001 22.653500000000001 22.669899999999991 22.684899999999999 22.697700000000001 22.709900000000001 22.72469999999997 22.738199999999981 22.7498 22.757999999999999 22.7619 9999999999 22.767600000000002 22.775200000000002 22.777000000000001 22.780399999999968 22.782800000000002 22.779 22.7746 22.7638 22.758400000000002 22.75359999999997 22.7502 22.745399999999979 22.745599999999961 22.743599999999969 22.741 22.737200000000001 22.731999999999999 22.725999999999981 22.721 22.7194 22.716200000000001 22.714600000000001 22.713200000000001 22.707999999999991 22.701000000000001 22.6982 22.69259999999997 22.685599999999969 22.676800000000021 22.6662 22.657000000000021 22.648199999999989 22.636399999999991 22.624199999999991 22.603200000000001 22.577000000000009 22.552800000000001 22.528399999999969 22.50219999999997 22.477 22.45339999999997 22.432200000000002 22.41219999999997 22.3934 22.3735 22.3523 22.337100000000021 22.329499999999989 22.283099999999969 22.263199999999969 22.243599999999969 22.224399999999989 22.209199999999989 22.189800000000009 22.168800000000001 22.152799999999989 22.137599999999999 22.1206 22.1006 22.0808 22.063399999999969 22.046600000000002 22.031600000000001 22.0154 22.001200000000001 21.986199999999972 21.971800000000009 21.960399999999979 21.95039999999997 21.941800000000001 21.934799999999989 21.928399999999971 21.923199999999969 21.917999999999999 21.911799999999989 21.909400000000002 21.9072 21.904800000000009 21.902599999999961 21.90159999999997 21.90619999999997 21.907399999999981 21.911799999999989 21.91679999999997 21.924600000000002 21.93039999999997 21.9358 21.94119999999997 21.94719999999997 21.950599999999969 21.954000000000001 21.9543 21.954999999999991 21.953800000000001 21.9528 21.955499999999969 21.956800000000001 21.958599999999969 21.959199999999989 21.95779999999997 21.959900000000001 21.959700000000002 21.958499999999969 21.953099999999989 21.94849999999996 21.94429999999997 21.942900000000002 21.94129999999997 21.941499999999969 21.943899999999989 21.944499999999969 21.943899999999989 21.943899999999989 21.9419 21.94109999999997 21.94229999999996 21.942099999999979 21.94249999999996 21.945099999999979 21.942699999999949 21.9361 21.927900000000001 21.921500000000002 21.9147 21.9071 21.900499999999969 21.893699999999971 21.886099999999971 21.87869999999997 21.871300000000009 21.862100000000002 21.8551 21.847100000000001 21.837100000000021 21.82669999999997 21.8201 21.8185 21.8155 21.8093 21.805299999999971 21.804300000000001 21.803899999999999 21.804300000000001 21.805299999999971 21.807099999999991 21.8081 21.807900000000021 21.807400000000001 21.807400000000001 21.809200000000001 21.815000000000001 21.82219999999997 21.83180000000003 21.8432 21.856400000000001 21.867999999999999 21.882399999999969 21.896000000000001 21.909400000000002 21.922199999999979 21.936800000000009 21.949399999999969 21.964999999999989 21.978999999999989 21.99279999999996 22.008400000000002 22.018599999999989 22.026800000000001 22.039200000000001 22.05239999999997 22.06319999999997 22.07829999999997 22.091899999999999 22.109300000000001 22.125299999999989 22.142699999999969 22.159700000000001 22.174700000000001 22.18359999999997 22.18809999999997 22.2029 22.216699999999989 22.229900000000001 22.243299999999969 22.2577 22.2713 22.28709999999997 22.302099999999989 22.316900000000022 22.330900000000021 22.3415 22.355499999999989 22.366900000000001 22.378900000000009 22.3903 22.404299999999989 22.417899999999999 22.429299999999969 22.438300000000002 22.44529 9999999961 22.4499 22.450900000000001 22.453099999999989 22.454899999999999 22.4559 22.45649999999997 22.456800000000001 22.459 22.46219999999996 (MOV 20D) PowerShares DB US Dollar Bullish Fund - Price (Right) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 21.991 21.99499999999999 21.999399999999969 22.00819999999997 22.031199999999991 22.056699999999989 22.081699999999969 22.1082 22.127700000000001 22.1617 22.202199999999969 22.24869999999996 22.298699999999972 22.3492 22.3977 22.45169999999997 22.50519999999997 22.550699999999981 22.589699999999969 22.630199999999999 22.656700000000001 22.683700000000002 22.712199999999989 22.737500000000001 22.749499999999969 22.755499999999969 22.757999999999999 22.759999999999991 22.77049999999997 22.760999999999989 22.74899999999997 22.74449999999997 22.736000000000001 22.731000000000009 22.724999999999991 22.7135 22.702999999999989 22.68049999999997 22.6755 22.665500000000002 22.64549999999997 22.635000000000009 22.638000000000009 22.645 22.646999999999991 22.657000000000021 22.671500000000009 22.693000000000001 22.714500000000001 22.727499999999981 22.74799999999999 22.76599999999997 22.7715 22.78799999999999 22.80249999999997 22.823499999999989 22.835000000000001 22.833500000000001 22.847000000000001 22.859500000000001 22.87 22.888499999999969 22.893999999999991 22.878 22.864000000000001 22.829000000000001 22.813500000000001 22.800999999999991 22.790500000000002 22.781499999999969 22.77649999999997 22.76799999999999 22.753 22.734999999999999 22.704999999999991 22.6755 22.6555 22.639500000000009 22.623000000000001 22.605 22.581 22.557500000000001 22.541 22.536000000000001 22.526 22.512499 999999989 22.49599999999997 22.472499999999979 22.439 22.410499999999971 22.373000000000001 22.331499999999991 22.286999999999971 22.234999999999999 22.186 22.148 22.111999999999998 22.08299999999997 22.04949999999997 22.017499999999991 21.99199999999999 21.966499999999979 21.93519999999997 21.9162 21.901900000000001 21.8947 21.8507 21.826000000000001 21.813500000000001 21.8 21.802 21.80249999999997 21.808 21.817499999999999 21.826000000000001 21.826499999999989 21.824999999999999 21.823 21.826000000000001 21.826499999999989 21.830000000000009 21.831499999999991 21.837199999999999 21.837700000000009 21.84069999999997 21.8447 21.84369999999997 21.852 21.8675 21.882999999999981 21.89 21.90149999999997 21.914999999999999 21.932499999999969 21.95 21.972999999999971 22.001000000000001 22.0245 22.045999999999989 22.062499999999979 22.073499999999989 22.08499999999999 22.095499999999969 22.095499999999969 22.096 22.1 22.103999999999999 22.105 22.0975 22.093 22.084 22.068499999999968 22.0535 22.044499999999989 22.034700000000001 22.023199999999989 22.00669999999997 21.988699999999959 21.97169999999997 21.94719999999997 21.927700000000002 21.905199999999969 21.88169999999997 21.857199999999999 21.848699999999969 21.839700000000001 21.827200000000001 21.816700000000001 21.807700000000001 21.800699999999981 21.798699999999972 21.8002 21.801200000000001 21.801500000000001 21.79949999999997 21.803000000000001 21.812000000000001 21.809000000000001 21.80849999999997 21.8065 21.811000000000021 21.817000000000021 21.821999999999999 21.826499999999989 21.831000000000021 21.834499999999991 21.838000000000001 21.8415 21.8415 21.84049999999997 21.836500000000001 21.827999999999999 21.8095 21.79 21.786499999999968 21.77949999999997 21.766999999999989 21.7545 21.759 21.766999999999989 21.77049999999997 21.7775 21.78249999999996 21.786999999999971 21.796500000000002 21.802 21.807500000000001 21.814499999999999 21.829499999999989 21.849 21.871500000000001 21.898 21.928499999999961 21.959 21.996499999999969 22.038499999999981 22.0745 22.109500000000001 22.14549999999997 22.170500000000001 22.20349999999997 22.233000000000001 22.264500000000002 22.3 22.327999999999999 22.35 22.379000000000001 22.411000000000001 22.432499999999969 22.449199999999969 22.458699 999999968 22.47169999999997 22.483199999999979 22.50369999999997 22.5152 22.523199999999989 22.526199999999989 22.527699999999989 22.536200000000001 22.537700000000001 22.542699999999979 22.537199999999999 22.537199999999999 22.53269999999997 22.524699999999989 22.5182 22.5152 22.508699999999969 22.48969999999996 22.48519999999996 22.48049999999996 22.484499999999969 22.47999999999999 22.47999999999999 22.474999999999991 22.470499999999969 22.46099999999997 22.450500000000002 22.431999999999999 22.414999999999999 22.407 22.400499999999969 22.3935 22.391500000000001 22.38319999999997 22.388699999999979
PowerShares DB US Dollar Bullish Fund - Stochastic %D May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 84.990300000000005 85.360299999999995 86.332399999999978 88.276499999999999 92.897400000000005 95.498099999999994 96.1511 90.872799999999899 76.987799999999993 61.976900000000001 56.0349 67.760499999999993 82.709800000000001 94.586600000000004 95.849800000000002 95.555799999999948 92.306399999999982 89.433300000000003 79.433400000000006 65.678899999999913 44.884 31.010999999999999 24.28799999999999 32.969300000000011 44.505200000000002 50.080800000000004 41.251800000000003 25.539100000000001 14.9985 12.482200000000001 16.968099999999971 27.3127 45.042200000000001 67.302799999999948 80.172599999999989 85.538700000000006 82.087599999999995 70.799700000000001 64.682599999999979 52.448400000000007 32.324800000000003 23.08299999999997 27.9132 45.344299999999997 68.274299999999997 83.841499999999996 89.445600000000013 89.294100000000086 81.315000000000012 64.7453 38.510599999999997 17.2273 5.8986200000000002 13.1068 31.577000000000009 57.984999999999999 70.996399999999994 67.966600000000085 49.3491 32.3889 23.64849999999997 27.482699999999959 52.197400000000002 49.590600000000002 32.880899999999997 19.166499999999989 19.176400000000001 31.27049999999997 45.416499999999999 50.926300000000012 52.181399999999996 47.117199999999997 48.144599999999997 43.777900000000002 38.883000000000003 25.8444 16.935399999999969 12.4512 18.035399999999989 26.281999999999989 36.144500000000001 43.8164 00000000002 51.397599999999997 51.500400000000013 51.706000000000003 46.675100000000043 40.109500000000011 36.443199999999997 29.486399999999971 21.173900000000021 12.30290000000001 10.168799999999999 7.6095099999999967 7.9247199999999944 10.1028 17.414999999999999 25.694800000000019 36.805900000000001 44.9788 56.242600000000003 64.789500000000004 74.9692000000001 76.912300000000002 76.672799999999839 73.984800000000007 72.640699999999995 69.286500000000004 60.322300000000013 48.856699999999996 37.587200000000003 43.164200000000001 55.933700000000002 71.790700000000001 71.882000000000005 61.042000000000002 41.361499999999999 26.218 19.16059999999997 26.196899999999999 43.934100000000001 65.078299999999999 80.871300000000005 87.917900000000074 88.609799999999979 86.993899999999996 83.052000000000007 72.299000000000007 61.915300000000002 59.677 70.378599999999949 82.17789999999998 88.038200000000003 86.376699999999985 84.471500000000006 82.086600000000004 83.4863 83.474700000000013 81.179099999999949 74.572799999999958 61.347799999999999 45.875600000000013 28.331299999999999 18.615500000000001 13.002000000000001 11.1607 11.7806 15.3911 22.465599999999949 24.93339999999997 24.5838 23.884599999999971 17.017499999999991 13.5191 19.58459999999997 39.520200000000003 62.525400000000012 71.807900000000004 64.178799999999853 48.161500000000011 34.623000000000012 25.75379999999997 17.48349999999996 15.180999999999999 14.9216 25.08199999999999 39.260100000000037 61.60 9200000000001 76.439800000000005 82.241800000000026 77.837199999999996 73.670699999999982 75.003299999999996 83.022599999999983 84.504400000000004 83.916500000000084 78.319000000000003 72.609300000000005 63.308800000000012 48.372100000000003 28.665699999999969 16.2121 15.1126 24.23369999999997 40.259500000000003 55.162500000000037 65.367599999999996 64.919399999999996 58.962800000000001 48.308600000000013 36.138700000000043 24.9589 17.9908 13.676299999999999 13.662100000000001 16.134899999999998 21.080499999999969 35.602100000000043 56.7149 73.177799999999948 86.028299999999973 87.37909999999998 90.080500000000001 88.840300000000013 81.221199999999996 70.77079999999998 65.555300000000003 67.379299999999986 73.305000000000007 78.668000000000006 82.526899999999998 86.000699999999995 87.875199999999978 88.870099999999979 86.959199999999996 84.88509999999998 79.657399999999981 78.525299999999973 73.965900000000005 72.516000000000005 65.965999999999994 66.372099999999989 63.436700000000002 66.7411000000000 74 66.715700000000012 66.036100000000005 56.623700000000042 44.215100000000042 42.6038 53.596600000000002 68.127700000000004 66.922300000000007 59.3643 52.172300000000043 63.124500000000012 72.914100000000104 79.249399999999994 71.630300000000005 67.820700000000002 52.762100000000061 35.981900000000003 26.721800000000009 19.924099999999989 19.857099999999999 20.0564 22.18669999999997 19.687799999999989 17.377300000000009 18.637899999999998 20.103999999999999 33.0839 46.436900000000001 70.601799999999983 81.770300000000006 89.117199999999997 86.104100000000003 82.505600000000001 69.750100000000003 48.578700000000012 24.766999999999989 11.004099999999999 12.9297 26.699900000000021 49.612300000000012 70.207899999999995 80.233400000000003 80.169200000000004 76.402900000000002 PowerShares DB US Dollar Bullish Fund - Stochastic %K May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 83.328299999999999 89.060400000000001 90.187200000000004 92.440900000000084 97.190799999999982 96.862799999999979 94.399799999999999 81.355699999999999 55.208000000000013 49.366999999999997 63.529500000000013 90.384900000000002 94.215000000000003 99.159799999999919 94.174599999999998 93.333100000000002 89.411500000000103 85.555399999999949 63.333199999999998 48.148100000000042 23.1707 21.714200000000009 27.97919999999997 49.214599999999997 56.321800000000003 44.706100000000013 22.727499999999981 9.1838700000000006 13.084199999999999 15.178699999999999 22.6416 44.117800000000003 68.367400000000004 89.423199999999994 82.727199999999996 84.465800000000002 79.069800000000001 48.863600000000012 42.3797 29.411799999999989 18.699100000000001 21.138200000000001 43.902300000000011 70.992400000000004 89.928100000000001 90.603999999999999 87.804699999999997 89.473600000000005 66.666700000000006 38.095500000000037 10.76940000000001 2.816969999999996 4.1094200000000001 32.394000000000013 58.227500000000013 83.333299999999994 71.4285 49.137900000000002 27.480799999999949 20.547999999999991 22.91669999999997 38.983199999999997 57.608800000000002 31.162800000000001 9.8711000000000002 16.465699999999948 31.192399999999989 46.153500000000001 58.903599999999997 47.721800000000002 49.918799999999997 43.711100000000002 50.803899999999999 36.818899999999999 29.02639999999997 11.6881 10.091699999999999 15.5738 28.440599999999971 34.831699999999998 45.161300000000011 51.456200000000003 57.575400000000002 53.745800000000003 46.086599999999997 36.363400000000013 37.878500000000003 35.087600000000002 15.492900000000001 12.9412 8.4745900000000027 9.0908100000000012 5.2631199999999936 9.4202200000000005 15.625 27.2 34.259300000000003 48.958399999999997 51.718600000000002 68.051000000000002 74.5989 82.257599999999996 73.88039999999998 73.88039999999998 71.400999999999996 70.1614 65.999899999999997 43.268900000000038 37.301299999999998 32.19150000000 0012 60 75.609799999999979 79.762200000000007 60.274100000000011 43.089599999999997 20.720699999999969 14.8436 21.9175 41.829600000000013 68.055199999999999 85.35 89.208500000000001 89.195099999999982 87.425700000000006 84.360799999999998 77.369399999999999 55.166800000000002 53.209800000000001 70.654300000000006 87.271600000000007 88.607699999999994 88.235399999999998 82.287099999999995 82.891999999999996 81.080699999999993 86.486199999999997 82.857200000000006 74.193899999999999 66.667299999999997 43.182000000000002 27.7775 14.0345 14.0345 10.937099999999999 8.5105800000000027 15.8941 21.76869999999996 29.734000000000009 23.297599999999989 21.7392 18.622299999999989 9.1326300000000007 12.802300000000001 36.818899999999999 68.939400000000006 81.818000000000012 64.666300000000007 46.052300000000002 33.766100000000037 24.050599999999989 19.444499999999969 8.9554200000000108 17.143000000000001 18.666599999999971 39.436500000000002 59.677100000000003 85.714000000000027 83.928200000000004 77.083100000000002 72.500100000000003 71.428700000000006 81.081000000000003 87.499700000000004 85.526200000000003 78.723500000000001 70.707300000000004 68.397099999999995 50.821899999999999 25.897300000000001 9.2779799999999994 13.4612 22.598699999999969 36.641199999999998 61.538500000000013 67.307699999999997 67.256500000000003 60.194000000000003 49.437800000000003 35.293900000000043 23.6843 15.8987 14.389500000000011 10.7407 15.85610000000001 22.78559999999996 36.6447 54.305400000000013 79.194500000000005 86.033500000000004 92.856999999999999 92.354999999999976 91.351100000000002 82.312700000000007 69.999700000000004 60 66.666399999999982 75.471500000000006 77.777299999999997 82.755200000000002 87.048199999999994 88.198700000000002 88.378699999999981 90.03279999999998 82.466200000000086 82.156299999999973 74.349700000000013 79.069900000000004 68.478200000000001 69.999799999999993 59.419899999999998 69.6965 61.193700000000042 69.333100000000002 69.620199999999983 59.155000000000001 41.095900000000043 32.394399999999997 54.321100000000001 74.074200000000005 75.987700000000004 50.705100000000037 51.400100000000002 54.411799999999999 83.561499999999995 80.769099999999995 73.417600000000107 57.322800000000001 49.275400000000012 35.593200000000003 23.077000000000009 21.495199999999969 15.200100000000001 22.875900000000001 22.0932 21.591100000000001 15.379200000000001 15.1616 25.373100000000001 19.7773 54.101300000000002 65.432000000000002 92.272000000000006 87.606700000000004 87.472899999999981 83.232600000000005 76.811400000000006 49.206300000000013 19.718399999999971 5.3764500000000002 7.9176700000000002 25.494900000000001 46.686999999999998 76.654899999999998 87.281800000000004 76.763300000000001 76.462599999999995 75.982900000000001
PowerShares DB US Dollar Bullish Fund - ADX May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 19.22039999999997 20.788099999999979 21.484199999999969 22.876200000000001 25.449499999999968 28.035499999999971 30.5321 32.027300000000011 32.779300000000013 33.987499999999997 35.526900000000012 37.0944 38.619600000000013 40.035800000000002 41.500600000000013 43.255500000000012 45.001100000000001 45.762100000000061 45.795800000000042 46.148200000000003 44.6374 42.569900000000011 41.532900000000012 39.8596 38.425700000000013 36.094100000000012 33.552600000000012 31.751799999999989 29.842399999999969 29.242399999999979 28.625399999999981 26.68509999999997 24.815300000000001 23.218299999999989 21.6096 20.171800000000029 19.149899999999999 19.552 19.497 19.387 19.393999999999991 19.400399999999969 18.44889999999997 18.305700000000002 18.17279999999997 18.259899999999991 18.448199999999979 18.943999999999981 18.574900000000021 17.7029 17.151299999999999 16.479099999999971 15.5319 15.447699999999999 16.095599999999969 16.857700000000001 17.106200000000001 16.38939999999997 16.1206 15.620200000000001 15.6716 14.9321 14.101900000000001 14.5015 14.944800000000001 14.9133 14.2569 13.805999999999999 13.772500000000001 13.5861 13.023 13.025700000000001 12.625299999999999 12.25340000000001 13.100199999999999 14.343 15.824199999999999 16.734100000000009 17.484599999999968 18.580499999999969 19.010200000000001 19.030100000000001 19.7459 9999999997 19.967599999999969 20.41069999999997 21.027999999999999 21.725699999999971 21.902899999999971 23.394300000000001 24.7791 26.536100000000001 28.32369999999997 30.467999999999989 32.872900000000001 34.8765 36.053199999999997 37.218500000000013 37.150100000000002 37.4499 36.838100000000011 36.524500000000003 35.395800000000001 34.885199999999998 34.271300000000011 33.891300000000001 33.701300000000003 32.413400000000003 32.417400000000001 32.669800000000002 32.403000000000013 30.96389999999997 29.627700000000001 28.6614 28.06609999999997 27.242299999999972 27.202000000000002 27.72149999999997 27.3977 26.367699999999989 25.411300000000001 23.611400000000021 22.069599999999969 20.7212 19.3094 17.998399999999972 16.78099999999997 15.9678 14.865900000000011 15.192600000000001 15.879200000000001 16.149000000000001 16.795099999999969 17.52659999999997 18.38639999999997 19.184799999999989 20.176600000000001 20.583399999999969 20.96109999999997 22.1797 21.708 299999999969 21.270600000000002 20.864100000000001 20.48669999999996 20.42269999999996 20.363199999999981 19.6737 18.683 18.45819999999997 18.249399999999969 18.399899999999999 18.701000000000001 19.604700000000001 20.150600000000001 18.974499999999971 18.0047 17.104099999999999 16.2394 16.481499999999969 16.70639999999997 17.5261 18.430099999999989 19.6813 21.2166 22.3551 22.224399999999989 21.979800000000001 21.752800000000001 21.816800000000018 21.318000000000001 20.854900000000018 19.86029999999997 18.936800000000009 18.117599999999999 18.072800000000001 17.287400000000002 16.558199999999989 16.40469999999997 16.42739999999997 16.955699999999968 17.516900000000021 17.349499999999971 17.193999999999999 17.3094 16.140699999999971 15.055500000000009 14.256 13.5136 12.824299999999999 12.7621 12.514699999999999 13.0379 14.410299999999999 15.763299999999999 17.538900000000009 17.6492 17.869700000000002 17.54169999999997 17.174099999999999 16.542699999999979 15.956500000000011 15.8741 15.709199999999999 14.6571 13.680199999999999 13.7986 14.0015 14.19 14.4693 15.950900000000001 17.967499999999969 20.005400000000002 22.321400000000001 24.472399999999968 26.134799999999991 28.06629999999997 30.47149999999997 32.362700000000011 33.351199999999999 34.628600000000013 34.699200000000012 35.72570000000006 36.372600000000013 36.543599999999998 37.241700000000002 36.855400000000003 35.509300000000003 35.009100000000011 34.9895 34.679400000000001 34.470999999999997 33.217799999999997 32.535000000000011 32.017400000000002 32.037300000000002 31.1889 30.4011 29.534500000000001 29.101199999999999 27.955399999999969 26.4101 25.99459999999997 24.912800000000001 24.449099999999969 23.309699999999989 22.251799999999989 20.705599999999968 19.343399999999971 18.334700000000009 17.816400000000009 16.886900000000001 16.023800000000001 15.5085 15.348000000000001 15.5014 15.643800000000001 15.134 14.2126 14.0296 14.8293 15.86990000000001 15.2682 14.9819 14.6203 14.4329 14.953400000000009 14.2651 14.5562 PowerShares DB US Dollar Bullish Fund - DI+ May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 37.875100000000003 38.417900000000003 40.222900000000053 43.833000000000013 49.266600000000011 50.355200000000004 48.629300000000043 44.636800000000001 40.248000000000012 40.691600000000001 43.59 42.8611 42.250500000000002 40.391599999999997 39.368500000000012 42.290000000000013 42.152200000000001 38.761000000000003 36.205100000000037 37.796000000000042 33.668400000000013 31.340399999999971 36.769400000000012 34.090500000000013 33.1 30.66979999999997 28.746599999999969 26.774100000000001 26.34979999999997 23.229699999999969 21.7502 28.058800000000009 27.272200000000002 27.415699999999969 25.94559999999996 25.4819 26.577500000000001 21.8461 22.700099999999981 24.408099999999969 23.26239999999996 22.143000000000001 31.1875 35.350999999999999 34.119800000000012 34.244600000000013 33.336300000000001 34.918200000000013 32.688600000000001 30.7517 30.424699999999969 29.08739999999997 27.61680000000003 31.264099999999981 35.880400000000002 34.969200000000001 32.479999999999997 27.877400000000009 25.835599999999989 26.721999999999991 25.294499999999989 28.662699999999969 26.678599999999989 25.413399999999989 24.491800000000001 26.792999999999989 29.921099999999981 27.890899999999991 26.504100000000001 26.896100000000001 28.5929 26.8691 28.279299999999989 27.2075 24.093299999999989 21.7 20.536899999999999 22.584900000000001 22.504200000000001 20.729099999999971 23.834599999999991 24.896699999999989 21.676100000000009 21.184699999999989 20.201899999999991 19.551100000000009 18.769599999999969 19.93059999999997 16.92129999999997 16.1844 14.4427 13.9923 12.4085 11.124000000000001 11.710699999999999 14.755800000000001 13.98580000000001 18.701899999999991 17.796099999999981 22.21569999999997 20.841799999999989 25.318200000000001 23.2134 22.418099999999971 21.484699999999979 21.018000000000001 23.174600000000009 20.604800000000029 19.322800000000001 21.606999999999999 27.76899999999997 26.519500000000001 25.4619 24.329899999999999 25.474299999999989 23.32519999999997 21.235199999999971 25.122199999999989 28.898700000000002 27.66839999999997 32.8142 31.2315 29.639600000000002 29.44239999999996 27.9343 26.474 25.009599999999971 26.013100000000001 33.9895 36.0032 34.572700000000012 36.655700000000003 36.333100000000002 36.128800000000012 35.174500000000002 36.037100000000002 33.750500000000002 32.330300000000001 38.521300000000011 34.147500000000001 32.760800000000003 31.83279999999997 31.1982 25.238600000000002 24.328 699999999969 27.0794 27.516800000000021 25.4376 24.105899999999991 23.45649999999997 22.157499999999999 20.56629999999997 21.46239999999996 30.7471 34.290000000000013 33.041899999999998 30.639800000000029 27.41969999999997 25.9512 23.267099999999989 22.434200000000001 20.6435 19.1782 19.5916 25.078699999999969 24.640599999999989 23.331900000000029 21.87249999999997 23.259499999999989 22.6235 25.0732 23.656199999999991 29.895099999999989 32.300699999 999999 29.902499999999971 28.15180000000003 30.206800000000001 24.6724 22.867599999999989 21.8355 24.695399999999989 23.923199999999969 22.956699999999969 29.045399999999969 27.351700000000001 26.252599999999969 24.355499999999989 23.154100000000021 21.803000000000001 22.336300000000001 20.7943 18.6843 17.8706 16.199200000000001 18.079599999999989 21.840399999999971 24.120999999999999 22.862199999999969 30.646999999999991 29.189 29.527100000000001 30.20329999999997 27.773800000000001 26.40159999999997 32.134800000000013 31.3674 30.28839999999996 29.70169999999997 36.715700000000012 41.135700000000043 41.518800000000013 41.3675 38.307600000000001 35.477499999999999 37.199300000000036 43.055400000000013 40.910600000000002 38.5471 40.5242 36.573800000000013 43.9071 41.723900000000043 40.009800000000013 43.617800000000003 39.113600000000012 35.872200000000007 40.614400000000003 43.174300000000002 39.969800000000014 39.143800000000013 35.3736 99999999999 36.784100000000002 36.348300000000002 39.213300000000011 36.767400000000002 35.116300000000003 33.603400000000001 32.846899999999998 31.907900000000001 30.18049999999997 35.134400000000007 33.100200000000001 36.374600000000001 33.331499999999998 32.000800000000012 29.75369999999997 29.832599999999989 30.261599999999969 26.3 30.566499999999969 29.0761 29.086599999999969 30.268099999999968 30.748299999999968 29.368699999999968 27.651000000000021 25.508699999999969 23.8504 21.721399999999981 20.590299999999989 28.686199999999989 26.399899999999999 25.9116 24.896999999999991 22.380400000000002 33.178300000000043 38.618400000000001 PowerShares DB US Dollar Bullish Fund - DI- May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 16.760499999999968 16.010300000000001 15.541 14.602499999999999 12.7422 11.945 11.042999999999999 14.30290000000001 16.218399999999971 13.6747 12.46050000000001 11.57500000000001 11.080299999999999 10.5928 9.6759500000000003 8.6403799999999986 8.1204100000000015 11.0427 13.3119 12.354799999999999 20.202100000000002 22.8386 20.659300000000009 23.637699999999999 22.1661 27.315799999999989 28.453199999999971 31.646999999999991 29.135300000000001 35.911700000000003 33.039100000000012 28.891200000000001 27.5502 26.1006 26.309799999999989 24.73829999999997 23.6327 36.238800000000012 35.685700000000011 34.579600000000013 34.521100000000011 32.86 27.613199999999999 25.366199999999989 24.482699999999959 23.120100000000001 21.8126 20.7773 24.772599999999969 27.069900000000001 24.90299999999997 24.907299999999989 25.895099999999989 23.415900000000001 21.7501 20.202299999999969 21.50209999999997 32.119700000000002 33.303100000000001 32.081499999999998 35.175400000000003 31.88309999999997 36.3604000 00000013 37.880899999999997 37.284200000000013 35.882800000000003 33.554299999999998 32.705100000000037 34.662200000000013 33.6554 32.051400000000001 34.9422 32.811799999999998 31.568199999999969 39.401000000000003 40.745900000000013 42.730800000000002 40.645400000000002 39.355200000000004 40.989899999999999 39.384099999999997 36.796700000000037 39.428600000000003 38.534799999999997 36.747100000000003 35.563200000000002 35.4741 32.662200000000013 42.225600000000043 40.386800000000001 42.617100000000001 43.782900000000012 47.167400000000001 50.911299999999997 48.226000000000013 45.905700000000003 44.738100000000053 39.9803 42.8874 40.262200000000043 40.8645 38.553600000000003 41.490400000000001 38.410800000000002 36.811599999999999 36.012 34.380000000000003 40.418400000000013 41.014499999999998 39.202100000000037 35.526700000000012 33.928100000000043 35.233600000000003 36.745000000000012 35.566200000000002 40.29890000000006 43.580500000000001 40.290700000000037 37.518000000000001 35.920700000000011 32.674900000000001 32.523800000000001 31.594000000000001 30.010300000000001 28.47309999999997 26.984599999999968 27.862599999999969 26.296099999999981 22.925099999999969 21.692 23.214099999999991 21.902099999999969 20.867799999999971 19.641200000000001 19.122399999999971 18.12559999999997 19.876300000000001 19.039899999999999 17.297999999999991 24.94129999999997 23.928499999999961 23.25059999999997 22.78709999999997 37.5366 36.183200000000006 33.575800000000001 30.90749999999997 34.794800000000002 32.973300000000002 34.180400000000013 36.5946 39.352600000000002 37.538200000000003 33.1004 30.778399999999969 29.658100000000001 33.863300000000002 40.813800000000001 38.627900000000011 41.527800000000013 41.831099999999999 43.813400000000001 46.027100000000011 42.758400000000002 38.0319 36.051099999999998 34.136500000000012 34.681899999999999 31.361999999999991 30.5044 28.807600000000001 27.179500000000001 24.07849999999997 22.683900000000001 25.949299999999969 24.430099999999989 22.59809999999997 34.5809 37.171900000000001 36.246500000000012 33.530200000000001 32.481699999999996 33.593300000000013 29.601199999999999 27.8751 28.362299999999969 26.312799999999989 25.014900000000019 27.72329999999997 26.9162 31.087700000000002 36.473700000000001 35.756300000000003 38.363900000000001 37.003600000000013 34.283000000000001 31.50659999999997 29.3322 25.931100000000001 24.697500000000009 24.29629999999997 23.4938 27.2346 25.889099999999981 23.588099999999969 22.4177 21.646599999999989 20.5975 17.592399999999969 15.9244 15.1632 12.9102 11.95300000000001 12.547499999999999 11.37140000000001 10.1851 11.222 14.1843 13.06650000000001 17.363199999999981 15.0009 15.91260000000001 17.655200000000001 16.003299999999989 20.2241 24.92259999999996 22.595800000000001 20.91369999999997 21.216999999999999 20.271799999999971 25.1325 22.7089 21.674900000000029 20.068299999999969 24.430099999999989 23.332999999999991 24.912699999999969 25.702499999999969 24.536200000000001 26.5916 23.135100000000001 26.6205 25.0581 28.110000000000021 26.9878 30.116099999999999 28.873100000000001 27.2577 32.853200000000001 27.764600000000002 26.41079999999997 24.376300000000001 23.18 21.591200000000001 20.62249999999997 23.3156 26.674299999999999 30.140899999999991 36.376899999999999 37.737100000000012 33.3018 33.100100000000012 31.617900000000031 31.68509999999997 34.799800000000012 29.827900000000021 26.648199999999989
PowerShares DB US Dollar Bullish Fund - Relative Strength Index (RSI) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 70.769200000000026 72.585999999999999 73.839399999999998 76.346199999999996 81.630300000000005 82.751800000000003 80.631299999999996 71.724300000000014 65.649900000000002 73.5702 75.67149999999998 77.80889999999998 78.487399999999994 78.487399999999994 76.67489999999998 80.940900000000084 81.147200000000026 75.025399999999948 67.223299999999995 69.918400000000005 57.769000000000013 58.981000000000002 61.740200000000002 62.892200000000003 57.886699999999998 53.848200000000013 49.104700000000001 44.422400000000003 49.598100000000052 42.373699999999999 43.925900000000013 54.487699999999997 52.278500000000037 55.027700000000003 53.143600000000013 55.983800000000002 57.181699999999999 43.889800000000001 44.615600000000001 46.067400000000013 45.309899999999999 45.309899999999999 57.474200000000003 62.022600000000011 58.858800000000002 61.289200000000001 61.895200000000003 63.436300000000003 58.353099999999998 55.029000000000003 54.081099999999999 53.096100000000042 52.580399999999997 59.738900000000037 60.861699999999999 64.096700000000013 57.296500000000037 47.003300000000003 46.6113 48.012300000000003 45.443800000000003 52.709200000000003 54.3461 43.099900000000012 42.094800000000014 44.110300000000002 48.008000000000003 46.270500000000013 44.956299999999999 45.511800000000001 48.847700000000003 44.900500000000001 47.198000000000043 45.660200000000003 38.845399999999998 34.749500000000012 33.371499999999997 38.004600000000003 39.3033 35.681100000000001 38.398400000000002 41.713200000000001 35.889699999999998 35.889699999999998 35.889699999999998 38.039500000000011 37.145200000000003 34.523200000000003 26.47329999999997 31.4909 26.72169999999997 26.21859999999997 22.95999999999999 20.77509999999997 22.92909999999997 27.857900000000019 26.062899999999981 32.731100000000012 32.107400000000013 35.420400000000001 38.025900000000043 40.606500000000011 37.848500000000001 44.4161 42.894000000000013 42.132900000000042 45.065100000000037 38.126700000000042 38.4559 41.790900000000043 49.9664 47.4056 45.4009 43.901400000000002 44.558800000000012 40.014499999999998 35.278900000000043 41.390600000000013 46.249400000000001 46.249400000000001 52.016199999999998 52.016199999999998 53.181399999999996 53.181399999999996 53.181399999999996 53.181399999999996 49.920500000000011 52.2836 61.9512 64.530799999999999 61.822500000000012 63.992500000000042 63.992500000000042 66.733599999999996 67.270300000000006 68.369299999999996 67.154999999999 987 67.154999999999987 69.655099999999948 57.808300000000003 56.768500000000053 57.59 57.59 39.369700000000002 40.337699999999998 46.747 43.848200000000013 41.756900000000002 40.374299999999998 38.881100000000004 35.894799999999996 32.063700000000011 37.218100000000042 47.511200000000002 50.081800000000001 48.263600000000011 42.896600000000007 40.473200000000013 42.230600000000003 35.945100000000011 35.945100000000011 32.387500000000003 31.901700000000002 30.903399999999969 41.708000000000013 41.708000000000013 41.708000000000013 41.708000000000013 41.708000000000013 44.013599999999997 47.375999999999998 47.375999999999998 63.709000000000003 63.709000000000003 55.885899999999999 58.251899999999999 63.2102 45.086300000000001 41.584400000000002 39.914999999999999 44.696800000000003 46.232800000000012 43.623100000000044 51.060500000000012 51.060500000000012 49.544400000000003 49.544400000000003 49.544400000000003 45.340899999999998 46.321800000000003 41.508600000000001 35.5426 34.360700000000001 33.172800000000002 36.959000000000003 44.531399999999998 43.802500000000002 49.975100000000012 58.408800000000006 59.028700000000043 59.453499999999998 60.302999999999997 55.643500000000003 56.369600000000013 60.543200000000013 61.853099999999998 61.853099999999998 62.573600000000013 71.763200000000026 75.419399999999996 75.794399999999996 78.912700000000001 79.543400000000005 69.4739 74.169200000000004 76.445200000000085 75.422799999999981 72.2988 75.568200000000004 66.216700000000003 72.456800000000001 68.452000000000012 67.646699999999996 70.958200000000005 63.9131 57.126400000000011 63.043100000000003 65.599400000000003 62.285300000000042 61.9818 53.5246 60.396300000000011 59.801200000000001 63.305700000000002 59.576700000000002 59.576700000000002 56.261000000000003 54.603100000000012 57.018300000000011 53.928600000000003 52.104200000000013 49.690400000000011 53.193100000000037 47.284300000000002 48.516100000000002 45.110600000000012 43.467700000000001 48.207500000000003 39.123700000000042 52.087299999999999 51.594300000000011 53.490600000000001 52.932300000000012 56.815399999999997 56.191400000000002 53.053600000000003 47.357699999999987 42.4497 37.808 37.015500000000003 46.135000000000012 45.660400000000003 48.512700000000002 48.512700000000002 43.013800000000003 54.409300000000002 59.301099999999998
Technical Analysis – USD: Conclusion
I have concluded that I will go LONG the U.S Dollar
I will enter right away, as the spot price is above the 50 SMA.
Enter @ 22.60
Expert Opinions – USD
FXstreet.com
Chief Strategist Valeria Bednarik stated that the pair "trades above 100.70, establishing a fresh high since May 2009, and with no aims of retreating any. Market players are now eying 101.44, [the] April 2009 monthly high, and dips toward 99.70/100.00, if any, will be seen as strong buying opportunities.“
Forbes
Bearish in short-term.
“The dollar has rallied since February, but it now hitting resistance.”
Seeking Alpha
Columnist Kathy Lien is bullish on the dollar and believes it could hit 105 against the yen.
Hedging Analysis
USD
Hedging Analysis – USD: Spot and Futures Chart
As you can see, futures are above spot.
PowerShares DB US Dollar Bullish Fund - Price (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 22.2 22.24 22.271599999999989 22.335000000000001 22.52 22.57 22.55 22.45999999999999 22.39 22.62 22.7 22.79 22.82 22.82 22.8 22.97999999999999 22.99 22.919999999999991 22.82 22.9 22.71 22.74 22.81000000000002 22.84 22.759999999999991 22.69 22.6 22.5 22.6 22.43 22.45999999999999 22.7 22.65000000000002 22.72 22.68 22.75 22.77999999999999 22.47 22.48659999999996 22.52 22.5 22.5 22.8 22.95 22.88 22.95999999999999 22.97999999999999 23.03 22.93 22.86 22.84 22.82 22.81000000000002 22.97999999999999 23.01 23.1 22.97999999999999 22.75 22.74 22.77 22.71 22.87 22.91 22.63000000000002 22.6 22.64 22.72 22.68 22.65000000000002 22.66 22.72 22.64 22.68 22.65000000000002 22.5 22.39 22.35 22.419999999999991 22.439999999999991 22.35 22.39 22.439999999999991 22.3 22.3 22.3 22.330000000000009 22.31000000000002 22.25 22.01 22.08 21.91 21.89 21.75 21.64 21.67 21.74 21.67 21.77 21.75 21.8 21.84 21.88 21.815000000000001 21.919999999999991 21.886599999999969 21.87 21.91 21.754999999999999 21.759999999999991 21.81000000000002 21.95 21.9 21.86 21.830000000000009 21.84 21.75 21.64 21.73 21.81000000000002 21.81000000000002 21.91 21.91 21.93 21.93 21.93 21.93 21.89 21.919999999999991 22.07 22.12 22.09 22.13000000000002 22.13000000000002 22.18 22.19 22.21 22.2 22.2 22.24 22.14 22.13000000000002 22.14 22.14 21.93 21.939999999999991 22.01 21.97 21.939999999999991 21.919999999999991 21.896599999999989 21.85 21.77999999999999 21.830000000000009 21.95 21.984999999999989 21.95999999999999 21.88 21.84 21.86 21.75 21.75 21.68 21.67 21.65000000000002 21.759999999999991 21.759999999999991 21.759999999999991 21.759999999999991 21.759999999999991 21.77999999999999 21.81000000000002 21.81000000000002 21.99 21.99 21.919999999999991 21.95 22.02 21.8 21.74 21.71 21.77 21.79 21.75 21.85 21.85 21.830000000000009 21.830000000000009 21.830000000000009 21.77999999999999 21.79 21.73 21.64 21.62 21.6 21.636600000000001 21.71 21.7 21.77 21.89 21.9 21.906599999999969 21.919999999999991 21.87 21.88 21.939999999999991 21.95999999999999 21.95999999999999 21.97 22.13000000000002 22.22 22.23 22.32 22.34 22.25 22.37 22.439999999999991 22.43 22.4 22.49 22.39 22.56 22.51 22.5 22.59 22.5 22.4 22.54 22.610000000000021 22.56 22.55549999999997 22.419999999999991 22.58 22.57 22.66 22.6 22.6 22.546600000000002 22.52 22.57 22.52 22.49 22.45 22.51 22.41 22.43 22.37 22.34 22.41 22.23 22.47 22.45999999999999 22.5 22.49 22.57 22.56 22.51 22.41 22.31000000000002 22.2 22.18 22.330000000000009 22.32 22.37 22.37 22.26499999999999 22.47999999999999 22.6 US Dollar (NYF) Continuous Contract - Futures Price Close (Right) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 80.257000000000005 80.403999999999996 80.518600000000006 80.748000000000005 81.38 81.524000000000001 81.540000000000006 81.424000000000007 81.232000000000014 81.647999999999996 82.235000000000014 82.486999999999995 82.522999999999982 82.522999999999982 82.581000000000003 83.085999999999999 83.128999999999948 82.972999999999999 82.661000000000001 82.912999999999997 82.378999999999948 82.10599999999998 82.562000000000012 82.548000000000002 82.449000000000026 82.057000000000002 81.988 81.604999999999976 82.215999999999994 81.585999999999999 81.733999999999995 82.488 82.441999999999993 82.662000000000006 82.539000000000001 82.81 83.007000000000005 81.753 81.837999999999994 82.007999999999996 81.871999999999986 81.871999999999986 82.941999999999993 83.561000000000007 83.350999999999999 83.558999999999983 83.727999999999994 83.808999999999983 83.474000000000004 83.2180000000 00004 83.168000000000006 83.195999999999998 82.98 83.572999999999979 83.815000000000012 84.144999999999996 83.641000000000005 82.85899999999998 82.765000000000001 82.867999999999995 82.710000000000022 83.177999999999983 83.450999999999993 82.446000000000026 82.304000000000002 82.438999999999993 82.710000000000022 82.631 82.486000000000004 82.527000000000001 82.711000000000027 82.417000000000101 82.662999999999982 82.5 81.92 81.497000000000085 81.35899999999998 81.60299999999998 81.691000000000003 81.381 81.563999999999993 81.712999999999994 81.215999999999994 81.215999999999994 81.215999999999994 81.316000000000003 81.235000000000014 81.033000000000001 80.233999999999995 80.343000000000004 79.835999999999999 79.722999999999999 79.236999999999995 78.840999999999994 79.114999999999995 79.346000000000004 79.126999999999981 79.477999999999994 79.397999999999996 79.576999999999998 79.607999999999976 79.948000000000022 79.592000000000013 80.025000000000006 79.947600000000136 79.909000000000006 80.063999999999993 79.440000000000026 79.427999999999997 79.621999999999986 80.069000000000003 80.016999999999996 79.86 79.739999999999995 79.805999999999983 79.464000000000027 79.058999999999983 79.424999999999997 79.688000000000002 79.736000000000004 80.08 80.015000000000001 80.117999999999995 80.155999999999949 80.318000000000012 79.986999999999995 79.986999999999995 80.135999999999981 80.682999999999979 80.843000000000004 80.715000000000003 80.867000000000004 80.885999999999981 81.098000000000013 81 .10599999999998 81.14 81.099999999999994 81.138000000000005 81.31 80.921999999999997 81 80.965999999999994 80.965999999999994 80.236000000000004 80.266000000000005 80.430000000000007 80.353999999999999 80.209000000000003 80.162999999999982 80.066000000000003 79.871999999999986 79.634 79.763999999999996 80.253 80.402000000000001 80.33 80.054000000000002 79.81 79.912999999999997 79.654999999999987 79.62 79.387 79.313000000000002 79.31 79.712000000000003 79.745000000000005 79.745000000000005 79.703999999999994 79.718999999999994 79.784999999999997 79.870999999999981 79.870999999999981 80.515000000000001 80.61 80.369 80.444999999999993 80.676999999999978 79.816999999999993 79.611000000000004 79.540000000000006 79.831999999999994 79.853999999999999 79.711000000000027 80.116 80.116 79.972999999999999 79.989999999999995 80.007000000000005 79.819999999999993 79.867999999999995 79.623999999999981 79.325999999999979 79.225999999999999 79.135000000000005 79.281000000000006 79.572999999999979 79.533000000000001 79.766999999999996 80.257000000000005 80.316000000000003 80.340300000000013 80.388999999999982 80.162999999999982 80.167000000000002 80.537999999999997 80.575999999999979 80.575999999999979 80.545000000000002 81.154999999999987 81.551000000000002 81.584999999999994 81.777000000000001 81.940000000000026 81.671999999999983 82.003 82.357999999999976 82.254999999999995 82.147000000000006 82.507000000000005 82.122999999999948 82.730999999999995 82.58 82.595000000000013 82.902000000000001 82.622999999999948 82.465999999999994 82.899000000000001 83.211000000000027 82.948000000000022 82.905000000000001 82.528999999999982 82.995000000000005 83.048000000000002 83.411000000000101 83.174999999999983 83.174999999999983 82.991000000000085 82.899000000000001 83.092000000000013 82.861000000000004 82.795000000000002 82.60299999999998 82.869 82.414000000000101 82.634 82.325000000000003 82.406000000000006 82.507000000000005 81.822999999999979 82.790999999999997 82.680999999999983 82.846000000000004 82.823999999999998 83.185999999999979 83.025999999999982 82.84 82.570999999999998 82.202000000000012 81.807000000000002 81.522000000000006 82.281999999999996 82.194999999999993 82.377999999999986 82.334999999999994 81.950999999999993 82.874999999999986 83.230999999999995
USD: Basis (Primary Asset – Hedging Asset)
According to this one-year chart, it appears that the trend is marginally strengthening.
PowerShares DB US Dollar Bullish Fund - FG_PRICE_ICS(varCCY,varSPL,varSPN,,,varWGT) - US Dollar (NYF) Continuous - Futures - Price - Close May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 -58.057000000000002 -58.164000000000001 -58.247 -58.412999999999997 -58.86 -58.954000000000001 -58.99 -58.964000000000013 -58.841999999999999 -59.028000000000013 -59.535000000000011 -59.697000000000003 -59.703000000000003 -59.703000000000003 -59.781000000000013 -60.106000000000002 -60.139000000000003 -60.052999999999997 -59.841000000000001 -60.013000000000012 -59.669000000000011 -59.366 -59.7520000000000 02 -59.708000000000013 -59.689 -59.366999999999997 -59.387999999999998 -59.105000000000011 -59.616 -59.156000000000013 -59.274000000000001 -59.788000000000011 -59.792000000000037 -59.942 -59.859000000000002 -60.06 -60.227000000000011 -59.283000000000001 -59.351299999999988 -59.488 -59.372 -59.372 -60.142000000000003 -60.610999999999997 -60.470999999999997 -60.599000000000011 -60.748000000000012 -60.779000000000003 -60.543999999999997 -60.357999999999997 -60.328000000000003 -60. 375999999999998 -60.17 -60.593000000000011 -60.805 -61.045000000000002 -60.661000000000001 -60.109000000000002 -60.025000000000013 -60.098000000000013 -60 -60.308 -60.540999999999997 -59.816000000000003 -59.704000000000001 -59.799000000000042 -59.99 -59.951000000000001 -59.836000000000013 -59.866999999999997 -59.991 -59.777000000000001 -59.982999999999997 -59.85 -59.42 -59.107000000000014 -59.009 -59.183 -59.250999999999998 -59.031000000000013 -59.174000000000007 -59.273000000000003 -58.915999999999997 -58.915999999999997 -58.915999999999997 -58.985999999999997 -58.925000000000011 -58.783000000000001 -58.224000000000011 -58.263000000000012 -57.926000000000002 -57.833000000000013 -57.487000000000002 -57.201000000000001 -57.445 -57.606000000000002 -57.457000000000001 -57.708000000000013 -57.648000000000003 -57.777000000000001 -57.768000000000043 -58.068000000000012 -57.777000000000001 -58.105000000000011 -58.061 -58.039000000000001 -58.154000000000003 -57.685000000000002 -57.668000000000013 -57.811999999999998 -58.119 -58.116999999999997 -58 -57.91 -57.966000000000001 -57.714000000000013 -57.418999999999997 -57.695000000000043 -57.878 -57.926000000000002 -58.17 -58.105000000000011 -58.188000000000002 -58.226000000000013 -58.387999999999998 -58.057000000000002 -58.097000000000001 -58.216000000000001 -58.613 -58.723000000000013 -58.625000000000043 -58.737000000000002 -58.756 -58.917999999999999 -58.915999999999997 -58.93 -58.9 -58.93800 0000000002 -59.07 -58.782000000000011 -58.87 -58.826000000000001 -58.826000000000001 -58.305999999999997 -58.326000000000001 -58.42 -58.384 -58.269000000000013 -58.243000000000002 -58.169300000000042 -58.022000000000013 -57.853999999999999 -57.933999999999997 -58.302999999999997 -58.417000000000002 -58.37 -58.174000000000007 -57.97 -58.052999999999997 -57.905000000000001 -57.87 -57.707000000000001 -57.643000000000001 -57.660000000000011 -57.951999999999998 -57.984999999999999 -57.984999999999999 -57.944000000000003 -57.959000000000003 -58.005000000000003 -58.061 -58.061 -58.525000000000013 -58.620000000000012 -58.449000000000012 -58.495000000000012 -58.656999999999996 -58.017000000000003 -57.871000000000002 -57.83 -58.062000000000012 -58.064 -57.961000000000013 -58.266000000000012 -58.266000000000012 -58.143000000000001 -58.160000000000011 -58.177 -58.04 -58.078000000000003 -57.894000000000013 -57.686 -57.606000000000002 -57.535000000000011 -57.64 4300000000001 -57.863 -57.833000000000013 -57.997 -58.366999999999997 -58.415999999999997 -58.433600000000013 -58.469000000000001 -58.293000000000013 -58.287000000000013 -58.598000000000013 -58.616 -58.616 -58.575000000000003 -59.025000000000013 -59.331000000000003 -59.354999999999997 -59.457000000000001 -59.6 -59.422000000000011 -59.633000000000003 -59.917999999999999 -59.825000000000003 -59.747 -60.017000000000003 -59.733000000000011 -60.171000000000006 -60.07 -60.095000000000013 -60.311999999999998 -60.123000000000012 -60.066000000000003 -60.359000000000002 -60.601000000000013 -60.387999999999998 -60.349499999999999 -60.109000000000002 -60.414999999999999 -60.478000000000002 -60.750999999999998 -60.575000000000003 -60.575000000000003 -60.444299999999998 -60.378999999999998 -60.522000000000013 -60.341000000000001 -60.305 -60.153000000000013 -60.359000000000002 -60.003999999999998 -60.204000000000001 -59.954999999999998 -60.066000000000003 -60.097000000000001 -59.593000000000011 -60.321000000000012 -60.221000000000011 -60.345999999999997 -60.334000000000003 -60.616 -60.466000000000001 -60.33 -60.161000000000001 -59.892000000000003 -59.607000000000014 -59.341999999999999 -59.951999999999998 -59.875 -60.008000000000003 -59.965000000000003 -59.686 -60.395000000000003 -60.275000000000013
Hedging Analysis – USD: Commitment of Traders
| Commercial | Changes in Commitments from 04/30 |
| Long: 11,293 | Long: +1,323 |
| Short: 50,768 | Short: -1,464 |
As of May 7th, 2013:
U.S DOLLAR INDEX - ICE FUTURES U.S (Options and Futures Combined
After investigating the most recent Commitment of Traders data, it appears that the SHORT hedgers are in control. This is a BACKWARDATION MARKET.
However, long hedgers seem to be gaining some traction!
Hedging Analysis – USD: Pairs trade with gold
Definition of 'Pairs Trade‘
Matching long and short positions in two stocks of the same sector. Creates a hedge against the sector and the overall market that the two stocks are in. The hedge created is essentially a bet that you are placing on the two stocks; the stock you are long in versus the stock you are short in.
There is an intrinsic co-relation between gold prices and the US dollar
When the demand for the US dollar falls, banks as well as investors around the world invest more in gold.
2. When the US dollar appreciates, an increasing number of investors shift their investments from gold to the US dollar. This fall in demand causes the value of gold to depreciate.
Hedging Analysis – USD: Pairs trade with gold
Gold line – Gold Blue Line – U.S Dollar Index
This 2008 chart is an example of the inverse relationship between Gold and the U.S dollar. As the U.S Dollar strengthens, GOLD WEAKENS!
2008 – Gold Vs. U.S Dollar Index NOV 07- Oct 08
Hedging Analysis – USD: Pairs trade with gold
Gold line – Gold Green Line – U.S Dollar Index Red Line – S&P 500
2012 – Gold vs. U.S Dollar Index June 29- Sept 17th
This shows a more recent inverse relationship, As dollar weakens, GOLD STRENGTHENS!
Hedging Analysis – USD: Conclusion
I WILL SHORT GOLD IF THIS FALLS BELOW THE 20 DAY MOVING AVERAGE (Support) @138.90
However, I will not take a position if it breaks through the 50 Day Moving Average (resistance) of 147.50…That would show strength in gold!
SPDR Gold Trust - Price (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 154.77000000000001 153.56 152.816 151.33000000000001 149.74 149.46 152.80000000000001 154.55000000000001 154.65 152.08000000000001 151.62 151.41 152.68 152.68 151.02000000000001 151.91 151.62 157.5 157.32000000000019 157.13999999999999 157.21 154.5 154.72999999999999 155.36000000000001 156.459 157.12 157.75 157.84 157.93 157.16 155.97 152.01499999999999 152.63999999999999 153.76 152.62 152.83000000000001 151.05000000000001 155.19 155.15600000000001 155.09 157.46 157.46 155.68 153.71 154.04 152.15 152.99 152.59 154.13999999999999 154.21 153.47 153.05000000000001 153.38000000000019 153.66999999999999 153.03 153.52000000000001 155.66999999999999 156.77000000000001 157.54 157.43 156.49 155.13999999999999 154.13 155.55000000000001 156.30000000000001 156.47999999999999 156.99 157.18 155.99 155.13 155.63 156.56 156.72 157.26 158.83000000000001 160.54 161.88999999999999 161.97 161.36000000000001 161.63999999999999 160.59 160.52000000000001 164.22 164.22 164.22 164.48000000000019 164.31 164.89 168.44 167.29 167.9 167.92 171.31 171.8 170.4 171.72 171.74 171.47 171.96 171.05 170.77 169.81 172.34 171.89 172.16 172.29499999999999 172.41 173.61 172.62 172.05 170.99 170.84 171.32000000000019 170.06 168.35000000000019 169.42 169.54 168.78899999999999 166.97 167.58 165.42500000000001 164.86 166.02 165.93 165.93 165.93 166.83 166.07 162.6 163.22999999999999 166.3 166.49 167.99 167.82000000000019 167.4500000000001 167.1 167.14 166.09 165.88000000000019 167.87 167.39 167.56 167.56 169.61 169.43 168.71 166.55 167.18100000000001 166.05 166.07499999999999 166.126 164.42 164.12 164.5 165.16499999999999 165.8 165.65 165.77 164.37 164.13 164.44 162.08000000000001 161.69 159.72999999999999 160.33000000000001 160.62 160.62 160.78 161.16 160.54 162.02000000000001 162.02000000000001 161.19999999999999 160.44 159.43 160.56 160.49 161.97999999999999 161.06 161.54 162.55800000000019 162.65 163.35000000000019 163.09 163.09 163.66999999999999 163.21 161.41999999999999 160.65 160.29 160.99 162.19 161.19999999999999 161.44999999999999 161.63300000000001 162 161.96 162.38999999999999 161.84 161.57 160.946 159.69999999999999 159.88999999999999 159.05000000000001 158.34800000000001 155.76 155.76 155.33000000000001 151.44 152.62 152.97 154.34 156.22 154.57 153 152.44 152.30000000000001 152.38000000000019 153.22999999999999 152.69 152.71 152.99 154.19 153.66 153.68 154.001 155.38000000000019 156.08000000000001 155.37 156.24600000000001 155.55000000000001 155.24 154.72 155.36000000000001 154.47 154.47 154.60300000000001 154.66999999999999 152.43 150.72999999999999 150.29 152.81 152.16 153.34 150.75 151.05000000000001 143.94999999999999 131.31 132.80000000000001 132.87 134.30000000000001 135.47 137.9 136.88000000000019 138.369 141.63 140.91 142.30000000000001 142.77000000000001 141.11000000000001 141.91999999999999 142.09 142.15 140.38000000000019 142.46 140.81 139.6 SPDR Gold Trust - MA-50D (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 160.8510000000002 160.596 160.5 160.309 160.05000000000001 159.767 159.517 159.28 159.072 158.86800000000019 158.709 158.51499999999999 158.34299999999999 158.16499999999999 157.9820000000002 157.816 157.65700000000001 157.577 157.435 157.31299999999999 157.227 157.09200000000001 156.94399999999999 156.792 156.72399999999999 156.72200000000001 156.71100000000001 156.70099999999999 156.672 156.59399999999999 156.49200000000019 156.27799999999999 156.114 155.97999999999999 155.8270000000002 155.697 155.53 155.44300000000001 155.416 155.363 155.32600000000019 155.28299999999999 155.17599999999999 155.023 154.86600000000001 154.68199999999999 154.53 154.40299999999999 154.29599999999999 154.19900000000001 154.148 154.12 154.09200000000001 154.09399999999999 154.12799999999999 154.20400000000001 154.3280000000002 154.40700000000001 154.46700000000001 154.523 154.61099999999999 154.68100000000001 154.73599999999999 154.79300000000001 154.86600000000001 155.06200000000001 155.16999999999999 155.16300000000001 155.137 155.096 155.065 155.10599999999999 155.14599999999999 155.184 155.23099999999999 155.30000000000001 155.3820000000002 155.465 155.53399999999999 155.62299999999999 155.71600000000001 155.88600000000019 156.11699999999999 156.18700000000001 156.3270000000002 156.56399999999999 156.79300000000001 157.07 157.33500000000001 157.57900000000001 157.78800000000001 157.99700000000001 158.31 158.672 158.999 159.38999999999999 159.76499999999999 160.143 160.499 160.83600000000001 161.18199999999999 161.517 161.89599999999999 162.261 162.518 162.64599999999999 163.3520000000002 163.68899999999999 163.99100000000001 164.28299999999999 164.57300000000001 164.8870000000002 165.23099999999999 165.52099999999999 165.762 166.02500000000001 166.286 166.52200000000019 166.71799999999999 166.9500000000001 167.15600000000001 167.34 167.53 167.7139999999998 167.8870000000002 168.029 168.155 168.239 168.251 168.28899999999999 168.3820000000002 168.5 168.649 168.721 168.786 168.83800000000019 168.89500000000001 168.91900000000001 168.86800000000019 168.87899999999999 168.869 168.86200000000019 168.78700000000001 168.74299999999999 168.72399999999999 168.66300000000001 168.56 168.47399999999999 168.35600000000019 168.32300000000001 168.25700000000001 168.13 168.01599999999999 167.85900000000001 167.72499999999999 167.595 167.46600000000001 167.333 167.148 166.97900000000001 166.82600000000019 166.648 166.465 166.233 166.03899999999999 165.88399999999999 165.708 165.53299999999999 165.3810000000002 165.25200000000001 165.14099999999999 165.07300000000001 164.94200000000001 164.833 164.703 164.595 164.4680000000001 164.3870000000002 164.35600000000019 164.3220000000002 164.24700000000001 164.17 164.078 163.983 163.89599999999999 163.8270000000002 163.749 163.655 163.55099999999999 163.399 163.27099999999999 163.16399999999999 163.036 162.87299999999999 162.82400000000001 162.72499999999999 162.59 162.506 162.4 162 .31 162.267 162.18100000000001 162.09100000000001 161.989 161.86600000000001 161.678 161.477 161.27099999999999 160.98400000000001 160.749 160.52600000000001 160.32400000000001 160.20699999999999 160.065 159.93 159.77199999999999 159.60599999999999 159.441 159.29 159.12100000000001 158.964 158.78299999999999 158.62700000000001 158.43700000000001 158.286 158.15700000000001 158.07599999999999 157.98700000000019 157.88399999999999 157.77000000000001 157.66 157.53399999999999 157.37700000000001 157.23099999999999 157.053 156.8810000000002 156.76900000000001 156.71299999999999 156.4880000000002 156.238 156.01599999999999 155.85900000000001 155.696 155.54300000000001 155.31399999999999 155.11099999999999 154.761 154.148 153.56399999999999 152.97399999999999 152.423 151.90100000000001 151.465 151.005 150.59100000000001 150.25700000000001 149.96 149.691 149.44 149.233 149.01900000000001 148.80099999999999 148.55800000000019 148.24100000000001 147.999 147.755 147.49800000000019 SPDR Gold Trust - MA-100D (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 162.268 162.24100000000001 162.22399999999999 162.191 162. 13900000000001 162.124 162.148 162.17400000000001 162.19999999999999 162.16200000000001 162.11099999999999 162.047 162.00200000000001 161.964 161.8880000000002 161.81 161.72300000000001 161.70500000000001 161.68600000000001 161.65199999999999 161.608 161.541 161.46700000000001 161.38900000000001 161.334 161.24100000000001 161.14599999999999 161.03399999999999 160.93299999999999 160.81200000000001 160.67599999999999 160.48600000000019 160.33600000000001 160.20099999999999 160.03100000000001 159.874 159.70400000000001 159.58500000000001 159.54300000000001 159.46100000000001 159.364 159.25800000000001 159.13399999999999 158.99800000000019 158.86500000000001 158.67599999999999 158.477 158.27199999999999 158.09100000000001 157.916 157.71600000000001 157.60400000000001 157.47200000000001 157.345 157.21899999999999 157.12700000000001 157.047 156.9620000000001 156.874 156.797 156.739 156.69499999999999 156.626 156.56800000000001 156.51499999999999 156.43899999999999 156.41399999999999 156.37 156.286 156.20500000000001 156.14599999999999 156.09899999999999 156.04499999999999 155.9880000000002 155.977 156.011 156.047 156.083 156.10300000000001 156.108 156.10400000000001 156.08200000000019 156.11600000000001 156.12799999999999 156.15299999999999 156.19499999999999 156.245 156.30000000000001 156.38900000000001 156.471 156.55699999999999 156.63999999999999 156.74299999999999 156.84700000000001 156.93199999999999 157.036 157.148 157.273 157.3980000000002 157.517 157.66499999999999 157.81800000000001 157.994 158.17699999999999 158.31700000000001 158.3870000000002 158.84 159.048 159.22900000000001 159.40299999999999 159.59200000000001 159.78399999999999 159.983 160.15700000000001 160.31399999999999 160.49800000000019 160.67400000000001 160.846 160.941 161.04300000000001 161.126 161.203 161.31800000000001 161.43 161.535 161.63 161.727 161.81 161.8580000000002 161.911 162.00200000000001 162.108 162.267 162.41900000000001 162.55600000000001 162.70099999999999 162.84399999999999 162.994 163.101 163.22900000000001 163.3280000000002 163.429 163.548 163.70699999999999 163.86100000000019 164.02699999999999 164.16200000000001 164.30800000000019 164.42700000000019 164.46700000000001 164.54599999999999 164.65600000000001 164.767 164.87799999999999 164.99299999999999 165.12100000000001 165.24199999999999 165.34299999999999 165.41900000000001 165.48500000000001 165.55500000000001 165.61099999999999 165.67599999999999 165.732 165.78 165.82300000000001 165.86700000000019 165.91 165.95100000000019 165.98500000000001 166.04499999999999 166.114 166.23599999999999 166.273 166.29499999999999 166.31200000000001 166.31200000000001 166.31299999999999 166.303 166.30500000000001 166.3139999 9999999 166.33500000000001 166.363 166.3520000000002 166.34100000000001 166.333 166.3220000000002 166.28700000000001 166.209 166.13900000000001 166.07 166.01300000000001 165.91200000000001 165.80800000000019 165.78 165.72399999999999 165.626 165.53299999999999 165.43700000000001 165.333 165.29499999999999 165.21899999999999 165.11 165.00299999999999 164.863 164.702 164.536 164.369 164.15899999999999 163.94900000000001 163.75200000000001 163.57499999999999 163.4280000000002 163.26499999999999 163.08200000000019 162.90600000000001 162.745 162.57499999999999 162.41200000000001 162.251 162.108 161.9620000000001 161.85000000000019 161.738 161.614 161.495 161.38999999999999 161.291 161.17599999999999 161.078 161.00800000000001 160.9280000000002 160.81200000000001 160.70099999999999 160.565 160.43199999999999 160.34700000000001 160.304 160.15700000000001 159.99299999999999 159.83500000000001 159.70500000000001 159.548 159.40700000000001 159.239 159.07400000000001 158.81700000000001 158.43600000000001 158.077 157.74 157.411 157.10599999999999 156.82300000000001 156.548 156.29 156.06200000000001 155.81899999999999 155.584 155.35500000000019 155.10900000000001 154.88399999999999 154.66399999999999 154.441 154.22399999999999 154.03200000000001 153.84200000000001 153.63499999999999 (MOV 20D) SPDR Gold Trust - Price (Right) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 159.34 158.976 158.82300000000001 158.51900000000001 157.99299999999999 157.5 157.16900000000001 156.91900000000001 156.69800000000001 156.337 0000000001 155.93700000000001 155.4560000000001 155.02099999999999 154.56100000000001 154.04599999999999 153.61199999999999 153.245 153.14599999999999 153.05800000000019 153.11500000000001 153.25200000000001 153.239 153.297 153.499 153.834 154.21700000000001 154.465 154.62899999999999 154.79300000000001 155.047 155.26499999999999 155.29499999999999 155.29300000000001 155.34700000000001 155.42700000000019 155.47300000000001 155.44499999999999 155.32900000000001 155.292 155.21799999999999 155.23400000000001 155.24600000000001 155.30500000000001 155.25399999999999 155.1880000000001 154.97300000000001 154.76599999999999 154.50800000000001 154.32300000000001 154.137 153.953 153.80699999999999 153.875 153.92700000000019 153.88999999999999 153.935 154.077 154.363 154.48100000000019 154.59800000000001 154.54900000000001 154.43299999999999 154.35600000000019 154.44800000000001 154.56100000000001 154.94200000000001 155.16200000000001 155.31399999999999 155.40299999999999 155.48600000000019 155.61500000000001 155.77399999999989 155.92599999999999 156.13800000000001 156.40299999999999 156.64699999999999 156.90299999999999 157.124 157.3210000000002 157.578 157.8510000000002 158.16999999999999 158.60400000000001 158.73599999999999 159 159.41 159.80099999999999 160.196 160.75899999999999 161.32400000000001 161.96299999999999 162.577 163.315 164.06899999999999 164.726 165.37 165.93 166.40899999999999 166.90899999999999 167.393 167.85000000000019 168.31100000000001 168.90199999999999 169.285 169.554 169.68899999999999 170.47499999999999 170.911 171.12 171.3580000000002 171.512 171.65799999999999 171.65899999999999 171.572 171.46899999999999 171.35400000000001 171.2439999999998 171.11 170.86100000000019 170.68700000000001 170.42 170.173 169.8570000000002 169.559 169.24 168.93199999999999 168.65299999999999 168.27600000000001 167.77500000000001 167.334 167.09899999999999 166.8820000000002 166.71499999999989 166.60300000000001 166.55800000000019 166.44200000000001 166.3220000000002 166.18700000000001 166.13300000000001 166.14699999999999 166.24600000000001 166.3810000000002 166.4580000000002 166.642 166.81700000000001 166.9560000000001 166.94200000000001 166.99700000000001 167.17 167.21799999999999 167.31399999999999 167.22 167.102 166.92700000000019 166.79499999999999 166.71199999999999 166.64 166.571 166.48500000000001 166.3980000000002 166.226 165.96100000000001 165.667 165.27600000000001 164.81200000000001 164.37100000000001 163.96700000000001 163.678 163.37700000000001 163.102 162.89599999999999 162.77600000000001 162.56399999999999 162.3280000000002 162.00899999999999 161.755 161.49100000000001 161.37100000000001 161.21799999999999 161.07300000000001 161.096 161.14400000000001 161.3250000000001 161.46299999999999 161.5870000000001 161.739 161.86100000000019 161.874 161.87899999999999 161.79300000000001 161.74100000000001 161.69200000000001 161.69200000000001 161.74299999999999 161.786 161.87100000000001 161.941 162.036 162.029 162.05500000000001 162.024 161.96299999999999 161.83000000000001 161.65 161.399 161.03299999999999 160.666 160.249 159.661 159.221 158.8370000000001 158.53899999999999 158.30099999999999 157.91999999999999 157.51 157.059 156.57400000000001 156.095 155.637 155.18 154.73699999999999 154.40100000000001 154.11600000000001 153.84700000000001 153.614 153.52600000000001 153.50700000000001 153.54400000000001 153.74100000000001 153.9220000000002 154.05099999999999 154.096 154.02099999999999 154.06 154.13399999999999 154.23500000000001 154.31399999999999 154.35400000000001 154.35600000000019 154.23099999999999 154.11099999999999 154.11600000000001 154.07499999999999 154.03200000000001 153.8870000000002 153.755 153.25299999999999 152.04900000000001 150.88500000000019 149.76 148.66300000000001 147.65899999999999 146.792 145.9 145.05099999999999 144.40899999999999 143.73099999999999 143.11199999999999 142.62899999999999 142.148 141.72999999999999 141.19399999999999 140.69300000000001 140.04499999999999 139.631 139.119 138.90100000000001
Investment Recommendation – USD
LONG the PowerShares DB US Dollar Index Bullish Fund (UUP) @22.60
As my Basis is strengthening moderately, in a BACKWADATION market, I will HEDGE.
Short Futures
Pairs Trade with GOLD (SPDR GLD TRUST ETF)
I will also SHORT GOLD ETF if it FALLS BELOW THE 20 DAY MOVING AVERAGE (Support) @138.90
(Fell below on 5/13/13 (2:09 P.M) )
(UUP) Profit Exit Point –23.10 (2 Year High)
Loss Exit Point – 22.46 (20 day SMA (support)
Raised Stop to 22.75 (May 17th) (locked in 15 cent profit)
(GLD) Profit Exit Point – 131.07 (RSI fall below 30) 27.31 (May 17th)
I covered my short position here.
Loss Exit Point - 147.50 (50 Day SMA) (resistance)
Fundamental Analysis
Fundamental Analysis – S&P 500
Standard & Poor’s and its predecessor organizations have been in business for 152 years.
As one of the world's leading providers of independent credit risk research and benchmarks, it publishes more than a million credit ratings on debt issued by sovereign, municipal, corporate and financial sector entities.
Fundamental Analysis – S&P 500
The Standard & Poor's 500 Composite Stock Price Index is a capitalization-weighted index of 500 stocks intended to be a representative sample of leading companies in leading industries within the U.S. economy.
Stocks in the Index are chosen for market size, liquidity, and industry group representation.
The S&P 500 serves as a benchmark to investors. In turn, the investors seek to outperform the S&P 500.
Fundamental Analysis – S&P 500
This graph shows that the S&P index has climbed a total of 300 points during the past year.
Technical Analysis
S&P Stochastic - Directions
As we can see from the graph, the S&P 500 is near 100%, and that the yellow line (F-stoch) is undercutting the blue line (S-stoch) towards the top of the chart.
This indicates an upward direction of the wind.
S & P 500 - Stochastic %D May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 21.49049999999998 13.927099999999999 6.4528799999999986 2.409959999999999 6.4389700000000003 16.530799999999989 33.941400000000002 50.486499999999999 64.329099999999983 69.983400000000003 73.833100000000002 70.457400000000007 63.629000000000012 42.248700000000021 26.020800000000001 14.540800000000001 24.404299999999989 40.924700000000001 64.692099999999982 76.025099999999981 80.031800000000004 70.243499999999997 66.253 64.473600000000005 75.186699999999973 84.683199999999999 90.530600000000007 81.669200000000004 64.655999999999963 39.261400000000002 23.909199999999981 18.068899999999989 27.6205 46.052300000000002 53.6877 68.958500000000001 88.347700000000003 96.894300000000001 97.477999999999994 90.742999999999995 74.561800000000005 49.276500000000013 28.966599999999989 18.5413 26.015499999999989 40.219300000000011 63.013199999999998 79.380300000000005 90.5601999999 99995 88.6815 78.007499999999993 56.870199999999997 36.724900000000012 28.069299999999981 38.094800000000014 59.245700000000021 77.741600000000034 84.130499999999998 69.065899999999999 66.0899 74.913500000000042 83.243600000000043 89.504099999999994 89.815799999999982 89.309899999999999 84.703700000000012 76.938800000000001 72.777900000000002 76.766599999999997 86.051100000000005 86.715300000000013 76.868099999999998 55.285100000000021 39.882100000000001 31.245299999999979 37.402800000000013 45.602300000000021 50.537200000000013 48.753800000000012 46.916800000000002 43.242700000000013 44.645800000000001 46.458100000000002 57.803899999999999 70.545500000000004 84.901900000000026 89.767100000000042 88.160600000000002 87.291900000000027 87.029499999999999 85.227900000000005 79.424099999999996 72.676699999999983 65.936300000000003 61.024300000000011 54.322100000000013 44.122300000000017 29.164200000000001 20.194600000000001 19.96249999999997 26.1127 29.187799999999989 46.3307 58.104900000000001 70.022999999999982 74.792000000000002 63.6145 43.690100000000022 21.4788 9.6322699999999983 9.6367099999999972 24.681799999999988 49.8887 74.268199999999993 79.668299999999974 66.479200000000006 41.594100000000012 23.882899999999989 12.8283 11.373200000000001 14.604900000000001 22.339500000000001 31.264500000000002 47.218300000000013 56.560700000000011 62.3658 56.587200000000003 50.018100000000011 38.332900000000002 23.555299999999981 12.6173 8.4765000000000068 8.4160300000000028 8.3737500000000 047 11.2011 24.788900000000002 47.605600000000003 73.950400000000002 90.496499999999997 98.356399999999979 98.534899999999993 94.905500000000004 89.380200000000002 84.340300000000013 85.802599999999998 85.438699999999997 84.711000000000027 80.186599999999999 68.094099999999997 59.540100000000002 56.8752 63.3919 72.709800000000001 78.634299999999996 74.600899999999982 59.782300000000021 45.3598 44.873800000000003 58.362300000000012 74.440799999999996 76.534600000000026 68.716899999999995 50.539500000000011 32.886299999999999 23.061999999999991 20.3644 30.127099999999999 42.396000000000001 83.550299999999993 94.956100000000006 94.642899999999983 93.188699999999983 88.249300000000005 82.866100000000003 81.753100000000003 86.382499999999979 91.823399999999978 93.399600000000007 90.659699999999987 89.524199999999993 90.288799999999981 94.592500000000001 97.240899999999996 95.475499999999982 91.569900000000004 87.443000000000026 88.997500000000045 86.195999999999998 78.138299999999987 67.414500000000061 62.937899999999999 53.9848 53.083399999999997 51.976599999999998 65.382299999999987 74.452399999999983 77.954800000000006 84.959400000000002 89.519099999999995 90.245500000000007 88.541399999999996 82.744200000000035 74.861400000000003 71.789100000000005 62.857699999999987 52.0608 36.380600000000001 27.02539999999998 24.500699999999981 26.310300000000009 38.194200000000002 55.513800000000003 72.656599999999983 84.084000000000003 89.968800000000002 92.951300000000003 94.177599999999998 95.261500000000026 95.363500000000002 93.703900000000004 90.465500000000006 89.181200000000004 83.773399999999981 71.273200000000003 59.2378 51.163600000000002 55.234000000000002 54.641000000000012 62.527100000000011 67.097499999999997 80.969700000000003 87.918200000000013 89.709500000000006 90.605099999999979 86.090300000000013 71.691400000000002 59.150300000000001 43.800699999999999 44.078500000000012 50.093800000000002 67.232799999999983 80.887200000000007 89.701400000000007 81.924999999999997 66.107999999999976 42.83 9000000000013 29.871600000000001 21.58929999999998 25.914300000000001 39.909000000000013 61.914900000000003 80.913100000000043 87.428799999999981 86.724599999999995 85.1571 82.384699999999995 79.247700000000023 75.223399999999998 77.003200000000007 80.562899999999999 87.223100000000002 95.10299999999998 95.482299999999995 94.248199999999997 89.751099999999994 89.804100000000005 90.599100000000007 S & P 500 - Stochastic %K May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 14.136799999999999 3.6000299999999998 1.621699999999999 2.0081500000000001 15.686999999999999 31.897200000000009 54.239900000000013 65.322299999999998 73.424899999999994 71.203000000000003 76.871499999999983 63.297600000000003 50.718000000000011 12.730499999999999 14.613899999999999 16.277999999999999 42.320900000000002 64.175199999999961 87.580200000000005 76.319999999999993 76.195399999999978 58.215000000000003 64.348699999999994 70.857100000000003 90.354500000000002 92.838099999999983 88.399199999999993 63.770100000000021 41.798700000000018 12.2155 17.7133 24.277999999999999 40.870199999999997 73.008799999999979 79.671299999999974 92.996399999999994 99.037899999999993 98.648700000000005 94.747400000000013 78.832899999999981 50.105200000000011 18.8916 17.902899999999981 18.829499999999989 41.314 60.514299999999999 87.211500000000044 90.415300000000002 94.053799999999981 81.575499999999963 58.3932 30.641999999999999 21.139700000000001 32.426300000000012 60.718600000000002 84.592299999999994 87.913900000000027 79.885399999999962 64.266599999999997 70.957300000000004 89.516599999999997 89.257000000000005 89.738799999999998 90.451499999999996 87.739400000000003 75.920299999999997 67.156699999999987 75.256900000000002 87.886399999999981 95.01 77.249600000000044 58.344799999999999 30.260899999999989 31.040500000000002 32.434399999999997 48.733400000000003 55.639200000000002 47.239100000000022 43.383200000000002 41.9574 39.105700000000013 51.448500000000003 48.819899999999997 73.143199999999993 89.673499999999962 91.889099999999999 87.738600000000005 84.853999999999999 89.283100000000005 86.951300000000003 79.449300000000022 71.871799999999979 66.7089 59.228300000000019 57.135900000000021 46.602100000000021 28.629000000000001 12.2613 19.6935 27.932599999999979 35.935700000000011 39.937199999999997 56.329600000000013 75.259799999999998 78.479699999999994 70.636600000000001 41.727200000000003 18.706499999999981 4.0028299999999994 6.1874599999999971 18.719799999999989 49.138300000000022 81.807900000000004 91.858499999999978 65.338499999999982 42.240700000000011 17.203199999999981 12.204700000000001 9.0771300000000004 12.8378 21.899799999999981 32.281000000000013 39.612700000000011 69.761100000000013 60.308400000000013 57.028000000000013 52.425100000000022 40.601300000000002 21.972399999999979 8.0923500000000015 7.7870900000000001 9.5500500000000006 7.9109600000000002 7.6602299999999977 18.032299999999989 48.674100000000003 76.110299999999995 97.066800000000001 98.3125 99.689799999999963 97.602499999999978 87.424300000000002 83.113799999999998 82.482699999999994 91.811200000000042 87.820499999999981 79.838999999999999 68.909600000000026 55.533800000000006 54.176900000000003 60.914999999999999 75.0839 82.130600000000001 78.688499999999962 62.983600000000003 37.675000000000011 35.420900000000003 61.525600000000011 78.140500000000003 83.656299999999973 67.806899999999999 54.6875 29.124099999999999 14.847200000000001 25.214600000000001 21.031500000000001 44.135300000000022 62.0212 94.269499999999994 96.238399999999999 93.420900000000003 89.906899999999993 81.420199999999994 77.271100000000004 86.568000000000012 95.308599999999998 93.593700000000013 91.296499999999995 87.088799999999978 90.187299999999993 93.590300000000013 100 98.132499999999979 88.294100000000043 88.283000000000001 85.7517 92.957899999999995 79.878399999999957 61.578700000000012 60.786300000000011 53.720600000000012 39.589300000000001 58.8748 57.465800000000002 79.806299999999993 86.0852 87.052399999999963 88.986800000000002 93.485399999999998 88.264399999999995 83.874499999999998 76.093800000000002 64.615899999999982 74.657700000000006 49.299600000000012 32.225200000000022 27.617100000000011 21.233799999999981 24.651399999999999 33.045700000000011 56.885300000000001 76.610299999999995 84.474100000000007 91.16 7599999999993 94.264799999999994 93.421600000000026 94.846400000000003 97.516400000000004 93.727700000000013 89.867599999999996 87.801300000000012 89.874799999999979 73.644000000000005 50.300800000000002 53.768700000000017 49.421200000000013 62.512 51.989800000000002 73.079499999999982 76.223299999999995 93.606300000000005 93.9251 87.497600000000034 84.283900000000003 80.061800000000005 50.728600000000021 46.660600000000002 34.013000000000012 51.562000000000012 64.706300000000013 85.43 92.52519999999999 8 91.149000000000001 62.101000000000013 45.074100000000001 21.342099999999981 23.198599999999981 20.2271 34.3172 65.182799999999958 86.244700000000023 91.312000000000012 84.729699999999994 84.132199999999983 86.60939999999998 76.412300000000002 74.721300000000014 74.536600000000007 80.501400000000004 92.430999999999997 94.701800000000006 98.17619999999998 93.568799999999982 90.999700000000004 84.684799999999981 93.727999999999994 93.384399999999999
S&P ADX - Strength
As we can see from the ADX chart, the blue (ADX) is sharply upward sloping, while the +DI (yellow) is above the blue line and also upward sloping, and the –DI (purple is below the blue line and downward sloping.
The upward sloping blue and yellow lines indicate that the strength of the wind is increasing.
| ADX Value | Trend Strength |
| 0-25 | Absent or Weak Trend |
| 25-50 | Strong Trend |
| 50-75 | Very Strong Trend |
| 75-100 | Extremely Strong Trend |
S & P 500 - ADX May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 35.933100000000003 37.578600000000002 39.610600000000012 41.756900000000002 43.316400000000002 43.584600000000002 44.243000000000002 44.540599999999998 44.811100000000003 45.062400000000011 44.226200000000013 43.812399999999997 43.8977 44.6584 45.634700000000002 46.073 44.367800000000003 41.946599999999997 39.923300000000012 37.478900000000003 35.266400000000012 33.029900000000012 30.778699999999979 29.241399999999981 28.081299999999981 27.75869999999998 27.459 25.6875 24.042499999999979 23.08199999999999 22.190200000000001 20.70059999999998 19.7529 19.465299999999981 19.437899999999999 19.382999999999988 19.6724 19.941099999999981 20.152100000000001 19.28269999999997 18.38359999999998 17.26169999999998 16.406300000000002 16.08329999999998 15.170400000000001 14.32270000000001 14.0335 14.320600000000001 14.857200000000001 14.6562 14.278600000000001 14.348699999999999 14.4138 13.5116 13.923299999999999 14.411899999999999 14.7203 14.6188 13.544600000000001 13.617900000000001 14.0167 14.3871 14.8171 14.9802 15.131600000000001 15.5091 15.859600000000009 16.74049999999998 17.6281 18.1891 19.207100000000001 19.719200000000001 19.558 19.166 19.005400000000002 18.486199999999979 18.031300000000009 16.854800000000012 15.8276 15.5097 14.87380000000001 13.894 12.9842 14.035299999999999 15.3781 16.32569999999998 17.205599999999979 18.125499999999981 20.366800000000001 22.864799999999981 24.869900000000001 26.549399999999981 28.275099999999981 28.861799999999981 29.72349999999998 29.641999999999999 28.491399999999981 26.47 25.2317 24.081800000000001 23.8367 23.714200000000009 22.900699999999979 23.216200000000001 23.96569999999997 24.242599999999982 23.318000000000001 21.717600000000001 20.210899999999999 19.2959 18.194400000000009 17.719000000000001 17.72 17.838999999999999 16.99799999999999 16.705499999999979 17.226199999999981 17.7331 18.309200000000001 18.94759999999998 19.540500000000002 20.090900000000001 20.407299999999989 19.733899999999991 20.14490000000001 20.81420000000001 20.131100000000011 21.062799999999982 22.3504 23.714200000000009 24.980499999999981 26.385699999999989 28.327999999999999 30.261900000000001 32.193900000000021 31.785900000000002 31.191400000000009 30.5244 29.90499999999999 27.983799999999981 26.1997 24.543099999999981 23.8337 22.457799999999981 21.180199999999989 20.691700000000001 19.714700000000001 18.622599999999981 18.003 17.427800000000001 16.3184 15.173299999999999 15.0848 15.3078 14.5227 13.5214 13.376400000000009 14.289099999999999 15.1366 15.635300000000001 15.17540000000001 14.7483 14.351800000000001 13.418699999999999 13.6472 13.8742 13.284700000000001 12.737299999999999 14.93420 0000000001 16.1067 16.96859999999997 17.2942 17.769599999999979 18.653099999999991 19.49939999999998 20.0717 20.3794 20.712700000000002 21.776299999999988 22.814399999999999 23.77839999999998 25.09539999999998 26.5305 28.203299999999981 29.809899999999999 31.3017 33.026200000000003 34.659000000000013 35.539500000000011 36.955199999999998 37.212500000000013 37.727000000000011 38.554099999999998 39.322200000000002 38.898400000000002 38.936900000000001 38.948900000000002 38.972700000000003 39.316899999999997 39.815600000000003 39.893900000000002 40.0608 40.215800000000002 40.921900000000001 39.915100000000002 37.137 34.831400000000002 33.482200000000013 32.469500000000011 30.835899999999999 29.7135 27.659500000000001 26.031199999999991 25.717300000000009 25.527899999999999 25.383900000000001 25.650800000000011 26.115200000000009 26.57559999999998 27.0031 27.8263 28.608699999999981 27.994199999999989 26.715199999999989 25.882399999999979 24.599 399999999989 23.40809999999998 22.941099999999981 22.5075 22.11600000000001 22.315300000000001 22.500399999999988 22.351900000000011 22.2776 22.3781 20.818300000000001 19.369900000000001 19.28309999999998 18.819700000000001 17.738499999999981 17.978599999999989 18.742699999999981 18.791599999999981 18.252800000000001 17.752400000000002 17.82869999999998 18.334800000000008 18.66480000000001 18.114599999999999 17.0869 16.363499999999981 16.306699999999989 16.1386 16.637599999999999 17.153800000000011 17.14190000000001 17.2013 18.398299999999981 18.790299999999981 19.574300000000001 20.971800000000009 22.577400000000001 24.1677 25.644400000000001 27.1281 29.149100000000001 31.3782 S & P 500 - DI+ May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 10.451000000000001 9.6431899999999988 8.7241999999999997 7.9548699999999997 9.0064200000000003 13.4255 12.0924 12.835100000000001 12.310700000000001 11.7675 15.608599999999999 14.153700000000001 12.9072 11.2182 10.510400000000001 11.99550000000001 21.2746 25.350200000000001 23.562699999999989 24.754200000000001 23.0961 22.7514 23.49499999999999 25.933800000000009 26.4589 30.5106 28.673500000000001 25.037800000000011 23.8536 21.556899999999999 20.411100000000001 23.20959999999998 21.540500000000002 30.160499999999981 30.282800000000002 30.527200000000001 32.484000000000002 31.014399999999991 29.607800000000012 27.242799999999981 26.291899999999991 23.568299999999979 22.406099999999981 20.891500000000001 25.666799999999981 24.709700000000002 26.00549999999998 28.389500000000002 29.488299999999981 27.632899999999999 24.6995 22.422999999999981 21.242499999999989 26.86219999999998 33.953299999999999 33.563400000000001 32 .442400000000013 30.8217 32.494900000000001 33.601500000000001 34.943800000000003 33.713200000000001 33.438100000000013 31.8126 30.49499999999999 31.133600000000001 30.180099999999989 33.145500000000013 33.107700000000001 31.968299999999982 33.921799999999998 32.115000000000002 29.742299999999979 27.1755 27.633099999999999 26.315799999999989 25.326699999999981 23.267099999999989 23.101900000000011 22.46249999999997 21.183700000000002 19.6021 18.710100000000001 28.5183 30.760899999999989 29.0307 27.546600000000002 27.359300000000001 36.683400000000013 39.660500000000013 37.822600000000001 36.634900000000002 37.250400000000013 34.704800000000013 36.709700000000012 34.692900000000023 30.222499999999989 28.220199999999981 30.450199999999981 28.396999999999991 30.422499999999982 31.435300000000002 28.7302 31.788599999999981 33.685200000000002 32.149100000000011 29.431899999999999 27.41780000000001 26.41559999999998 24.447199999999981 24.127099999999999 30.029299999999989 32.348500000000001 31.2698 26.697099999999999 24.793800000000001 21.551300000000001 20.152699999999989 18.551500000000001 17.274100000000001 16.08169999999998 14.9689 14.843999999999999 18.123100000000001 16.248699999999982 15.309100000000001 20.677700000000002 17.070399999999989 15.3688 14.1897 13.7157 12.680999999999999 11.2334 10.638400000000001 9.8071700000000011 18.727699999999981 18.931000000000001 19.172999999999991 18.748899999999981 25.281199999999981 23.949499999999979 22.715900000000001 20.179400000000001 23.506599999999981 22.694400000000009 22.91780000000001 23.364599999999989 22.27819999999998 20.4117 19.593599999999981 21.9191 21.911100000000001 26.754799999999989 27.369299999999988 25.155100000000001 24.119399999999999 27.892600000000002 34.353099999999998 32.196000000000012 30.328800000000001 27.050799999999981 26.256 25.45059999999998 23.605699999999981 20.960499999999989 19.1431 20.680099999999989 17.98269999999998 30.15410000000001 30.052499999999981 28.700500000000002 27.322900000000001 27.696400000000001 29.892399999999981 29.325299999999981 28.321000000000009 26.835000000000001 26.232399999999981 30.744599999999981 29.411300000000001 27.660399999999989 29.675799999999981 30.724599999999981 32.058900000000001 30.998699999999982 29.637799999999999 31.407900000000001 29.805099999999989 28.3492 31.90319999999998 30.729500000000002 28.381999999999991 26.245499999999989 25.020099999999989 22.898399999999981 24.918299999999981 24.673500000000001 24.184000000000001 25.711600000000001 25.808299999999988 24.246699999999979 23.347799999999989 21.7698 24.619800000000009 21.590800000000009 19.637599999999999 20.305900000000001 16.245799999999981 15.053000000000001 23.615400000000001 24.9711 22.691900000000011 23.851700000000001 30.598099999999981 30.3934 29.97659999999998 32.063800000000001 32.582900000000002 31.283699999999989 29.795000000000002 32.364899999999999 30.98889999999998 28.107099999999999 25.092199999999981 25.659800000000011 23.469399999999979 21.884899999999991 23.568599999999989 21.9819 20.572299999999981 23.0044 21.788299999999989 20.776499999999981 20.270600000000002 20.710999999999999 18.24659999999998 17.220199999999981 15.3329 15.7989 20.47659999999998 26.1251 28.918500000000002 26.895499999999981 22.308800000000009 19.999699999999979 17.395199999999988 16.056999999999999 15.578900000000001 18.4971 23.056799999999988 23.826799999999981 26.630900000000011 25.627500000000001 28.934899999999999 27.860800000000001 25.736799999999981 24.317299999999999 31.041599999999981 30.975499999999979 30.843299999999989 32.491100000000003 34.231700000000011 33.293800000000012 31.572199999999981 31.241700000000002 36.269200000000012 38.861699999999999 S & P 500 - DI- May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 38.706500000000013 37.361499999999999 42.635100000000023 44.481499999999997 40.466000000000001 37.305200000000013 39.148900000000012 36.921700000000001 35.339200000000012 33.779900000000012 31.233000000000001 31.8246 34.034000000000013 38.144500000000001 39.932300000000012 37.748400000000011 33.415999999999997 31.27999999999999 30.993599999999979 27.74769999999998 26.3094 24.625399999999988 22.794599999999988 21.5396 20.370799999999988 18.8736 17.737200000000001 23.741499999999981 22.6187 26.666599999999981 25.249300000000002 23.838699999999989 24.99939999999998 21.963099999999979 21.6677 21.076899999999991 20.1496 19.238 18.575800000000001 23.2165 22.992099999999979 24.86539999999998 24.906699999999979 26.527100000000001 24.025699999999979 23.129799999999989 21.159400000000009 19.707000000000001 18.9194 21.6921 29.8062 30.499300000000002 28.893599999999989 25.921299999999981 22.979199999999981 22.02229999999998 22.206299999999981 23.586200000000002 25.988199999999981 25.054900000000011 23.6861 22.851900000000011 22.1036 22.5213 21.588499999999989 20.5763 19.94609999999998 18.566800000000001 18.155799999999989 18.983899999999981 17.304099999999991 18.709099999999989 20.898700000000002 20.471900000000009 19.636399999999991 20.787299999999981 19.851900000000011 24.004799999999989 21.986399999999989 21.377900000000011 20.160799999999981 20.0609 19.148 16.1463 15.553900000000001 16.102499999999988 15.279299999999999 14.704800000000001 12.3901 11.4026 12.2948 12.7438 12.1829 16.149100000000001 15.3881 19.268999999999981 23.017600000000009 28.111900000000009 25.3535 23.643999999999991 22.164899999999999 21.425399999999989 19.501999999999999 18.147200000000009 16.700500000000002 18.1462 23.456600000000002 27.922799999999981 26.087599999999981 28.354700000000001 26.07259999999998 23.816199999999991 22.603999999999999 21.11440000000001 30.1447 32.140100000000011 35.158300000000011 33.107400000000013 31.4514 30.213200000000001 28.127600000000001 26.1812 24.48849999999997 22.593699999999981 27.364599999999989 28.130600000000001 25.919899999999991 34.019399999999997 35.095500000000023 34.275000000000013 33.130100000000013 33.142500000000013 37.163500000000013 37.0702 36.139600000000002 32.219200000000001 30.537800000000011 29.8963 29.234999999999999 26.849 25.434699999999989 24.124600000000001 27.085499999999989 25.758500000000002 24.86849999999998 24.264500000000002 23.0566 24.341200000000001 24.922099999999979 23.92319999999998 22.766499999999979 22.037199999999999 20.2105 18.938199999999981 23.073399999999989 24.3642 22.142600000000002 20.109100000000009 18.846499999999981 19.341999999999999 22.494299999999988 21.833400000000001 21.163799999999981 24.222299999999979 29.31480000000002 26.888599999999979 23.1435 20.124800000000011 16.357399999999991 15.7072 16.082999999999981 17.6431 16.99349999999998 16.04669999999998 15.6172 16.100000000000001 16.3156 15.7239 14.6004 13.7422 12.924099999999999 12.05750000000001 11.5998 10.7003 10.142200000000001 9.6970400000000012 9.0025000000000048 8.4345500000000015 10.2248 9.1669900000000002 9.4560700000000004 10.0342 8.9108900000000002 8.4948300000000003 11.434699999999999 10.822900000000001 10.7166 10.504 10.050700000000001 9.473370000000001 10.167299999999999 9.48306 8.8421400000000006 8.1845000000000034 12.4567 20.042699999999989 18.424199999999981 22.408799999999982 22.254999999999999 19.478699999999989 18.410900000000009 23.131000000000011 21.639399999999991 19.712499999999981 19.000499999999981 18.56359999999998 17.600999999999999 16.728599999999989 15.9152 15.1579 14.362100000000011 13.6701 18.735900000000001 20.493099999999981 18.944299999999981 20.0243 18.6724 16.764399999999981 15.6357 14.586 13.83 13.0989 13.4923 13.689 12.778700000000001 18.0505 17.0351 22.1356 20.434999999999999 19.0215 17.0213 16.029499999999981 18.14490000000001 27.963199999999979 25.068899999999989 25.460499999999989 26.713100000000001 24.86219999999998 23.051400000000001 21.399899999999999 20.7258 19.456299999999981 19.351199999999999 18.066099999999981 17.125299999999989 18.262599999999981 16.907699999999981 15.3028 15.1676 14.8972 14.2119 13.494300000000001 12.679 12.023400000000001 11.433199999999999 10.402900000000001 9.6070900000000012
S&P RSI - Longevity
As we see in the chart the blue line is over 70, which indicates an overbought condition. Usually when an overbought or undersold condition occurs, there is a strong indication this will not last long, and a change in the direction could be coming soon.
S & P 500 - Relative Strength Index (RSI) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 22.455699999999979 21.226400000000002 17.679800000000011 16.264900000000001 29.378699999999981 29.7438 31.0808 32.214100000000002 31.341799999999989 31.341799999999989 40.830800000000004 34.176200000000001 33.262300000000018 25.371600000000001 25.4542 29.8261 44.113600000000012 44.067900000000002 48.447000000000003 42.790100000000017 48.673300000000012 45.594000000000001 50.727000000000011 55.131900000000002 55.733600000000003 59.694400000000002 58.712900000000012 47.604100000000003 50.765300000000018 44.316200000000002 46.471899999999998 50.384599999999999 49.462000000000003 58.992400000000011 59.267500000000013 59.817799999999998 61.914900000000003 61.914900000000003 59.203100000000013 54.092300000000023 53.240500000000011 49.116999999999997 49.1096 46.563900000000011 54.858400000000003 53.581200000000003 57.023100000000021 59.929500000000012 61.089700000000001 54.750500000000002 49. 865900000000003 45.471899999999998 45.323900000000002 53.844999999999999 61.434899999999999 61.155300000000011 58.591900000000003 56.798100000000019 60.636800000000001 61.513100000000001 63.439400000000013 63.678600000000003 63.848400000000012 64.786900000000003 63.764900000000011 63.654299999999999 64.247900000000044 67.782399999999981 68.668099999999981 68.645099999999999 64.7804 64.917600000000036 56.468800000000002 60.824000000000012 60.328400000000002 59.466300000000011 60.107100000000003 51.927200000000013 56.078300000000013 56.078300000000013 56.078300000000013 54.810400000000001 53.616400000000013 67.979500000000002 70.002499999999998 63.425200000000011 65.209300000000013 66.391499999999994 73.861900000000006 75.319400000000002 71.898300000000006 70.490499999999997 71.055199999999999 70.39279999999998 70.294500000000042 67.296200000000013 55.361499999999999 50.181100000000001 57.365900000000003 53.474499999999999 54.755100000000013 55.395400000000002 58.712700000000012 63.465000000000003 63.111800000000002 59.293400000000013 50.0033 00000000003 45.271500000000003 45.446100000000001 43.194600000000001 50.3825 57.759600000000013 60.332000000000001 58.062500000000021 45.573500000000003 45.899900000000002 37.851399999999998 36.4041 38.8416 38.4542 38.4542 38.4542 38.6175 48.866300000000003 42.270600000000002 44.126700000000021 50.376399999999997 36.866200000000013 32.192700000000023 33.441899999999997 33.5428 31.941400000000002 27.114300000000011 26.622800000000009 30.7239 44.49960 0000000001 44.901499999999999 46.365400000000001 46.365400000000001 54.291400000000003 52.961000000000013 49.5976 54.273800000000001 56.646500000000003 56.738900000000022 55.550699999999999 53.174300000000002 51.914700000000003 53.023600000000002 55.341299999999997 57.349699999999999 57.5884 62.019300000000001 62.311500000000002 55.791200000000003 51.983199999999997 60.320600000000013 66.461300000000023 59.800800000000002 62.690600000000003 55.330399999999997 53.584099999999999 53.584099999999999 50.002 200000000002 49.1068 41.804499999999997 53.174600000000012 53.174600000000012 63.715500000000013 65.673299999999998 63.300600000000003 60.850299999999997 62.138900000000021 65.632999999999981 65.591899999999995 64.737200000000044 65.326799999999963 65.435500000000005 68.484800000000007 70.201899999999995 70.201899999999995 72.472699999999975 73.224199999999996 73.227700000000013 75.9786 73.211799999999997 75.824100000000001 70.167500000000004 66.660799999999981 72.4589 68.150000000000006 59.532200000000 003 65.454600000000042 65.742199999999997 63.858800000000002 67.0398 66.813900000000004 66.362200000000001 67.298500000000004 67.659099999999981 68.100999999999999 66.616600000000005 66.616600000000005 71.6434 56.138800000000003 50.260400000000011 56.9711 43.625500000000017 47.928500000000021 55.580500000000001 54.982100000000003 56.342200000000012 58.995200000000011 63.917000000000002 64.443100000000044 65.355199999999982 67.569199999999995 69.117199999999997 66.577600000000004 67.283699999999996 70.180599999999998 68.289100000000005 62.156599999999997 59.635100000000023 63.975700000000003 55.914499999999997 60.5169 57.486400000000003 62.219500000000011 61.656599999999997 64.069400000000002 64.069400000000002 60.875900000000001 59.279200000000003 62.732900000000022 52.841000000000001 55.698400000000021 52.078700000000012 56.524700000000003 58.851299999999988 65.67789999999998 67.396199999999993 64.604699999999994 47.5002 55.263800000000003 47.568900000000021 44.493200000000002 49.138100000000023 51.463000000000001 56.294200000000011 56.297100000000022 58.185600000000001 56.970300000000002 60.435700000000011 61.595700000000022 55.066500000000012 59.675900000000013 64.152099999999962 64.407900000000026 64.919600000000045 67.008899999999983 68.610500000000002 65.545299999999997 67.378099999999989 67.396699999999996 71.533799999999999 73.386200000000002
Technical Indicators at a Glance – S&P 500
S & P 500 - ADX (Left) Apr 2013 May 2013 13.7227 14.0212 13.136200000000001 12.314299999999999 12.7332 12.774100000000001 12 12.46450000000001 13.421200000000001 13.6996 13.545999999999999 13.4033 13.789 14.567 15.1546 14.872000000000011 14.032 13.4781 13.568 13.5397 14.1602 14.7887 14.894500000000001 15.062400000000009 16.351700000000001 17.613099999999999 19.08929999999998 20.76799999999999 22.42629999999998 23.96609999999998 25.50869999999998 27.587399999999981 29.873100000000001 31.995599999999971 34.193000000000012 S & P 500 - Stochastic %D (Right) Apr 2013 May 2013 90.605099999999979 86.090300000000013 71.691400000000002 59.150300000000001 43.800699999999999 44.078500000000012 50.093800000000002 67.232799999999983 80.887200000000007 89.701400000000007 81.924999999999997 66.107999999999976 42.839000000000013 29.871600000000001 21.58929999999998 25.914300000000001 39.909000000000013 61.914900000000003 80.913100000000071 87.428799999999981 86.724599999999995 85.1571 82.384699999999995 79.247700000000023 75.223399999999998 80.562899999999999 87.223100000000002 95.10299999999998 95.482299999999995 94.248199999999997 89.751099999999994 89.804100000000005 90.599100000000007 91.085699999999974 89.261600000000087 S & P 500 - Stochastic %K (Right) Apr 2013 May 2013 84.283900000000003 80.061800000000005 50.728600000000029 46.660600000000002 34.013000000000012 51.562000000000012 64.706300000000013 85.43 92.525199999999998 91.149000000000001 62.101000000000013 45.074100000000001 21.342099999999981 23.198599999999981 20.2271 34.3172 65.182799999999958 86.244700000000023 91.312000000000012 84.729699999999994 84.132199999999983 86.60939999999998 76.412300000000002 74.721300000000014 74.536600000000007 92.430999999999997 94.701800000000006 98.17619999999998 93.568799999999982 90.999700000000004 84.684799999999981 93.727999999999994 93.384399999999999 86.144599999999997 88.255899999999983 S & P 500 - Relative Strength Index (RSI) (Right) Apr 2013 May 2013 55.291000000000011 59.1708 49.659200000000013 52.765100000000039 49.277500000000003 54.056100000000001 56.550600000000003 63.846499999999999 65.677299999999974 62.927 46.131800000000013 54.1526 46.567800000000013 43.540100000000002 48.288700000000013 50.663900000000012 55.596000000000011 55.599000000000011 57.525700000000029 56.319200000000002 59.850200000000001 61.031700000000001 54.541200000000003 59.218100000000028 63.756900000000002 64.534800000000004 66.652099999999933 68.274699999999996 65.217799999999997 67.071899999999999 67.090700000000012 71.274100000000004 73.146500000000003 68.417700000000025 72.355099999999979
Technical Analysis – S&P: Conclusion
Based on the technical indicators, which indicated an upward trending wind with some good strength behind it.
Even with the overbought condition, I feel that with the bullish signal continuing, this is a good time to enter the market and I will be buying into the S&P 500 Index via a SPDR S&P 500 ETF.
Expert Opinions – S&P 500
Oppenheimer & Co Inc’s chief market strategist John Stoltzfus, who last year publicly predicted that the S&P 500 would reach record levels, was in Bermuda last week as the index reached an all-time high of 1,633.70.
He believes the S&P 500 will continue to advance, and has predicted a year-end target of 1,730, or over 100 points higher than it is now.
He also feels that the current period is marked by the degree of risk balanced against opportunity in the market.
Hedging Analysis
Hedging Analysis – S&P
The following hedging analysis is to determine if I should hedge my long position with a short S&P 500 futures contract form the CME (Chicago Mercantile Exchange) Group.
The following analysis will include the futures, basis and commitment of traders for the S&P 500 Index.
Hedging Analysis – S&P
Hedging Analysis – S&P
S & P 500 - Index Price Level - S & P 500 (CME) Continuous - Futures - Price - Close Apr 2013 May 2013 5.3657199999999952 5.4038000000000004 5.2907700000000002 5.9162600000000038 4.1005799999999946 5.3646199999999959 3.99011 2.0711599999999981 4.1015600000000001 2.96618 2.339839999999997 4.4846199999999996 2.37378 4.4714300000000033
Hedging Analysis – S&P: Commit. of Traders
The commitment of traders for S&P futures shows that he short hedgers dominate (short=134,661>long=112,191), and that this market is in normal backwardation.
Hedging Analysis – S&P: Conclusion
The hedging analysis reveals an upward trending futures graph with the basis rising marginally, and the commitment of traders indicates that the market is in normal backwardation, with the short hedgers dominating.
Therefore I have decided to go long with the S&P 500 Index via a SPDR S&P500 ETF, and to protect my investment against risk, I will take a short futures position.
Conditional Recommendation – S&P
On 06-MAY-2013, I took a long position with (7) SPDR S & P 500 ETFs at a cost of $162.11 x market price the current price of the index of $1614.40= $1,831,972.69 (Total value). As stated before with the current market conditions, I took a conservative approach and also on 06-may-13, I took a short futures position by selling one futures contract on the CME for $250.00 times the current market price of $1,613.30, with a total value of $403.350.00
Conditional Recommendation – S&P
On the 20th of May, I performed a mark to market check on my portfolio, which showed that the current price of my primary asset had gone up in price to 166.92 and the S&P 500 index increased to 1665.68, with a total value of $1,890,163.69 (1665.68 x 162.11(7)). So far this gives me a total profit of $58,191.00. And my hedging asset price also increased to $1,663.00 giving a total value of $415,750.00. This gives me a loss of $12,400.00. Currently, I have a total portfolio profit of $45,791.00. My Primary asset gives me a holding period return (HPR) of 76.32%, while My hedged asset gives me a HPR of -71.58%. My total portfolio HPR is 48.96%
Crude Oil Spot (CO)
Fundamental Analysis
Crude Oil Spot (CO)
Fundamental Analysis – CO
Known as Texas Light Sweet
One of the most trade futures contracts at CME.
Measured is price per bbl (barrel)
Contracts on CME are in 1000 units.
Fundamental Analysis – CO
WTI serves as a benchmark for petroleum pricing.
Oil prices are volatile in the short-run.
Serves as the main source of energy.
Reserves of crude oil are only in certain parts of the world
The scarcity adds to the issues with crude oil
Fundamental Analysis – CO
Price has been usually in the range of $90-100/bbl.
Sensitive issue, especially in the US
Data from St. Louis Fed shows price rising slightly in long run.
Technical Analysis
Crude Oil Spot (CO)
CO Stochastic -Directions
The stochastic indicator has shown generally upward movement. This is indicative of a bullish trend.
(INDEX) Crude Oil WTI (NYM $/bbl) Continuous - Price (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 100 99.813800000000001 99.441500000000104 98.497300000000024 98.294200000000075 98.568299999999994 97.603799999999978 96.233099999999993 95.4208 94.232900000000001 93.978999999999999 92.882499999999979 93.989199999999997 93.258200000000002 91.278299999999973 92.049899999999994 92.253 92.253 92.151399999999981 89.166399999999982 87.8566 84.506 85.267500000000027 85.5822 86.323399999999978 86.120399999999989 85.389300000000006 83.967900000000071 84.597399999999993 83.886600000000001 85.196399999999983 85.318299999999994 84.546600000000026 85.318299999999994 82.698699999999974 79.398899999999998 80.982799999999983 80.424400000000006 80.576699999999974 81.439700000000002 78.881100000000004 86.262500000000003 85.85299999999998 85.034000000000006 89.003900000000002 89.003900000000002 88.557199999999995 85.744700000000023 87.308299999999974 85.196399999999983 87.125599999999949 87.399699999999996 88.435300000000012 89.785700000000006 90.587800000000001 91.247800000000026 94.080600000000004 93.237899999999996 89.491300000000024 89.856799999999978 90.334000000000003 90.760400000000004 91.511799999999994 91.156399999999948 89.410100000000071 90.273099999999999 88.465800000000002 92.801300000000012 93.613500000000002 94.781200000000027 94.791300000000007 94.293800000000005 94.151600000000002 94.86239999999998 95.776200000000003 97.065600000000003 97.481899999999996 97.441300000000027 98.324700000000007 98.751099999999994 97.745900000000006 97.624099999999999 96.933700000000002 97.806799999999981 96.953999999999994 96.070599999999999 97.949000000000026 97.949000000000026 97.949000000000026 96.761100000000013 96.821999999999974 96.994600000000105 97.898200000000003 98.020099999999999 98.659699999999987 98.497300000000024 99.817200000000071 100.517 98.101299999999995 96.750900000000001 93.390100000000004 93.8369 94.314099999999996 93.339399999999998 92.77079999999998 91.359499999999983 93.258200000000002 93.603399999999979 93.799700000000001 93.897800000000004 89.491300000000024 93.116 91.25 7999999999996 90.6995 93.806399999999982 92.649000000000001 93.481499999999997 93.268299999999996 93.258200000000002 93.501800000000003 93.532300000000006 93.512 91.430600000000027 90.009100000000004 87.998700000000014 87.044300000000007 87.369200000000006 87.602799999999988 86.851399999999998 86.993600000000086 87.562100000000001 88.425200000000004 86.161000000000001 86.963099999999997 90.07 85.734499999999997 86.394499999999994 87.389499999999998 86.881900000000002 86.688999999999979 87.6434 86.76 88.252600000000001 90.64879999999998 88.08 88.719600000000071 88.719600000000071 89.63339999999998 89.085099999999983 88.516599999999997 87.816000000000003 89.420199999999994 90.273099999999999 90.334000000000003 90.455799999999982 89.856799999999978 89.2273 87.582499999999982 87.247400000000013 86.871699999999976 87.105299999999986 88.100300000000004 87.206800000000001 88.059700000000007 88.536900000000003 89.755300000000005 91.359499999999983 91.511799999999994 90.019300000000001 89.968500000000006 89.968500000000006 92.374799999999979 92.263099999999994 92.192099999999982 93.227700000000013 93.227700000000013 94.344600000000071 94.517200000000074 94.618699999999976 94.578099999999978 94.527299999999997 95.25839999999998 94.994400000000013 95.583299999999994 94.710099999999997 95.684799999999981 96.953999999999994 97.025000000000006 97.5124 98.162199999999999 96.69 97.421000000000006 97.349900000000005 97.918499999999995 99.065899999999999 99.441500000000104 98.984600000000071 99.268900000000002 98.727400000000003 97.644400000000005 98.121600000000001 98.101299999999995 97.299200000000013 97.1875 97.630799999999979 98.517600000000087 99.004900000000006 98.497300000000024 98.801900000000003 97.329599999999999 97.329599999999999 98.5886 96.679799999999958 94.263300000000001 94.5578 94.537499999999994 94.0501 94.182099999999949 93.461200000000105 92.0702 91.501599999999996 92.212400000000002 91.816400000000002 92.963700000000003 93.359699999999975 93.471400000000003 93.958699999999993 93.938400000000001 94.456199999999995 94.882699999999986 95.177099999999982 93.938400000000001 94.933499999999995 93.867400000000004 95.146699999999996 96.263499999999993 97.816999999999993 98.060699999999997 98.720600000000005 98.720600000000005 98.612300000000005 98.558199999999999 98.679999999999978 95.897999999999996 94.689799999999948 94.121200000000002 94.791300000000007 95.644200000000026 96.090900000000005 94.943600000000075 92.689599999999999 90.07 90.080200000000005 88.008899999999983 89.074999999999974 89.623299999999986 90.557400000000001 90.547200000000075 92.831700000000012 95.07559999999998 94.425799999999981 95.948800000000006 94.89279999999998 92.425600000000003 95.430999999999997 97.075799999999958 97.075799999999958 97.075799999999958 (INDEX) Crude Oil (NYM $/bbl) - Price (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 100 99.813800000000001 99.441500000000104 98.497300000000024 98.294200000000075 98.568299999999994 97.603799999999978 96.233099999999993 96.233099999999993 95.4208 94.232900000000001 93.978999999999999 92.882499999999979 93.989199999999997 93.258200000000002 91.278299999999973 92.049899999999994 92.253 92.253 92.151399999999981 89.166399999999982 87.8566 84.506 85.267500000000027 85.5822 86.323399999999978 86.120399999999989 85.389300000000006 83.967900000000071 84.597399999999993 83.886600000000001 85.196399999999983 85.318299999999994 84.546600000000026 85.318299999999994 82.698699999999974 79.398899999999998 80.424400000000006 80.576699999999974 81.439700000000002 78.881100000000004 86.262500000000003 85.85299999999998 85.034000000000006 89.003900000000002 89.003900000000002 88.557199999999995 85.744700000000023 87.308299999999974 85.196399999999983 87.125599999999949 87.399699999999996 88.435300000000012 89.785700000000006 90.587800000000001 91.247800000000026 94.080600000000004 92.841899999999995 89.491300000000024 89.856799999999978 90.334000000000003 90.760400000000004 91.511799999999994 91.156399999999948 89.410100000000071 90.273099999999999 88.465800000000002 92.801300000000012 93.613500000000002 94.781200000000027 94.791300000000007 94.293800000000005 94.151600000000002 94.86239999999998 95.776200000000003 97.065600000000003 97.481899999999996 97.441300000000027 98.162199999999999 98.751099999999994 97.745900000000006 97.624099999999999 96.933700000000002 97.806799999999981 96.953999999999994 96.070599999999999 97.949000000000026 97.949000000000026 97.949000000000026 96.761100000000013 96.821999999999974 96.994600000000105 97.898200000000003 98.020099999999999 98.659699999999987 98.497300000000024 99.817200000000071 100.517 98.101299999999995 96.750900000000001 93.390100000000004 93.27849999999998 94.314099999999996 93.339399999999998 92.77079999999998 91.359499999999983 93.258200000000002 93.603399999999979 93.799700000000001 93.897800000000004 89.491300000000024 93.116 91.257999999999996 90.6995 93.806399999999982 92.649000000000001 93.481499999999997 93.268299999999996 93.258200000000002 93.501800000000003 93.532300000000006 93.512 91.430600000000027 90.090300000000013 87.998700000000014 87.044300000000007 87.369200000000006 87.602799999999988 86.851399999999998 86.993600000000086 87.562100000000001 88.425200000000004 86.161000000000001 86.963099999999997 90.07 85.734499999999997 86.394499999999994 87.389499999999998 86.881900000000002 86.688999999999979 87.6434 86.76 87.998700000000014 90.64879999999998 88.08 88.719600000000071 88.719600000000071 89.63339999999998 89.085099999999983 88.516599999999997 87.816000000000003 89.420199999999994 90.273099999999999 90.334000000000003 90.455799999999982 89.856799999999978 89.2273 87.582499999999982 87.247400000000013 86.871699999999976 87.105299999999986 88.100300000000004 87.206800000000001 88.059700000000007 88.536900000000003 89.278099999999981 90.882299999999987 91.511799999999994 90.019300000000001 89.968500000000006 89.968500000000006 92.374799999999979 92.263099999999994 92.192099999999982 93.227700000000013 93.227700000000013 94.344600000000071 94.517200000000074 94.618699999999976 94.578099999999978 94.527299999999997 95.25839999999998 94.994400000000013 95.583299999999994 94.710099999999997 95.684799999999981 96.953999999999994 97.025000000000006 97.025000000000006 97.715500000000006 96.69 97.421000000000006 97.349900000000005 97.918499999999995 99.065899999999999 99.441500000000104 98.984600000000071 99.268900000000002 98.727400000000003 97.644400000000005 98.121600000000001 98.101299999999995 97.299200000000013 97.1875 97.630799999999979 98.517600000000087 99.004900000000006 98.497300000000024 98.801900000000003 97.329599999999999 97.329599999999999 98.141900000000007 95.908199999999994 94.263300000000001 94.5578 94.537499999999994 94.0501 94.182099999999949 93.461200000000105 92.0702 91.501599999999996 92.212400000000002 91.816400000000002 92.963700000000003 93.359699999999975 93.471400000000003 93.958699999999993 93.938400000000001 94.456199999999995 94.882699999999986 95.177099999999982 93.572899999999933 94.385199999999998 93.867400000000004 95.146699999999996 96.263499999999993 97.816999999999993 98.060699999999997 98.720600000000005 98.720600000000005 98.612300000000005 98.558199999999999 98.679999999999978 95.897999999999996 94.689799999999948 94.121200000000002 94.791300000000007 95.644200000000026 96.090900000000005 94.943600000000075 92.689599999999999 90.07 90.080200000000005 88.008899999999983 89.074999999999974 89.359300000000005 90.120799999999988 90.547200000000075 92.831700000000012 95.07559999999998 94.425799999999981 95.948800000000006 94.89279999999998 92.425600000000003 95.430999999999997 97.075799999999958 97.075799999999958 97.075799999999958 (INDEX)Crude Oil, WTI (Cushing OK $/bbl) - Close (Right) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 100 99.813800000000001 99.441500000000104 98.497300000000024 98.294200000000075 98.568299999999994 97.603799999999978 96.233099999999993 95.4208 94.232900000000001 93.978999999999999 92.882499999999979 93.989199999999997 93.065200000000004 90.963499999999996 92.049899999999994 92.253 92.253 92.151399999999981 89.166399999999982 87.8566 84.506 85.267500000000027 85.5822 86.323399999999978 86.120399999999989 85.389300000000006 83.967900000000071 84.597399999999993 83.886600000000001 85.196399999999983 85.318299999999994 84.546600000000026 85.318299999999994 83.054100000000005 79.398899999999998 80.982799999999983 80.424400000000006 80.576699999999974 81.439700000000002 78.881100000000004 86.262500000000003 85.85299999999998 85.034000000000006 89.003900000000002 89.003900000000002 88.557199999999995 85.744700000000023 87.308299999999974 85.196399999999983 87.125599999 999949 87.399699999999996 88.435300000000012 89.785700000000006 90.587800000000001 91.247800000000026 94.080600000000004 92.841899999999995 89.491300000000024 89.856799999999978 90.334000000000003 90.760400000000004 91.511799999999994 91.156399999999948 89.410100000000071 90.273099999999999 88.465800000000002 92.801300000000012 93.613500000000002 94.781200000000027 94.791300000000007 94.293800000000005 94.151600000000002 94.86239999999998 95.776200000000003 97.065600000000003 97.481899999999996 97.441300000000027 98.162199999999999 98.751099999999994 97.745900000000006 97.624099999999999 96.933700000000002 97.806799999999981 96.953999999999994 96.070599999999999 97.949000000000026 97.949000000000026 97.949000000000026 96.761100000000013 96.821999999999974 96.994600000000105 97.898200000000003 98.020099999999999 98.659699999999987 98.497300000000024 99.817200000000071 100.517 98.101299999999995 96.750900000000001 93.390100000000004 93.27849999999998 94.314099999999996 93.339399999999998 92.77079999999998 91.359499999999983 93.258200000000002 93.603399999999979 93.799700000000001 93.897800000000004 89.491300000000024 93.116 91.257999999999996 90.6995 93.806399999999982 92.649000000000001 93.481499999999997 93.268299999999996 93.258200000000002 93.501800000000003 93.532300000000006 93.512 91.430600000000027 90.090300000000013 87.998700000000014 87.044300000000007 87.369200000000006 87.602799999999988 86.851399999999998 86.993600000000086 87.562100000000001 88.425200000000004 86.161000000000001 86.963099999999997 90.07 85.734499999999997 86.394499999999994 87.389499999999998 86.881900000000002 86.688999999999979 87.6434 86.76 87.998700000000014 90.64879999999998 88.08 88.719600000000071 88.719600000000071 89.63339999999998 89.085099999999983 88.516599999999997 87.816000000000003 89.420199999999994 90.273099999999999 90.334000000000003 90.455799999999982 89.856799999999978 89.2273 87.582499999999982 87.247400000000013 86.871699999999976 87.105299999999986 88.100300000000004 87.206800000000001 88.059700000000007 88.536900000000003 89.278099999999981 90.882299999999987 91.511799999999994 90.019300000000001 90.019300000000001 89.968500000000006 92.374799999999979 92.263099999999994 92.192099999999982 93.227700000000013 93.227700000000013 94.344600000000071 94.517200000000074 94.618699999999976 94.578099999999978 94.527299999999997 95.25839999999998 94.994400000000013 95.583299999999994 94.710099999999997 95.684799999999981 96.953999999999994 97.025000000000006 97.025000000000006 97.715500000000006 96.69 97.421000000000006 97.349900000000005 97.918499999999995 99.065899999999999 99.441500000000104 98.984600000000071 99.268900000000002 98.727400000000003 97.644400000000005 98.121600000000001 98.101299999999995 97.299200000000013 97.1875 97.630799999999979 98.517600000000087 99.004900000000006 98.497300000000024 98.801900000000003 97.329599999999999 97.329599999999999 98.5886 95.908199999999994 94.263300000000001 94.5578 94.537499999999994 94.0501 94.182099999999949 93.461200000000105 92.0702 91.501599999999996 92.212400000000002 91.816400000000002 92.963700000000003 93.359699999999975 93.471400000000003 93.958699999999993 93.938400000000001 94.456199999999995 94.882699999999986 95.177099999999982 93.572899999999933 94.385199999999998 93.867400000000004 95.146699999999996 96.263499999999993 97.816999999999993 98.060699999999997 98.720600000000005 98.720600000000005 98.612300000000005 98.558199999999999 98.679999999999978 95.897999999999996 94.689799999999948 94.121200000000002 94.791300000000007 95.644200000000026 96.090900000000005 94.943600000000075 92.689599999999999 90.07 90.080200000000005 88.008899999999983 89.074999999999974 89.359300000000005 90.120799999999988 90.547200000000075 92.831700000000012 95.07559999999998 94.425799999999981 95.948800000000006 94.89279999999998 92.425600000000003 95.430999999999997 97.075799999999958 97.075799999999958 97.075799999999958 (INDEX)Crude Oil, WTI (Cushing OK $/bbl) - Close (Right) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 100 99.813800000000001 99.441500000000104 98.497300000000024 98.294200000000075 98.568299999999994 97.603799999999978 96.233099999999993 95.4208 94.232900000000001 93.978999999999999 92.882499999999979 93.989199999999997 93.065200000000004 90.963499999999996 92.049899999999994 92.253 92.253 92.151399999999981 89.166399999999982 87.8566 84.506 85.267500000000027 85.5822 86.323399999999978 86.120399999999989 85.389300000000006 83.967900000000071 84.597399999999993 83.886600000000001 85.196399999999983 85.318299999999994 84.546600000000026 85.318299999999994 83.054100000000005 79.398899999999998 80.982799999999983 80.424400000000006 80.576699999999974 81.439700000000002 78.881100000000004 86.262500000000003 85.85299999999998 85.034000000000006 89.003900000000002 89.003900000000002 88.557199999999995 85.744700000000023 87.308299999999974 85.196399999999983 87.125599999999949 87.399699999999996 88.435300000000012 89.785700000000006 90.587800000000001 91.247800000000026 94.080600000000004 92.841899999999995 89.491300000000024 89.856799999999978 90.334000000000003 90.760400000000004 91.511799999999994 91.156399999999948 89.410100000000071 90.273099999999999 88.465800000000002 92.801300000000012 93.613500000000002 94.781200000000027 94.791300000000007 94.293800000000005 94.151600000000002 94.86239999999998 95.776200000000003 97.065600000000003 97.481899999999996 97.441300000000027 98.162199999999999 98.751099999999994 97.745900000000006 97.624099999999999 96.933700000000002 97.806799999999981 96.953999999999994 96.070599999999999 97.949000000000026 97.949000000000026 97.949000000000026 96.761100000000013 96.821999999999974 96.994600000000105 97.898200000000003 98.020099999999999 98.659699999999987 98.497300000000024 99.817200000000071 100.517 98.101299999999995 96.750900000000001 93.390100000000004 93.27849999999998 94.314099999999996 93.339399999999998 92.77079999999998 91.359499999999983 93.258200000000002 93.603399999999979 93.799700000000001 93.897800000000004 89.491300000000024 93.116 91.257999999999996 90.6995 93.806399999999982 92.649000000000001 93.481499999999997 93.268299999999996 93.258200000000002 93.501800000000003 93.532300000000006 93.512 91.430600000000027 90.09030000000001 3 87.998700000000014 87.044300000000007 87.369200000000006 87.602799999999988 86.851399999999998 86.993600000000086 87.562100000000001 88.425200000000004 86.161000000000001 86.963099999999997 90.07 85.734499999999997 86.394499999999994 87.389499999999998 86.881900000000002 86.688999999999979 87.6434 86.76 87.998700000000014 90.64879999999998 88.08 88.719600000000071 88.719600000000071 89.63339999999998 89.085099999999983 88.516599999999997 87.816000000000003 89.420199999999994 90.273099999999999 90.334000000000003 90.455799999999982 89.856799999999978 89.2273 87.582499999999982 87.247400000000013 86.871699999999976 87.105299999999986 88.100300000000004 87.206800000000001 88.059700000000007 88.536900000000003 89.278099999999981 90.882299999999987 91.511799999999994 90.019300000000001 90.019300000000001 89.968500000000006 92.374799999999979 92.263099999999994 92.192099999999982 93.227700000000013 93.227700000000013 94.344600000000071 94.517200000000074 94.618699999999976 94.578099999999978 94.527299999999997 95.25839999999998 94.994400000000013 95.583299999999994 94.710099999999997 95.684799999999981 96.953999999999994 97.025000000000006 97.025000000000006 97.715500000000006 96.69 97.421000000000006 97.349900000000005 97.918499999999995 99.065899999999999 99.441500000000104 98.984600000000071 99.268900000000002 98.727400000000003 97.644400000000005 98.121600000000001 98.101299999999995 97.299200000000013 97.1875 97.630799999999979 98.517600000000087 99.004900000000006 98.497300000000024 98.801900000000003 97.329599999999999 97.329599999999999 98.5886 95.908199999999994 94.263300000000001 94.5578 94.537499999999994 94.0501 94.182099999999949 93.461200000000105 92.0702 91.501599999999996 92.212400000000002 91.816400000000002 92.963700000000003 93.359699999999975 93.471400000000003 93.958699999999993 93.938400000000001 94.456199999999995 94.882699999999986 95.177099999999982 93.572899999999933 94.385199999999998 93.867400000000004 95.146699999999996 96.263499999999993 97.816999999999993 98.060699999999997 98.720600000000005 98.720600000000005 98.612300000000005 98.558199999999999 98.679999999999978 95.897999999999996 94.689799999999948 94.121200000000002 94.791300000000007 95.644200000000026 96.090900000000005 94.943600000000075 92.689599999999999 90.07 90.080200000000005 88.008899999999983 89.074999999999974 89.359300000000005 90.120799999999988 90.547200000000075 92.831700000000012 95.07559999999998 94.425799999999981 95.948800000000006 94.89279999999998 92.425600000000003 95.430999999999997 97.075799999999958 97.075799999999958 97.075799999999958
CO ADX - Strength
The ADX indicator here shows the market is gaining momentum.
| ADX Value | Trend Strength |
| 0-25 | Absent or Weak Trend |
| 25-50 | Strong Trend |
| 50-75 | Very Strong Trend |
| 75-100 | Extremely Strong Trend |
Crude Oil WTI (NYM $/bbl) Continuous - ADX May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 10.702500000000001 11.3222 12.5616 14.5342 16.4191 17.99029999999998 19.7271 21.702999999999989 23.737900000000021 25.90279999999996 27.362100000000002 28.9969 29.726400000000002 30.619499999999999 31.9709 32.687100000000001 33.209200000000003 33.694100000000013 34.179000000000002 35.497400000000013 37.019399999999997 39.034700000000001 40.368100000000013 41.382199999999997 41.793800000000012 42.228800000000028 43.123600000000003 43.9771 44.276300000000013 44.744300000000003 44.182000000000002 43.570100000000011 43.273000000000003 42.402700000000003 42.476400000000012 43.334699999999998 43.1188 43.061900000000001 42.909500000000001 42.200300000000013 42.3705 40.383499999999998 39.893900000000002 38.914700000000003 36.231000000000002 33.739000000000011 31.3962 30.1584 28.4101 27.4375 25.775200000000002 24.184699999999989 22.581099999999989 21.558 20.875 20.459800000000001 20.915800000000001 20.953800000000001 19.520900000000001 18.314000000000021 17.360099999999989 16.627500000000001 16.2194 15.6783 14.6996 13.8687 13.3977 13.4984 13.8346 15.1113 15.613200000000001 15.82580000000001 15.9482 16.330100000000009 17.0181 18.094100000000001 19.228899999999989 19.634399999999999 20.130600000000001 20.757000000000001 20.611300000000021 20.442099999999979 19.818000000000001 19.680199999999989 18.974499999999981 17.76159999999998 17.615400000000001 17.5702 17.47969999999998 17.0869 16.756499999999981 16.552099999999989 16.882299999999979 17.257300000000001 17.96239999999996 18.460499999999971 19.626100000000001 21.04639999999997 20.388999999999989 18.971800000000009 19.282099999999978 19.290800000000001 18.998399999999979 19.16249999999998 19.557800000000022 20.4819 20.1053 19.550599999999989 19.08759999999997 18.856000000000009 19.658300000000001 18.818300000000001 18.690300000000001 18.75559999999998 17.47519999999998 16.7058 15.657 14.7668 13.9444 13.06580000000001 12.2347 11.47350000000001 11.766299999999999 12.6091 14.35990000000001 15.98560000000001 17.282199999999971 18.327500000000001 19.561999999999991 20.602399999999989 21.137599999999999 21.007899999999999 21.821800000000021 22.026700000000002 20.4758 20.6525 20.5014 19.894900000000021 19.516300000000001 19.237200000000001 18.48659999999996 18.106800000000021 17.0014 16.615500000000001 15.700200000000001 14.58560000000001 13.550700000000001 12.97500000000001 12.178100000000001 11.450500000000011 11.1061 10.6351 10.58260000000001 10.593999999999999 10.6167 10.303900000000001 9.6581100000000024 9.7202599999999997 9.9371400000000012 10.32040000000001 10.5185 10.049300000000001 10.1111 9.618929999 9999989 9.2030199999999986 9.3014700000000001 10.183 11.0716 10.876500000000011 10.66250000000001 10.463800000000001 11.525 12.426500000000001 13.207000000000001 14.430199999999999 15.5661 18.547799999999981 19.845300000000002 21.099499999999981 22.2182 23.19579999999997 24.508800000000001 25.391500000000001 26.544899999999991 26.5473 27.140699999999981 28.327100000000009 29.46149999999998 30.74159999999997 32.214000000000013 31.8994 32.003400000000013 32.023900000000012 32.353900000000003 33.215200000000003 34.179500000000012 34.535400000000003 35.010800000000003 34.585500000000003 33.735000000000028 32.852899999999998 32.013399999999997 30.451899999999991 28.896599999999989 28.7335999 99999981 28.407599999999981 28.2577 27.5976 27.192599999999981 25.471399999999981 23.873100000000001 22.893799999999981 21.898099999999989 22.217700000000001 22.293500000000002 22.373699999999989 22.6935 22.8734 23.417400000000001 24.557300000000001 25.846499999999981 26.76939999999998 27.6264 27.126899999999999 26.462599999999959 25.74159999999997 24.615400000000001 23.585499999999971 22.131200000000021 20.7117 19.658999999999999 18.939900000000009 17.784400000000002 17.1617 16.2971 16.2302 17.0136 17.861000000000001 18.968199999999971 19.99639999999998 20.405499999999979 20.610099999999999 21.179900000000021 19.7074 19.127500000000001 19.170100000000001 18.689499999999981 17.625399999999981 16.404 15.935600000000001 16.654399999999999 18.290199999999981 19.801500000000001 21.8264 22.925899999999981 23.561999999999991 23.52 23.48519999999996 22.047000000000001 21.301300000000001 20.264600000000002 19.956299999999981 19.6006 18.40199999999999 18.125599999999981 18.421299999999981 Crude Oil WTI (NYM $/bbl) Continuous - DI+ May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 31.1707 30.8566 30.22829999999998 28.650900000000021 28.308700000000002 29.5321 27.73849999999997 25.3797 24.011399999999991 22.214900000000021 25.567900000000009 23.784400000000002 29.1554 27.763599999999979 24.3704 28.060699999999979 29.042000000000002 29.042000000000002 28.814100000000021 23.079599999999989 21.095800000000001 17.056699999999989 20.707799999999981 22.252300000000002 25.912199999999981 25.557300000000001 22.242999999999981 20.28009999999998 23.4998 22.399799999999981 28.995899999999981 29.59539999999998 27.98379999999996 31.972999999999981 26.588599999999971 21.643899999999999 28.515799999999981 27.596900000000009 28.2758 32.157600000000002 25.8 47799999999989 35.139300000000013 34.538800000000002 33.338000000000001 43.429400000000001 43.429400000000001 42.588000000000001 37.643500000000003 41.696300000000029 38.094900000000003 43.270200000000003 43.327599999999997 45.918500000000002 49.180999999999997 51.069100000000013 52.62870000000003 58.7117 56.3917 47.420500000000011 48.2849 49.453200000000002 50.528800000000011 52.448700000000002 51.432000000000002 46.646700000000003 49.164000000000001 44.435900000000011 55.493300000000012 57.211300000000001 59.262000000000029 59.284400000000012 57.610999999999997 57.115000000000002 59.015100000000011 61.3842 64.502300000000005 65.471700000000013 59.073700000000002 57.733600000000003 58.953499999999998 54.665100000000038 54.184 600000000003 51.425800000000002 54.575700000000012 51.090700000000012 47.693800000000003 54.605500000000013 53.500800000000012 51.291400000000003 46.844499999999996 47.087499999999999 47.815300000000001 51.571000000000012 52.071899999999999 54.719500000000011 53.905100000000012 59.2166 61.839399999999998 50.319699999999997 45.247100000000003 35.62270000000003 37.52510000000003 39.579000000000001 36.909799999999997 35.409700000000001 31.939599999999981 40.401400000000002 41.817799999999998 42.6464 43.060700000000011 31.49569999999996 44.765800000000013 40.441200000000002 39.215000000000003 48.559800000000003 45.73870000000003 48.075400000000002 47.511099999999999 47.482500000000002 48.2866 48.393000000000001 48.321599999999997 41.557699999999997 37.678700000000013 29.939999999999991 28.305199999999989 29.712199999999989 30.7639 29.247499999999981 29.951000000000001 32.8279 37.053699999999999 31.461599999999979 35.193000000000012 47.186900000000001 36.918999999999997 39.091700000000003 42.317599999999999 41.121000000000002 40.650599999999997 44.060100000000013 41.6738 46.906200000000013 54.035300000000028 46.783000000000001 48.631800000000013 48.631800000000013 51.427600000000012 49.680500000000002 47.864400000000003 45.650100000000002 51.215500000000013 53.917200000000001 54.1111 54.498700000000028 52.174700000000001 49.772700000000029 44.064300000000003 42.982900000000001 41.745800000000003 42.847000000000001 47.4086 44.011699999999998 47.852699999999999 51.360700000000001 53.227200000000003 58.823700000000002 59.321399999999997 52.610900000000001 52.393800000000013 52.393800000000013 61.196300000000029 60.635900000000028 60.2577 63.800400000000003 63.800400000000003 66.727800000000002 66.793499999999995 67.147800000000004 66.840599999999995 66.431299999999993 69.342100000000002 67.080100000000002 69.472399999999979 62.248800000000003 66.443300000000022 70.966700000000003 71.200800000000001 72.819400000000002 74.849100000000007 63.313499999999998 66.106799999999978 65.584000000000003 67.779399999999981 71.702100000000002 72.866900000000001 69.139300000000006 70.162099999999981 66.200199999999995 58.276400000000002 60.398600000000002 60.258200000000002 54.833799999999997 54.103500000000011 56.335500000000003 60.79950000000003 62.933400000000013 59.311500000000002 60.770300000000013 48.329700000000003 45.567100000000003 52.200900000000011 43.537500000000001 35.504199999999997 37.028800000000011 36.964000000000013 35.362000000000002 36.168900000000029 33.695100000000039 29.50219999999997 27.97 28.66269999999998 27.581399999999981 35.534400000000012 36.294800000000002 36.992000000000012 40.074000000000012 39.9863 43.390900000000002 46.102600000000002 47.956400000000002 41.491 47.602000000000011 42.482300000000002 49.501199999999997 54.698600000000013 60.749600000000001 61.615700000000011 63.936800000000012 63.936800000000012 62.471400000000003 61.738600000000012 59.023500000000013 44.833399999999997 40.301699999999997 36.8932 40.438200000000002 44.696300000000029 46.8401 42.304600000000001 35.1113 28.950500000000002 29.00249999999998 24.98509999999996 30.334099999999999 32.980800000000002 37.347999999999999 37.319499999999998 47.091100000000012 54.580800000000004 52.273000000000003 56.875300000000003 53.055300000000003 45.385100000000001 54.091500000000003 58.034599999999998 Crude Oil WTI (NYM $/bbl) Continuous - DI- May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 64.245099999999994 64.605499999999978 65.326099999999983 67.135599999999982 67.528000000000006 66.375699999999981 68.417800000000071 71.103499999999983 72.404600000000073 74.469200000000086 69.716200000000072 71.82859999999998 66.7667 68.353200000000001 72.221000000000004 68.697000000000003 67.760000000000005 67.760000000000005 68.013000000000005 74.378899999999959 76.581199999999995 81.065000000000012 77.205799999999982 75.701899999999995 72.138299999999987 72.52 76.083500000000001 69.999600000000086 67.172499999999928 68.709100000000007 62.8688 62.338000000000001 64.388799999999989 60.822100000000013 67.419799999 999995 73.478699999999975 67.034499999999994 68.096900000000005 67.458399999999983 63.807400000000001 67.436600000000027 47.108500000000028 48.0122 49.819699999999997 42.277900000000002 42.277900000000002 43.396300000000011 49.968000000000011 46.720400000000012 51.322200000000002 47.031700000000001 46.477800000000002 44.353000000000002 41.677400000000013 40.12890000000003 38.849899999999998 33.8611 36.474600000000002 46.580599999999997 45.814899999999987 44.779800000000002 43.827000000000012 42.126100000000029 43.247900000000001 48.528200000000012 46.238600000000012 51.408800000000006 41.178300000000029 39.588800000000013 37.813899999999997 37.793000000000013 39.548900000000003 40.069300000000013 38.294000000000011 36.080500000000001 33.167000000000002 32.261300000000013 35.515600000000013 33.485300000000002 32.518800000000013 37.427600000000012 37.464799999999997 40.648700000000012 38.012700000000002 41.970999999999997 45.8292 39.773400000000002 38.968700000000013 37.359400000000001 36.820900000000002 36.6526 36.148400000000002 33.546799999999998 33.199800000000003 31.3658 32.387300000000003 28.6553 26.8125 39.663500000000013 45.745800000000003 57.286100000000012 55.593200000000003 53.765500000000038 56.883600000000001 58.636000000000003 62.689500000000002 54.895500000000013 53.590900000000012 52.827599999999997 52.446000000000012 65.043600000000026 52.443899999999999 57.038100000000028 58.340699999999998 49.371600000000001 52.313000000000002 50.060100000000013 50.646300000000011 50.676000000000002 49.900100000000002 49.797500000000028 49.871499999999997 56.888300000000001 60.912300000000002 65.289100000000005 61.724300000000028 60.513000000000012 59.607500000000002 61.598400000000012 60.985999999999997 58.481299999999997 54.802200000000013 61.623400000000011 58.268500000000039 47.484699999999997 58.911999999999999 56.882899999999999 53.870199999999997 55.174600000000012 55.687399999999997 52.488300000000002 54.314399999999999 49.441899999999997 42.803100000000001 50.479700000000001 48.726000000000013 48.726000000000013 46.074000000000012 47.906000000000013 49.810299999999998 52.132200000000012 46.793900000000029 44.202400000000011 44.016500000000001 43.644599999999997 46.04 7800000000002 48.531700000000001 54.4345 55.552700000000002 56.832000000000001 55.7577 51.307400000000001 54.796400000000013 51.037100000000002 47.6038 43.040700000000001 37.890700000000002 37.4328 44.510399999999997 44.739400000000003 44.739400000000003 36.467000000000013 37.0488 37.441400000000002 34.1038 34.1038 31.455499999999979 30.919899999999991 30.5899 30.907499999999981 31.330500000000001 28.613800000000019 30.94249999999996 28.693899999999999 36.108100000000029 32.096200000000003 27.769699999999979 27.545699999999979 25.99759999999997 24.0562 35.760500000000029 33.037700000000001 33.567300000000003 31.42599999999997 27.6 26.463899999999981 30.2258 29.224 33.220600000000012 41.213700000000003 39.117400000000004 39.259 44.726800000000011 45.463000000000001 43.252100000000013 38.830199999999998 36.716500000000003 40.358499999999999 38.911499999999997 51.417200000000001 48.478100000000012 42.57 52.101200000000013 60.939300000000003 59.498700000000028 59.569600000000001 61.321800000000003 60.5563 63.253999999999998 67.826599999999999 69.497500000000073 64.956400000000002 62.505900000000011 54.009900000000002 52.042300000000012 51.472800000000007 48.954999999999998 49.066800000000001 46.283200000000001 44.066100000000013 42.5505 50.295700000000039 45.042500000000011 50.953400000000002 44.73550000000003 40.131300000000003 34.770800000000001 34.003500000000003 31.94739999999997 31.94739999999997 33.507100000000001 34.287000000000013 32.779200000000003 45.342500000000001 50.867199999999997 55.022600000000011 51.931699999999999 48.219100000000012 46.349899999999998 51.544899999999998 59.783900000000003 66.840500000000006 66.79150000000007 71.391499999999994 66.300899999999999 63.782000000000011 59.625800000000012 59.656500000000001 50.356400000000001 43.22800000000003 45.628400000000013 41.228500000000039 39.234400000000001 48.019300000000001 40.3643 36.897399999999998
CO RSI - Longevity
The RSI here shows that the market is moving towards its overbought limit of 70. The under bought limit is 30.
Crude Oil WTI (NYM $/bbl) Continuous - Relative Strength Index (RSI) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 36.479900000000001 36.0565 35.209800000000001 33.110500000000002 32.659599999999998 33.967100000000002 31.639299999999999 28.636099999999999 27.000399999999981 24.771999999999991 24.310300000000009 22.3705 28.565699999999971 27.031099999999999 23.369499999999981 27.49199999999999 28.5808 28.5808 28.334099999999999 22.251899999999999 20.202699999999979 16.114400000000021 20.0731 21.717600000000001 25.599499999999981 25.230399999999989 23.894500000000001 21.50979999999997 25.076000000000001 23.76319999999998 30.938699999999979 31.5838 29.6921 33.952199999999998 27.79509999999998 22.307200000000009 29.502300000000002 28.5002 29.20649999999997 33.231400000000001 28.125900000000001 51.348200000000013 50.411200000000001 48.537300000000002 56.772200000000012 56.772200000000012 55.610799999999998 48.837499999999999 52.314799999999998 47.608200000000011 51.868100000000013 52.459600000000002 54.723400000000012 57.561200000000007 59.197200000000002 60.544800000000002 65.770600000000002 63.093300000000013 52.802500000000002 53.597700000000003 54.671400000000013 55.658900000000003 57.418900000000001 56.281000000000013 50.938700000000011 53.29800000000003 48.083399999999997 58.558100000000003 60.179100000000012 61.995800000000003 62.017000000000003 60.245800000000003 59.721100000000028 61.525700000000029 63.773000000000003 66.726500000000001 67.643600000000006 67.448300000000003 69.510499999999993 70.482699999999994 65.204899999999995 64.573699999999974 60.972000000000001 63.727500000000013 59.321800000000003 55.075000000000003 61.402700000000003 61.402700000000003 61.402700000000003 55.653100000000002 55.881300000000003 56.563100000000013 60.044699999999999 60.504399999999997 62.916400000000003 61.882800000000003 66.673599999999979 68.907300000000006 55.171000000000006 49.261200000000002 38.273300000000013 40.183300000000003 42.239400000000003 39.270200000000003 37.609500000000011 33.7896 42.282700000000013 43.696800000000003 44.523000000000003 44.936100000000003 32.602300000000028 45.888199999999998 41.384700000000002 40.110600000000012 49.4375 46.530200000000001 48.859900000000003 48.279700000000012 48.250300000000003 49.051699999999997 49.157600000000002 49.084299999999999 42.146700000000003 38.178000000000011 33.389400000000002 31.377199999999991 32.860600000000012 33.965400000000002 32.133200000000002 32.871000000000002 35.873899999999999 40.243400000000001 33.746600000000001 37.590400000000002 49.751199999999997 38.482700000000001 40.685100000000013 43.943600000000004 42.656000000000013 42.150599999999997 45.585700000000003 43.038500000000013 48.295600000000029 55.410699999999999 47.814300000000003 49.6648 49.6648 52.457900000000002 50.642100000000013 48.757300000000001 46.462700000000012 52.029800000000002 54.725300000000047 54.918500000000002 55.304900000000004 52.913899999999998 50.445700000000002 44.592800000000011 43.485999999999997 42.220700000000029 43.324599999999997 47.893100000000011 44.4298 48.274900000000002 50.345100000000002 55.267900000000012 60.781200000000013 61.269200000000012 54.156599999999997 53.927300000000002 53.927300000000002 62.626700000000028 62.0411 61.6462 65.129899999999978 65.129899999999978 67.925399999999982 68.4803 68.822099999999978 68.502099999999999 68.076099999999983 70.884100000000004 68.539599999999993 70.855399999999989 63.403100000000002 67.510900000000007 71.929100000000005 72.157499999999999 73.735200000000006 75.711500000000086 63.967599999999997 66.727500000000006 66.196600000000004 68.364900000000006 72.235000000000014 73.383200000000002 69.612699999999975 70.624099999999999 66.621899999999982 58.617600000000003 60.729600000000012 60.587899999999998 55.117100000000001 54.380800000000001 56.605100000000029 61.0535 63.178700000000013 59.534400000000012 60.988400000000013 51.378800000000012 51.378800000000012 57.95 47.4739 38.087000000000003 39.652700000000003 39.578400000000002 37.749200000000002 38.577199999999998 35.77830000000003 31.090800000000009 29.39549999999997 34.223700000000029 32.8748 40.225900000000038 42.563800000000001 43.238100000000038 46.206100000000013 46.097900000000003 49.353499999999997 51.928500000000028 53.679700000000011 46.075400000000002 51.96220 0000000003 46.149100000000011 52.951099999999997 57.945300000000003 63.714700000000001 64.536500000000004 66.734200000000087 66.734200000000087 65.960800000000006 65.574100000000001 66.050799999999981 49.274300000000011 44.042300000000012 41.793300000000031 45.336200000000012 49.545400000000001 51.645800000000001 46.313499999999998 38.010399999999997 31.044599999999981 31.097300000000001 26.626100000000001 32.042200000000001 34.711300000000001 39.099900000000012 39.069200000000002 48.819400000000002 56.228500000000039 53.799600000000012 58.3416 54.351899999999958 46.372200000000007 55.032600000000002 58.9407 58.9407 58.9407
Technical Analysis – CO: Conclusion
F-Stoch-Direction Indicator, Up and Down
S-Stoch- Direction Indicator, Up and Down
ADX- Strength of the wind, was not particularly strong for one direction
RSI- Measures longevity of the wind, was moving generally upwards.
I believe this is a slight hint of a bull market.
Expert Opinions – CO
Oil Companies are doing well. (Goldman)
Potential Summer rally. (CME)
Price in the long run rising. (St. Louis Fed)
The market may be headed to backwardation with so many new competitors (U.S. Venezuela, etc.)
China potentially slowing GDP growth would kill demand. (CME)
Alternative energies
Hedging Analysis
Crude Oil Spot (CO)
Hedging Analysis – CO: Spot/Futures
Hedging Analysis – CO: Spot/Futures Basis
The Basis was moving slightly upwards and the commitment of traders is dominated by short hedgers.
Hedging Analysis – CO: Commitment of Traders
Upward basis with short hedgers is indicative of backwardation so I do not believe hedging is necessary to mitigate risk.
Hedging Analysis – CO: Conclusion
Upward basis with short hedgers is indicative of backwardation so I do not believe hedging is necessary to mitigate risk.
Conditional Recommendation – CO
I believe a long position in the short run will benefit in this market with the prices rising.
Natural Gas Futures (NG)
Fundamental Analysis
NG
Fundamental Analysis - NG
U.S. has vast reserves of natural gas
“Saudi Arabia” of natural gas
Total available future supply of natural gas = 2.688 quadrillion cubic feet, or enough for 100 years of current consumption
Hydraulic fracturing (fracking) has contributed to abundance.
Fundamental Analysis - NG
U.S. Natural Gas Production
Rose to all-time high of 28.5 trillion cubic feet in 2011
Shale gas = 30% of total production, up 8% from previous year
Helped cut U.S. reliance on imported fuel
World Natural Gas Production
Russia - 20%
U.S. - 19.2%
E.U. - 5%
Fundamental Analysis - NG
Seasonal commodity
Prices tend to rise during winter and summer, and fall during spring and autumn
Due to cyclical heating and electricity generation needs
Presently in “shoulder season” characterized by lower prices
Fundamental Analysis - NG
U.S. Energy Information Administration’s Weekly Natural Gas Storage Report
Released every Thursday
Details how much gas is in storage in lower 48 states
Results of 05/16 Report for week ending 05/10:
1,964 BCF in storage
Net increase of 99 BCF from previous week
694 BCF less than previous year
83 BCF below 5-year average
Fundamental Analysis - NG
Fundamental Analysis - NG
Bloomberg, 05/17
A supply deficit versus the historic norm narrowed for a second week, dropping to 4.1 percent from 5 percent, according to the EIA.
A deficit versus year-earlier levels narrowed to 26.1 percent from 28.3 percent.
Reuters, 05/17
Sharp sell-off of more than 3% on 05/16 after bearish weekly inventory report.
Flood of buying on 05/17 brought front-month contract up 3.7% for the week in spite of “fairly neutral weather forecasts ... not likely to stir up much demand.”
First weekly rise in four weeks.
Technical Analysis
NG
Technical Analysis – NG
After steep drop following May 2 storage report, NG futures ended long climb and market turned bearish where it remains now.
Trading well below 20-day moving average.
Within Bollinger Bands, but trading below Bollinger midline. Both upper and lower bands are trending down.
Trendline (T) is downward.
Resistance (R) around $3.95, support (S) around $3.85.
Blue: Price Yellow: Bollinger Bands Purple: 20-day MA
Natural Gas (NYM $/btu) Jun 13 - Price (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.5959999999999992 3.625 3.5880000000000001 3.5139999999999998 3.56 3.5359999999999991 3.4780000000000002 3.4609999999999999 3.4609999999999999 3.3789999999999991 3.32 3.3749999999999991 3.323 3.3610000000000002 3.3749999999999991 3.37 3.3169999999999971 3.3389999999999982 3.282 3.286 3.24 3.3919999999999981 3.3679999999999999 3.4149999999999991 3.3989999999999991 3.4089999999999998 3.4119999999999981 3.4489999999999998 3.4749999999999992 3.5169999999999981 3.5 3.4609999999999999 3.5129999999999981 3.51233 3.5110000000000001 3.5659999999999998 3.5659999999999998 3.577 3.4620000000000002 3.5390000000000001 3.4789999999999992 3.5529999999999982 3.5659999999999998 3.5750000000000002 3.5070000000000001 3.5 3.5680000000000001 3.5339999999999998 3.56 3.5630000000000002 3.621 3.593 3.6419999999999999 3.6190000000000002 3.7229999999999999 3.6960000000000002 3.665 3.4519999999999982 3.5009999999999999 3.577 3.6150000000000002 3.6139999999999999 3.5209999999999999 3.4809999999999999 3.5319999999999991 3.4780000000000002 3.4430000000000001 3.4449999999999998 3.4929999999999981 3.46 3.4959999999999991 3.49 3.4279999999999999 3.37 3.3129999999999971 3.3589999999999991 3.407 3.4340000000000002 3.4340000000000002 3.4340000000000002 3.4569999999999972 3.4180000000000001 3.39 3.3359999999999972 3.4380000000000002 3.5459999999999998 3.629 3.5979999999999999 3.5459999999999998 3.5150000000000001 3.5049999999999999 3.5030000000000001 3.5089999999999999 3.5979999999999999 3.581 3.625 3.7029999999999998 3.7559999999999998 3.7909999999999999 3.847 3.8749999999999991 3.8039999999999998 3.8250000000000002 3.8410000000000002 3.8740000000000001 3.9329999999999972 3.93 3.9929999999999981 3.9489999999999998 3.8839999999999999 3.8909999999999991 3.9430000000000001 3.9929999999999981 4.0149999999999944 3.8989999999999991 3.964 3.8959999999999981 3.9189999999999992 3.8709999999999991 3.9329999999999972 3.847 3.84 3.8459999999999992 3.7229999999999999 3.7189999999999999 3.7840000000000011 3.7559999999999998 3.7829999999999999 3.6930000000000001 3.7509999999999999 3.8889999999999998 3.903 3.847 3.91 3.8650000000000002 3.95 4.0149999999999944 4.0149999999999944 4.0259999999999936 3.9049999999999998 3.927 3.8 479999999999999 3.718 3.65 3.66066 3.6819999999999999 3.6389999999999998 3.78 3.7589999999999999 3.673 3.5990000000000002 3.5539999999999998 3.524 3.5209999999999999 3.508 3.53 3.5870000000000002 3.5169999999999981 3.6360000000000001 3.621 3.5390000000000001 3.5390000000000001 3.5680000000000001 3.5539999999999998 3.6120000000000001 3.508 3.508 3.363 3.448 3.43 3.3889999999999998 3.3029999999999 982 3.3759999999999981 3.4809999999999999 3.5190000000000001 3.5719999999999992 3.5649999999999999 3.6219999999999999 3.6850000000000001 3.6850000000000001 3.6850000000000001 3.69 3.6030000000000002 3.617 3.4749999999999992 3.4319999999999982 3.5059999999999998 3.5150000000000001 3.4780000000000002 3.4849999999999999 3.4990000000000001 3.5759999999999992 3.5819999999999999 3.4740000000000002 3.4709999999999992 3.4733299999999998 3.4780000000000002 3.4220000000000002 3.4929999999999981 3.363 3.3459999999999992 3.3459999999999992 3.4470000000000001 3.4449999999999998 3.4149999999999991 3.4609999999999999 3.573 3.5539999999999998 3.53 3.5790000000000002 3.5550000000000002 3.6179999999999999 3.621 3.5680000000000001 3.673 3.718 3.734 3.726 3.7589999999999999 3.887 3.9519999999999982 3.9559999999999982 4.0309999999999997 4.0199999999999996 3.9980000000000002 3.9929999999999981 3.93 4.0309999999999997 4.1079999999999943 4.0659999999999936 4.0659999999999936 4.0626600000000002 4.0609999999999946 4.0190000000000001 3.95 3.99 4.1599999999999966 4.1179999999999941 4.0569999999999986 4.1269999999999936 4.1790000000000003 4.2610000000000001 4.1679999999999939 4.1879999999999944 4.2430000000000003 4.4320000000000004 4.4370000000000003 4.298 4.2779999999999996 4.2030000000000003 4.2 4.2229999999999954 4.3919999999999986 4.343 4.3259999999999943 4.024999999999995 4.0410000000000004 4.0110000000000001 3.92 3.9780000000000002 3.9830000000000001 3.91 3.9249999999999998 4.0239999999999956 4.07 3.9319999999999982 3.9319999999999982 Natural Gas (NYM $/btu) Jun 13 - Bollinger Avg (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.4256000000000002 3.44855 3.4541599999999981 3.4653999999999998 3.48305 3.496449999999995 3.5061499999999981 3.512249999999995 3.5156999999999972 3.5125999999999982 3.5095999999999998 3.505649999999997 3.5007999999999999 3.495249999999996 3.4883500000000001 3.4782000000000002 3.464849999999998 3.4531499999999982 3.4416000000000002 3.42835 3.4098999999999982 3.3996999999999971 3.3868499999999959 3.3818999999999981 3.373849999999996 3.3675000000000002 3.3641999999999999 3.3635999999999999 3.3643000000000001 3.3711999999999982 3.3801999999999999 3.3845000000000001 3.3940000000000001 3.396499999999997 3.4015 3.4110499999999959 3.4208499999999971 3.433849999999997 3.44 3.4528499999999949 3.4624999999999981 3.4781499999999972 3.486849999999996 3.4971999999999999 3.5017999999999998 3.506849999999996 3.5148000000000001 3.5209000000000001 3.526449999999997 3.5308499999999969 3.5360499999999959 3.5407000000000002 3.54975 3.5550499999999969 3.565649999999998 3.572149999999997 3.5771000000000002 3.572049999999996 3.5701499999999982 3.575049999999997 3.5781499999999982 3.5805500000000001 3.577849999999998 3.576549999999997 3.5781499999999982 3.573649999999998 3.5691000000000002 3.5633499999999998 3.559849999999996 3.5517999999999992 3.5469499999999972 3.539349999999998 3.5297999999999998 3.512149999999997 3.4929999999999981 3.4777 3.4737499999999981 3.4728499999999949 3.47173 3.4695 3.4634999999999998 3.453649999999997 3.442449999999996 3.4331999999999998 3.4310499999999959 3.431749999999997 3.4392999999999971 3.4470499999999982 3.4520999999999971 3.4531999999999998 3.455449999999995 3.4557999999999991 3.456749999999996 3.4652499999999971 3.4757999999999991 3.4913999999999992 3.5085999999999999 3.526049999999997 3.5438999999999998 3.5586000000000002 3.56595 3.6063000000000001 3.62805 3.6533000000000002 3.6751 3.6944499999999971 3.7094999999999998 3.72925 3.7494000000000001 3.7678500000000001 3.7871500000000018 3.8091499999999971 3.8333499999999971 3.8541999999999992 3.8700999999999981 3.8870499999999981 3.8966999999999969 3.904849999999997 3.908849999999997 3.911749999999997 3.9102000000000001 3.9119999999999981 3.913049999999997 3.9071500000000001 3.8993999999999982 3.891949999999996 3.8832499999999972 3.8727499999999959 3.859949999999996 3.8532999999999982 3.8532000000000002 3.8511999999999982 3.8439000000000001 3.838649999999995 3.836949999999995 3.8362499999999948 3.8421999999999992 3.847 3.854749999999997 3.8533499999999972 3.8573499999999972 3.8577499999999971 3.8513499999999969 3.8477000000000001 3.8470800000000001 3.845849999999996 3.8385999999999991 3.8397999999999981 3.8385999999999991 3.8376000000000001 3.8299999999999992 3.8132499999999969 3.7942999999999998 3.778 3.7578999999999998 3.7411500000000002 3.7229999999999999 3.6981000000000002 3.6791499999999981 3.6589 3.6406000000000001 3.6212 3.6072000000000002 3.5990000000000002 3.5971000000000002 3.5884 3.581849999999998 3.5433500000000002 3.5320999999999971 3.5236499999999982 3.5153999999999992 3.5043500000000001 3.4971000000000001 3.495749999999997 3.4951999999999992 3.4944499999999969 3.496849999999994 3.496149999999997 3.4993499999999971 3.5066499999999969 3.5139499999999981 3.5200499999999981 3.5225 3.5227499999999972 3.5211000000000001 3.5173000000000001 3.5223 3.5299 3.5314000000000001 3.532549999999997 3.5348499999999969 3.5442 3.5581499999999981 3.5630500000000001 3.5625499999999981 3.5618599999999971 3.5605000000000002 3.5529999999999982 3.5493999999999999 3.536449999999995 3.5194999999999972 3.5025499999999972 3.4906499999999969 3.4784000000000002 3.4689999999999999 3.4611999999999998 3.4661 3.4721999999999982 3.4733999999999998 3.4765999999999981 3.4804499999999972 3.4864000000000002 3.4886499999999971 3.4879500000000001 3.4979 3.510249999999997 3.52305 3.538249999999997 3.551549999999998 3.57775 3.60805 3.63855 3.6677499999999998 3.6964999999999981 3.7256499999999981 3.752249999999997 3.7700999999999998 3.7939500000000002 3.822849999999995 3.8472 3.8727499999999959 3.8875099999999998 3.8948999999999971 3.9147999999999992 3.9339 3.9497499999999981 3.971849999999995 3.991049999999996 4.0076000000000001 4.0259999999999936 4.0406000000000004 4.0560499999999999 4.0666500000000001 4.0744999999999996 4.0856500000000002 4.1073499999999976 4.1295499999999956 4.1479499999999936 4.1602999999999994 4.1650499999999946 4.1717500000000003 4.1795999999999998 4.1961499999999976 4.2123499999999998 4.2311500000000004 4.2328999999999999 4.2269500000000004 4.2215999999999996 4.2147500000000004 4.2073 4.1974999999999936 4.1799499999999998 4.1677999999999944 4.1596000000000002 4.1509499999999946 4.1259499999999942 4.1006999999999998 Natural Gas (NYM $/btu) Jun 13 - Bollinger Hi (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.7150699999999981 3.7237900000000028 3.7192699999999972 3.7102300000000001 3.6985800000000002 3.68764 3.6696300000000002 3.6575700000000002 3.6520000000000001 3.6585299999999998 3.66886 3.6743600000000001 3.6847599999999998 3.6892900000000002 3.6894200000000001 3.6817600000000001 3.6741299999999999 3.6631400000000012 3.6628400000000001 3.6537000000000002 3.6333899999999999 3.60534 3.56325 3.5485699999999998 3.5183800000000001 3.4917799999999981 3.479289999999998 3.4766699999999959 3.4800499999999972 3.5055900000000002 3.5239400000000001 3.532659999999995 3.5 497299999999998 3.5547499999999972 3.5648 3.5894699999999982 3.6109200000000001 3.6295000000000002 3.6307700000000001 3.63314 3.6249699999999998 3.6072500000000001 3.6149499999999981 3.6181199999999998 3.61639 3.61077 3.611259999999997 3.6045699999999998 3.6045799999999999 3.6066599999999971 3.6215099999999998 3.6280000000000001 3.6397499999999972 3.6483599999999998 3.6829700000000001 3.7031600000000018 3.7144499999999971 3.7170000000000001 3.7179000000000002 3.7164299999999981 3.7202099999999998 3.7233700000000032 3.7231300000000029 3.7249300000000032 3.7237200000000028 3.7259500000000001 3.73149 3.7349800000000002 3.73434 3.7292399999999999 3.7249500000000002 3.7132000000000001 3.7061899999999999 3.6774399999999998 3.65734 3.6312399999999991 3.63043 3.6302599999999972 3.6292499999999972 3.62724 3.61293 3.5860300000000001 3.5539700000000001 3.5479300000000018 3.5436000000000001 3.5470799999999998 3.5835300000000032 3.6078199999999998 3.6188399999999992 3.6213600000000001 3.6251899999999999 3.6259199999999998 3.6278800000000002 3.6469299999999998 3.65869 3.6689699999999998 3.6983899999999998 3.7392400000000001 3.78287 3.8215499999999971 3.8408899999999981 3.912989999999998 3.9318399999999971 3.9382499999999969 3.9573900000000002 3.9921199999999981 4.0232400000000004 4.0625599999999951 4.0847799999999994 4.0892400000000064 4.0877699999999999 4.0856500000000002 4.0826200000000004 4.0899799999999997 4.0681799999999946 4.0520799999999966 4.0371600000000001 4.0288899999999943 4.0221299999999944 4.0243499999999974 4.0255699999999974 4.0213599999999996 4.0192500000000004 4.0399799999999999 4.0562800000000001 4.0560999999999998 4.0570599999999946 4.0439999999999996 4.0449199999999941 4.0440999999999976 4.04392 4.0387700000000004 4.0191999999999997 3.9979300000000002 3.9942299999999982 3.9912599999999969 4.0149799999999942 4.03355 4.0576600000000003 4.05436 4.0609999999999946 4.06128 4.0642699999999996 4.0720799999999997 4.0731400000000004 4.0752500000000014 4.0847799999999994 4.084519999999995 4.0847199999999946 4.0863600000000053 4.0984099999999994 4.1067900000000002 4.1114299999999986 4.1165199999999951 4.1108499999999966 4.1043499999999966 4.0784500000000001 4.0368000000000004 3.9839000000000002 3.916839999999997 3.875969999999997 3.8179799999999982 3.7735200000000022 3.75834 3.7547799999999998 3.7455599999999998 3.7410299999999999 3.68764 3.6687099999999999 3.6637000000000022 3.66689 3.6829999999999998 3.6844700000000001 3.6831700000000032 3.6822599999999972 3.6800799999999998 3.6849300000000031 3.68214 3.6962699999999971 3.71991 3.7413900000000022 3.7598099999999981 3.7647100000000022 3.7653500000000002 3.7645700000000022 3.7639900000000028 3.7634799999999999 3.7592300000000001 3.7588599999999972 3.75854 3.7578900000000002 3.7569300000000001 3.7383999999999999 3.7270400000000001 3.7276500000000001 3.7280600000000002 3.7288700000000001 3.7322199999999981 3.7304900000000001 3.7321399999999998 3.7196799999999981 3.7011300000000031 3.670 8699999999972 3.63306 3.61435 3.5887699999999998 3.6030799999999998 3.6135799999999998 3.61639 3.62622 3.6341299999999999 3.651859999999997 3.6603500000000002 3.65815 3.6869000000000001 3.72268 3.75705 3.7838200000000022 3.814959999999997 3.8653300000000002 3.9195199999999981 3.9612400000000001 4.0216399999999997 4.0672199999999936 4.0948599999999944 4.1178099999999942 4.1336700000000004 4.1603999999999974 4.1927999999999956 4.2136700000000014 4.2243899999999943 4.2311899999999998 4.2345799999999976 4.2328700000000001 4.2069799999999997 4.1943799999999936 4.2080500000000001 4.2074400000000001 4.1859199999999941 4.1686899999999936 4.1831699999999996 4.2230600000000003 4.2338399999999998 4.2492100000000024 4.2736700000000063 4.3461099999999986 4.4035099999999998 4.4148199999999944 4.4272499999999999 4.4314600000000066 4.43438 4.4382800000000016 4.4650299999999996 4.4752700000000063 4.4675099999999954 4.4621599999999946 4.4699400000000002 4.47898 4.4966900000000063 4.5063599999999999 4.5128599999999954 4.5186400000000004 4.5252100000000004 4.522539999999994 4.5137700000000001 4.4759099999999998 4.4283200000000003 Natural Gas (NYM $/btu) Jun 13 - Bollinger Lo (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.13612 3.1732999999999998 3.18906 3.2205699999999999 3.2675100000000028 3.305249999999996 3.342659999999996 3.3669199999999981 3.3793999999999982 3.366659999999996 3.35033 3.3369299999999971 3.3168299999999959 3.3012000000000001 3.2872699999999999 3.2746300000000002 3.25556 3.2431500000000022 3.2203499999999998 3.2029899999999998 3.1863999999999999 3.1940499999999972 3.2104400000000002 3.21522 3.2293099999999999 3.2432200000000022 3.2490999999999999 3.2505199999999999 3.2485400000000002 3.2368000000000001 3.2364499999999969 3.2363300000000002 3.2382599999999981 3.2382399999999998 3.2381899999999999 3.2326299999999981 3.2307700000000001 3.2381899999999999 3.2492200000000002 3.2725499999999972 3.30002 3.3490399999999991 3.3587399999999992 3.376269999999995 3.3872 3.4029199999999982 3.4183300000000001 3.4372199999999982 3.4483100000000002 3.4550299999999972 3.45058 3.4533900000000002 3.4597399999999991 3.4617300000000002 3.4483199999999998 3.4411399999999999 3.4397399999999991 3.4270900000000002 3.42239 3.433659999999997 3.436079999999996 3.437720000 0000001 3.4325599999999969 3.4281600000000001 3.432569999999997 3.4213399999999998 3.4066999999999972 3.3917099999999971 3.3853499999999972 3.3743499999999971 3.3689399999999998 3.3654999999999982 3.3534000000000002 3.3468599999999959 3.328649999999997 3.3241499999999982 3.3170699999999971 3.315429999999997 3.314209999999997 3.3117599999999969 3.314059999999996 3.321259999999997 3.3309199999999981 3.318459999999996 3.3184899999999971 3.316409999999995 3.2950599999999981 3.28627 3.2853500000000002 3.2850299999999999 3.2856999999999998 3.2856700000000001 3.2856100000000001 3.2835600000000031 3.2928999999999982 3.3138199999999971 3.3187999999999982 3.3128499999999939 3.3049300000000001 3.2956400000000001 3.2909999999999999 3.2995999999999999 3.324249999999997 3.3683399999999999 3.3927999999999972 3.396769999999997 3.3957499999999969 3.3959399999999982 3.414009999999998 3.446449999999996 3.4865200000000001 3.5326399999999971 3.5840700000000001 3.61842 3.6720099999999971 3.72201 3.75623 3.7808000000000002 3.7955700000000001 3.79915 3.7948200000000001 3.8026299999999971 3.8068399999999971 3.7743099999999998 3.7425099999999998 3.7277999999999998 3.7094299999999998 3.7014900000000002 3.6749700000000001 3.66249 3.6624699999999981 3.6636199999999999 3.6685900000000018 3.67936 3.679659999999997 3.6812299999999998 3.6694100000000001 3.6604399999999999 3.6518299999999981 3.6523300000000001 3.6536900000000001 3.65421 3.63842 3.6233100000000031 3.6210200000000001 3.6164399999999981 3.5 92409999999997 3.595069999999998 3.5924699999999969 3.5888300000000002 3.5615800000000002 3.5196999999999972 3.47716 3.4394699999999969 3.4049399999999999 3.3779400000000002 3.36754 3.3593899999999981 3.37439 3.4009499999999981 3.4052199999999981 3.42442 3.4408699999999981 3.439649999999995 3.439409999999997 3.4312299999999971 3.4226599999999969 3.399049999999995 3.3954799999999969 3.3835899999999999 3.3639000000000001 3.3256899999999971 3.3097300000000001 3.3083200000000001 3.3081299999999998 3.3088099999999971 3.3087599999999981 3.310149999999997 3.302419999999997 3.2933900000000031 3.2865000000000002 3.2802899999999999 3.2802899999999999 3.2801400000000012 3.2776200000000002 3.27061 3.2811100000000022 3.3005599999999982 3.3039299999999998 3.306549999999997 3.3118099999999959 3.331459999999995 3.3778899999999972 3.399049999999995 3.3974399999999991 3.395669999999996 3.3921199999999971 3.3737699999999982 3.3683000000000001 3.34076 3.3193099999999971 3.30396 3.310419999999997 3.3237299999999999 3.3236400000000001 3.3336299999999981 3.32911 3.3308099999999969 3.330409999999997 3.3269799999999972 3.3267699999999971 3.3209300000000002 3.3169399999999971 3.3177400000000001 3.3088899999999981 3.2978200000000002 3.28904 3.292669999999998 3.2881300000000042 3.2901600000000002 3.29657 3.3158499999999949 3.313849999999996 3.3257699999999981 3.3564399999999961 3.386679999999997 3.40652 3.4274900000000001 3.452889999999996 3.4807299999999999 3.5211000000000001 3.5438399999999999 3.555209999999998 3.59673 3.6608100000000001 3.7051099999999999 3.735649999999997 3.7746499999999972 3.8292799999999971 3.8833000000000002 3.8980299999999981 3.88903 3.899449999999995 3.8997799999999971 3.8976199999999972 3.8685800000000001 3.8555799999999971 3.8810699999999971 3.8933399999999998 3.8986299999999972 3.9091100000000001 3.9209100000000001 3.92726 3.9494199999999982 3.99478 4.0036300000000002 3.9839500000000001 3.9642200000000001 3.9327999999999972 3.90823000000000 01 3.8821300000000001 3.8412499999999969 3.8103799999999981 3.796649999999997 3.7881200000000028 3.7759900000000002 3.7730700000000001 (MOV 20D) Natural Gas (NYM $/btu) Jun 13 - Price (Right) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.4256000000000002 3.44855 3.4541599999999981 3.4653999999999998 3.48305 3.496449999999995 3.5061499999999981 3.512249999999995 3.5156999999999972 3.5125999999999982 3.5095999999999998 3.505649999999997 3.5007999999999999 3.495249999999996 3.4883500000000001 3.4782000000000002 3.464849999999998 3.4531499999999982 3.4416000000000002 3.42835 3.4098999999999982 3.3996999999999971 3.3868499999999959 3.3818999999999981 3.373849999999996 3.3675000000000002 3.3641999999999999 3.3635999999999999 3.364300000000 0001 3.3711999999999982 3.3801999999999999 3.3845000000000001 3.3940000000000001 3.396499999999997 3.4015 3.4110499999999959 3.4208499999999971 3.433849999999997 3.44 3.4528499999999949 3.4624999999999981 3.4781499999999972 3.486849999999996 3.4971999999999999 3.5017999999999998 3.506849999999996 3.5148000000000001 3.5209000000000001 3.526449999999997 3.5308499999999969 3.5360499999999959 3.5407000000000002 3.54975 3.5550499999999969 3.565649999999998 3.572149999999997 3.5771000000000002 3.572049999999996 3.5701499999999982 3.575049999999997 3.5781499999999982 3.5805500000000001 3.577849999999998 3.576549999999997 3.5781499999999982 3.573649999999998 3.5691000000000002 3.5633499999999998 3.559849999999996 3.5517999999999992 3.5469499999999972 3.539349999999998 3.5297999999999998 3.512149999999997 3.4929999999999981 3.4777 3.4737499999999981 3.4728499999999949 3.47173 3.4695 3.4634999999999998 3.453649999999997 3.442449999999996 3.4331999999999998 3.4310499999999959 3.431749999999997 3.4392999999999971 3.4470499999999982 3.4520999999999971 3.4531999999999998 3.455449999999995 3.4557999999999991 3.456749999999996 3.4652499999999971 3.4757999999999991 3.4913999999999992 3.5085999999999999 3.526049999999997 3.5438999999999998 3.5586000000000002 3.56595 3.6063000000000001 3.62805 3.6533000000000002 3.6751 3.6944499999999971 3.7094999999999998 3.72925 3.7494000000000001 3.7678500000000001 3.7871500000000018 3.8091499999999971 3.8333499999999971 3.8541999999999992 3.8700999999999981 3.8870499999999981 3.8966999999999969 3.904849999999997 3.908849999999997 3.911749999999997 3.9102000000000001 3.9119999999999981 3.913049999999997 3.9071500000000001 3.8993999999999982 3.891949999999996 3.8832499999999972 3.8727499999999959 3.859949999999996 3.8532999999999982 3.8532000000000002 3.8511999999999982 3.8439000000000001 3.838649999999995 3.836949999999995 3.8362499999999948 3.8421999999999992 3.847 3.854749999999997 3.8533499999999972 3.8573499999999972 3.8577499999999971 3.8513499999999969 3.8477000000000001 3.8470800000000001 3.845849999999996 3.8385999999999991 3.8397999999999981 3.8385999999999991 3.8376000000000001 3.8299999999999992 3.8132499999999969 3.7942999999999998 3.778 3.7578999999999998 3.7411500000000002 3.7229999999999999 3.6981000000000002 3.6791499999999981 3.6589 3.6406000000000001 3.6212 3.6072000000000002 3.5990000000000002 3.5971000000000002 3.5884 3.581849999999998 3.5433500000000002 3.5320999999999971 3.5236499999999982 3.51539999999999 92 3.5043500000000001 3.4971000000000001 3.495749999999997 3.4951999999999992 3.4944499999999969 3.496849999999994 3.496149999999997 3.4993499999999971 3.5066499999999969 3.5139499999999981 3.5200499999999981 3.5225 3.5227499999999972 3.5211000000000001 3.5173000000000001 3.5223 3.5299 3.5314000000000001 3.532549999999997 3.5348499999999969 3.5442 3.5581499999999981 3.5630500000000001 3.5625499999999981 3.5618599999999971 3.5605000000000002 3.5529999999999982 3.5493999999999999 3.536449999999995 3.5194999999999972 3.5025499999999972 3.4906499999999969 3.4784000000000002 3.4689999999999999 3.4611999999999998 3.4661 3.4721999999999982 3.4733999999999998 3.4765999999999981 3.4804499999999972 3.4864000000000002 3.4886499999999971 3.4879500000000001 3.4979 3.510249999999997 3.52305 3.538249999999997 3.551549999999998 3.57775 3.60805 3.63855 3.6677499999999998 3.6964999999999981 3.7256499999999981 3.752249999999997 3.7700999999999998 3.7939500000000002 3.822849999999995 3.8472 3.8727499999999959 3.8875099999999998 3.8948999999999971 3.9147999999999992 3.9339 3.9497499999999981 3.971849999999995 3.991049999999996 4.0076000000000001 4.0259999999999936 4.0406000000000004 4.0560499999999999 4.0666500000000001 4.0744999999999996 4.0856500000000002 4.1073499999999976 4.1295499999999956 4.1479499999999936 4.1602999999999994 4.1650499999999946 4.1717500000000003 4.1795999999999998 4.1961499999999976 4.2123499999999998 4.2311500000000004 4.2328999999999999 4.2269500000000004 4.2215999999999996 4.2147500000000004 4.2073 4.1974999999999936 4.1799499999999998 4.1677999999999944 4.1596000000000002 4.1509499999999946 4.1259499999999942
NG Stochastic - Directions
After crossing into overbought region, fast stochastic plummeted on May 17 and now is just above 40.
Slow stochastic also turned downward after steep rise, presently at about 65.
Both currently mid-range, but trend looks to be downward.
“Direction of Wind” - Down
Overbought (70)
Oversold (30)
Natural Gas (NYM $/btu) Jun 13 - Stochastic %D May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 64.512100000000004 78.178499999999914 78.714700000000022 79.787200000000027 68.052499999999981 42.9514 28.718 15.0037 8.1968900000000016 2.05416 0 4.0204700000000004 8.4144100000000002 18.091799999999989 27.012499999999989 51.333500000000001 62.262100000000061 63.011299999999999 37.805200000000013 20.82539999999997 7.6111899999999943 19.441599999999969 38.975000000000001 70.162000000000006 85.50 0100000000003 93.826599999999999 92.39879999999998 92.971500000000006 94.240700000000004 97.3386 91.846199999999996 76.12609999999998 54.914000000000001 49.760800000000003 39.454500000000003 41.747 54.893100000000011 76.427800000000005 77.946900000000085 69.924700000000001 47.174000000000007 44.201600000000013 48.1143 69.825799999999958 77.626999999999981 71.949900000000085 54.164400000000001 43.599800000000002 52.889800000000001 64.684100000000001 80.963099999999997 84.980400000000003 90.067200000000085 85.960600000000085 88.13979999999998 86.915300000000002 85.181299999999993 38.599800000000002 15.222300000000001 12.644399999999999 28.257200000000001 53.9146 72.0839 68.726399999999998 47.092500000000037 25.164100000000001 15.1387 9.1556100000000047 11.439500000000001 16.79179999999997 37.412799999999997 55.8127 64.717300000000023 50.006400000000014 25.114599999999999 9.7661600000000011 14.234299999999999 35.973400000000012 45.2575 63.825800000000001 86.5685 94.316500000000005 83.351900000000001 52.467500000000001 33.983600000000003 36.461000000000013 66.330399999999983 87.36239999999998 92.796200000000013 81.102199999999982 57.458599999999997 29.015899999999991 9.1549800000000001 15.2125 40.820600000000013 71.574299999999994 89.079700000000003 96.805000000000007 98.621200000000002 99.540400000000005 100 95.8262 86.895099999999999 70.816699999999997 63.839799999999997 67.837100000000007 83.165300000000002 94.058799999999948 94.858899999999949 82.188099999999949 57.222600000000043 34.750800000000012 32.677500000000002 53.124500000000012 69.107299999999995 69.5972000000001 47.817500000000003 33.393100000000011 17.380499999999969 19.892099999999989 19.203800000000001 24.485699999999959 15.9313 8.8383799999999972 1.6578900000000001 4.7778600000000004 11.370900000000001 25.989499999999961 34.0306 43.396800000000013 50.759100000000011 69.982799999999983 83.821600000000004 91.532399999999981 85.952399999999983 84.367400000000004 83.100300000000004 90.893600000000006 95.508899999999983 90.663499999999999 72.466700000000003 40.879399999999997 18.09059999999997 2.9541599999999981 2.7846299999999999 2.4455499999999981 2.6354000000000002 11.83260000000001 28.314100000000021 50.162800000000011 52.052700000000002 36.401899999999998 13.155200000000001 2.0681300000000018 0 2.53749 18.123899999999999 36.097700000000003 58.735100000000052 67.790800000000004 72.949900000000085 61.594000000000001 44.215500000000013 28.465099999999961 29.940299999999969 33.745800000000003 34.753999999999998 8.3907900000000026 4.6754600000000002 14.0235 29.845800000000001 33.436999999999998 32.8889 34.944099999999999 55.558100000000003 80.091399999999993 95.230700000000013 99.3309 98.913500000000084 99.230099999999993 99.582499999999982 100 89.454499999999996 67.415899999999993 35.282300000000042 13.3278 5.7817500000000024 12.915400000000011 27.019500000000001 31.974399999999989 41.8842 60.192300000000053 76.716800000000006 79.823799999999949 63.915100000000002 53.663500000000013 33.160200000000003 12.05060000000001 8.9202200000000005 14.769 20.9589 13.356600000000009 14.434900000000001 24.511800000000029 50.2042 72.328199999999981 85.931799999999996 92.103300000000004 91.318399999999983 89.018900000000002 82.674300000000002 82.54 83.418000000000006 84.304000000000002 82.599500000000006 81.737399999999994 88.66549999999998 94.311099999999996 98.808799999999948 98.194300000000013 98.747600000000105 99.385499999999979 100 99.43760 0000000103 96.474599999999995 87.302300000000002 65.381 51.617100000000001 51.9298 71.349999999999994 82.833399999999983 82.016800000000003 81.608399999999989 67.4238 42.88 23.784999999999989 26.5534 49.002400000000002 70.510099999999994 74.933200000000085 73.241000000000085 78.6952 82.902600000000007 81.724100000000007 69.711400000000026 69.382499999999979 78.633200000000002 86.938599999999994 79.165199999999999 53.929600000000001 28.275699999999969 10.138299999999999 15.484400000000001 36.288400000000003 61.722000000000037 61.176100000000012 43.729400000000012 17.551500000000001 6.0945499999999946 3.05511 8.11036 17.207999999999991 23.831499999999991 33.206500000000013 51.387899999999988 65.426500000000004 64.044300000000007 Natural Gas (NYM $/btu) Jun 13 - Stochastic %K May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 82.509500000000003 95.723600000000005 84.191900000000004 61.128500000000052 47.305300000000003 20.420399999999969 18.428099999999969 6.1624799999999942 0 0 0 12.061400000000001 13.181800000000001 29.032299999999989 38.823600000000013 86.144499999999994 61.818100000000001 41.071300000000001 10.526300000000001 10.8786 1.42855 46.017699999999998 69.478899999999982 94.989500000000007 92.031800000000004 94.458399999999983 90.706199999999995 93.749899999999997 98.265799999999999 100 77.272699999999986 51.105600000000003 36.363600000000012 34.540500000000002 30.894300000000001 57.983199999999997 75.801699999999997 95.498400000000004 62.540700000000001 51.735000000000042 27.246399999999969 53.623300000000043 63.473100000000002 92.380899999999983 77.027000000000001 46.441800000000001 39.024300000000011 45.333300000000001 74.311800000000005 74.407399999999996 94.170299999999983 86.363500000000002 89.6678 81.850399999999979 92.901200000000074 85.994400000000013 76.648300000000006 7.51633 6.5159499999999966 23.901 54.354799999999997 83.487899999999996 78.409099999999995 44.282200000000003 18.586399999999969 12.623699999999999 14.206099999999999 0.63689600000000102 19.475499999999968 30.263000000000002 62.499900000000011 74.675299999999979 56.976700000000001 18.3673 0 10.931100000000001 31.771799999999971 65.217300000000023 74.974300000000014 94.488200000000006 100 88.4615000000001 61.594200000000001 7.3468900000000001 33.009700000000002 69.026499999999999 96.955100000000002 96.105499999999978 85.328199999999981 61.872900000000001 25.17480000000003 0 2.2900900000000002 43.3476 76.823999999999998 94.551300000000012 95.863699999999994 100 100 100 100 87.478799999999978 73.206700000000012 51.764700000000012 66.548100000000005 85.198599999999999 97.749200000000101 99.228700000000003 87.5989 59.736800000000002 24.3322 20.18339999999997 53.516800000000003 85.673299999999998 68.131799999999998 54.986499999999999 20.334199999999999 24.85869999999997 6.9486400000000064 27.8688 22.7941 22.7941 2.2058900000000001 1.5151600000000001 1.25261 11.56580000000001 21.2943 45.108600000000003 35.689 49.392700000000012 67.195700000000002 93.360100000000003 90.909000000000006 90.328099999999978 76.620299999999986 86.153799999999919 86.526899999999998 100 100 71.990700000000004 45.409400000000012 5.2381099999999998 3.6243900000000022 0 1.2374199999999991 3.7122699999999971 4.1939399999999942 27.5916 53.156799999999997 69.739999999999995 33.261300000000013 6.2043999999999997 0 0 0 7.6124699999999956 46.7592 53.921600000000012 75.524500000000003 73.926400000000001 69.398899999999998 41.456600000000002 21.7911 22.147600000000001 45.882300000000001 33.2074 25.1723 0 14.026400000000001 28.0443 47.466700000000003 24.8 26.399899999999999 53.632400000000011 86.641900000000007 100 99.050200000000004 98.942600000000013 98.747700000000023 100 100 100 68.363600000000005 33.884300000000003 3.5990099999999972 2.5000300000000002 11.2462 25 44.8123 48.488400000000013 55.840400000000002 79.924200000000013 94.385899999999978 65.161299999999997 32.198100000000061 22.172499999999989 2.1212 1.8324499999999999 22.806999999999999 19.6676 20.402299999999968 0 22.902499999999971 50.632900000000042 77.077299999999994 89.2744 91.443799999999996 95.591600000000085 86.919799999999995 84.545400000000001 76.5578 86.516800000000003 87.179499999999948 79.215700000000012 81.403499999999994 84.593000000000004 100 98.340199999999996 98.086100000000002 98.156699999999987 100 100 100 98.312799999999982 91.111000000000004 72.483000000000004 32.548900000000003 49.819400000000002 73.421000000000006 90.809600000000003 84.2697 74.587199999999996 69.745999999999995 48.255800000000001 10.638199999999999 12.461 56.561 77.985100000000003 76.984100000000026 69.830500000000001 72.9084 93.346700000000013 82.452799999999982 69.37269999999998 57.308600000000013 81.466300000000004 97.124499999999998 82.224999999999994 58.146000000000001 21.417899999999999 5.2631299999999994 3.7338 37.456499999999998 67.67489999999998 80.034700000000001 35.818899999999999 15.3347 1.50091 1.447939999999998 6.2164900000000003 16.666599999999971 28.741 26.0868 44.791600000000003 83.285200000000003 68.202699999999993 40.645100000000042
NG ADX - Strength
After two month-plus bullish trend, D- crossed over D+ on May 2 (1) and sharply diverged.
Looked like another crossover could take place on May 17 (2), but once again diverged.
Overall trend seems to be weak and growing even weaker, presently near 20.
“Strength of Wind” - Weak
| ADX Value | Trend Strength |
| 0-25 | Absent or Weak Trend |
| 25-50 | Strong Trend |
| 50-75 | Very Strong Trend |
| 75-100 | Extremely Strong Trend |
Natural Gas (NYM $/btu) Jun 13 - ADX May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 13.30590000000001 14.0647 13.731999999999999 13.06660000000001 12.696 12.0219 11.6699 11.5466 11.4322 12.2681 13.603899999999999 14.27240000000001 14.9138 14.88220000000001 14.6282 14.458600000000001 14.96970000000001 15.0489 15.7979 16.4177 17.504000000000001 16.364000000000001 15.38290000000001 14.680999999999999 13.81500000000001 13.141500000000 001 12.5573 12.5177 12.8147 13.5937 14.9718 15.5474 16.611100000000022 16.940399999999968 17.598800000000001 19.040699999999969 20.3795 21.728999999999989 20.872199999999989 20.931899999999999 20.116499999999991 20.118300000000001 20.2438 20.449399999999969 19.630400000000009 18.77209999999997 18.74199999999999 18.327999999999999 18.234999999999999 17.91219999999997 18.262099999999968 18.131200000000021 18.542099999999969 18.541899999999991 19.419899999999991 19.7913 19.64229999999997 18.9678 18.216999999999999 17.141500000000001 16.52 15.930999999999999 15.2372 14.9841 14.157 13.927199999999999 14.042400000000001 14.123200000000001 13.57560000000001 13.4217 12.8118 12.3162 12.5548 13.347300000000001 14.580399999999999 15.0405 14.80900000000001 14.2416 14.06590000000001 13.714700000000001 12.90650000000001 12.6502 12.748799999999999 13.4384 12.632899999999999 12.7338 13.54 13.89360000000001 13.5908 12.9519 12.2418 11.5578 10.997199999999999 11.48200000000001 11.6866 12.337 13.6516 15.2887 17.064800000000009 18.5273 19.258599999999969 22.00979999999997 22.822800000000001 23.70639999999997 24.78899999999997 26.223699999999969 27.500399999999981 29.117400000000021 29.812899999999999 29.3996 29.082299999999979 29.265399999999961 29.847999999999999 30.561199999999989 29.4315 28.9773 27.684100000000001 26.705100000000002 25.204599999999989 24.429499999999969 22.724999999999991 21.6221 20.597999999999999 19.887899999999991 19.26569999999996 17.953600000000002 17.026299999999981 15.8582 15.6831 14.858599999999999 14.789300000000001 14.8391 14.2746 14.297599999999999 13.8315 14.1105 14.8497 15.536099999999999 16.258599999999969 15.515700000000001 15.027100000000001 14.139200000000001 14.3948 15.104900000000001 15.3247 15.764200000000001 16.677499999999991 16.016400000000001 15.5723 15.815600000000011 16.54009999999997 17.495299999999968 18.5672 19.581600000000002 20.61080000000003 21.259899999999991 21.102900000000009 21.5228 20.534700000000001 19.750399999999981 19.7089 19.670500000000001 19.2791 19.0459 18.0777 18.14249999999997 18.202699999999979 20.166599999999971 20.105499999999989 20.193200000000001 20.599900000000009 21.589699999999969 21.59059999999997 20.471 19.06919999999997 18.129899999999999 17.186199999999989 16.829599999999989 17.022200000000002 17.201000000000001 17.367100000000001 17.568399999999968 16.611000000000018 15.87660000000001 15.793100000000001 16.084800000000001 15.491 15.136799999999999 14.87590000000001 14.706899999999999 14.36910000000001 13.679500000000001 13.104699999999999 12.95380000000001 12.843400000000001 12.7784 12.648300000000001 13.052300000000001 12.4923 13.185 13.965000000000011 14.689 2 14.0768 13.5288 13.3369 12.5839 12.6599 12.5 12.058199999999999 12.2105 12.351900000000001 13.099 13.8209 13.709300000000001 14.6045 15.7965 17.0289 18.173300000000001 19.511399999999991 21.6282 23.94229999999996 26.111699999999999 28.495399999999979 30.508800000000001 31.970699999999969 33.232800000000012 33.260400000000011 34.025700000000043 35.190800000000003 35.601200000000013 35.982300000000002 36.160800000000002 36.25 35.781300000000002 34.301099999999998 33.325800000000001 33.732000000000042 33.533200000000001 32.570600000000013 32.209000000000003 32.232500000000037 32.762400000000042 32.116500000000002 31.657000000000021 31.606300000000001 32.583599999999997 33.514000000000003 32.820700000000002 32.458300000000001 31.377199999999991 30.343900000000001 29.551300000000001 29.86479999999997 29.6416 29.2561 27.857099999999999 26.558 25.549099999999989 25.18039999999997 24.333400000000001 23.5029 23.221399999999981 22.814200000000021 21.5274 20.031600000000001 19.588099999999969 Natural Gas (NYM $/btu) Jun 13 - DI+ May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 57.426000000000002 59.823300000000003 56.066700000000012 48.553600000000003 52.543500000000002 50.349499999999999 45.414200000000001 44.051200000000001 44.051200000000001 37.718700000000013 33.938300000000012 36.653300000000002 33.532100000000042 37.706700000000012 39.221200000000003 38.857899999999987 35.141300000000001 37.800699999999999 33.920100000000012 34.428800000000003 31.431899999999999 47.648100000000042 45.805999999999997 49.891500000000001 48.549700000000001 49.464500000000001 49.753100000000003 53.296000000000042 55.661900000000003 59.252700000000011 62.030300000000011 57.713800000000013 61.555200000000013 61.478300000000011 61.324399999999997 65.189099999999982 65.189099999999982 65.977599999999995 52.570100000000011 58.631800000000013 52.952800000000003 58.315399999999997 59.195400000000042 59.827599999999997 53.129300000000043 52.478000000000002 57.880099999999999 54.541600000000003 56.603000000000002 54.751899999999999 59.363400000000013 56.376300000000001 60.154899999999998 57.631500000000003 62.208600000000011 59.392000000000003 56.243200000000002 40.256999999999998 44.4206 50.216000000000001 52.8626 52.783100000000012 45.8718 43.248800000000003 47.380200000000002 43.748600000000003 41.526900000000012 41.709100000000042 46.052900000000001 43.6449 46.906399999999998 46.424200000000013 41.658100000000012 37.753300000000003 34.3461 38.632500000000043 43.215600000000002 45.166500000000013 44.340600000000002 42.688700000000011 44.891199999999998 41.947400000000002 39.923300000000012 36.2866 46.246900000000011 54.379199999999997 59.4559 56.908700000000003 52.820800000000013 50.492200000000011 49.730600000000003 49.569600000000001 50.091700000000003 57.174799999999998 55.552999999999997 58.809699999999999 63.864400000000003 66.841899999999995 67.503 70.173999999999978 71.509500000000003 63.662600000000012 64.85899999999998 65.7834 67.672199999999989 70.778099999999981 70.407700000000006 73.539500000000004 68.117400000000004 60.966200000000001 61.435700000000011 64.821100000000001 67.752499999999998 68.977400000000003 56.739300000000043 60.923100000000012 54.9373 56.494300000000003 52.423400000000001 56.757800000000003 49.958799999999997 52.802700000000002 52.334099999999999 43.760600000000011 43.510899999999999 48.638400000000011 46.673100000000012 48.820600000000013 42.654299999999999 47.276000000000003 56.3003 57.102500000000013 52.917999999999999 56.757199999999997 53.407200000000003 58.401600000000002 61.775900000000043 61.775900000000043 62.374899999999997 52.608600000000003 54.018300000000011 48.445600000000013 40.957599999999999 37.369 36.886899999999997 35.922800000000002 34.017600000000002 44.425700000000013 43.3294 39.076800000000013 35.819099999999999 33.964799999999997 32.747600000000013 32.6218 32.046799999999998 34.161500000000011 39.421700000000001 35.654299999999999 45.235800000000012 44.339500000000001 39.707900000000002 39.707900000000002 42.184899999999999 41.302700000000002 46.548000000000002 39.987200000000001 39.987200000000001 32.428000000000011 39.9709 38.9786 36.741200000000013 32.524000000000001 38.931600000000003 46.762500000000053 49.296600000000012 52.679700000000011 52.184399999999997 55.8262 59.497900000000001 59.497900000000001 59.497900000000001 59.828900000000012 51.883899999999997 52.966300000000011 42.518600000000013 39.948900000000002 45.997700000000002 44.060100000000013 41.725500000000061 42.334899999999998 43.553600000000003 49.775000000000013 50.235300000000052 42.657400000000003 42.465700000000012 42.6798 43.107900000000001 39.326000000000001 45.816499999999998 37.835700000000003 36.9298 36.9298 45.861499999999999 45.7234000000 00012 43.602700000000013 47.614800000000002 55.850299999999997 54.291000000000011 52.304499999999997 56.254800000000003 54.147300000000001 58.538300000000042 58.740900000000003 53.744 60.849499999999999 63.441400000000002 63.078200000000002 61.669800000000002 63.725800000000042 70.365600000000001 73.062200000000004 73.223699999999994 76.114700000000013 74.838399999999979 72.229799999999983 71.618799999999979 64.244600000000105 69.641400000000004 72.988699999999994 68.549000000000007 68.549000000000007 68.168399999999949 67.978099999999998 63.215500000000013 56.2438 59.062400000000011 68.383700000000005 64.477500000000006 59.189400000000013 62.945100000000011 65.486099999999993 69.086100000000002 61.279200000000003 62.266700000000043 64.916600000000102 72.153399999999948 72.316100000000006 61.5501 62.166900000000012 57.218800000000002 57.023200000000003 58.202400000000011 65.658599999999979 62.194300000000013 60.992000000000012 44.564600000000013 43.721900000000012 42.426100000000012 38.680900000000001 42.183999999999997 42.488999999999997 39.234500000000011 40.247300000000003 46.5762 49.265200000000043 42.331600000000002 Natural Gas (NYM $/btu) Jun 13 - DI- May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 38.912200000000013 36.721100000000042 40.694600000000001 48.641800000000003 44.869400000000013 47.171400000000013 52.349699999999999 53.779700000000012 53.779700000000012 60.424100000000003 64.390600000000006 58.504100000000001 53.849699999999999 50.467599999999997 49.240500000000011 49.710800000000013 54.520700000000012 52.285200000000003 57.183600000000013 56.743300000000012 60.508600000000001 46.198500000000053 48.278400000000012 44.638900000000042 46.127800000000001 45.307699999999997 45.048900000000003 41.872400000000013 39.751300000000001 36.532000000000011 31.3276 36.106300000000012 32.826300000000003 32.785300000000042 32.703200000000002 29.435399999999969 29.435399999999969 28.76859999999996 43.243700000000011 37.717000000000013 43.749700000000011 38.762900000000037 37.944600000000001 37.356699999999996 44.370199999999997 45.052300000000002 39.930900000000001 42.038500000000013 40.132100000000037 41.545000000000002 37.3108 40.465300000000013 36.9602 39.604700000000001 32.886800000000001 35.925500000000042 39.322400000000002 56.569100000000013 52.626600000000003 47.139100000000013 44.633100000000013 44.7164 51.955100000000002 54.702400000000011 50.720100000000038 54.497300000000003 56.808100000000003 56.631100000000011 52.410899999999998 54.899300000000011 51.722000000000037 52.218300000000013 57.123800000000003 61.142700000000012 64.649600000000007 59.198700000000052 54.7776 51.825100000000013 50.877400000000002 48.981999999999999 47.099600000000002 50.568500000000043 52.953800000000001 57.239400000000003 48.291100000000043 40.985100000000003 36.424300000000002 39.148000000000003 43.519100000000002 46.009 46.823400000000007 46.995600000000003 46.509 39.9084 41.612900000000003 38.563900000000011 33.831499999999998 31.043800000000001 28.823899999999991 26.454699999999971 25.270199999999981 33.489400000000003 32.386699999999998 31.534800000000018 29.794 26.9315 27.313900000000022 24.423199999999969 29.995599999999961 37.344900000000003 36.895600000000002 33.656700000000001 30.8522 29.680299999999971 42.156500000000001 38.079500000000003 44.163300000000042 42.6374 46.770800000000001 42.509800000000013 49.396500000000003 45.631800000000013 45.226800000000011 54.199900000000042 54.461200000000012 49.517800000000001 51.557600000000001 49.481299999999997 55.862100000000012 51.36 42.569100000000013 41.787700000000001 46.0535 42.298200000000037 45.703900000000012 40.8048 37.494900000000001 37.494900000000001 36.907299999999999 46.785900000000012 45.394199999999998 51.0276 58.597000000000001 61.406799999999997 60.614699999999999 59.030300000000011 61.203200000000002 51.549000000 000007 52.744600000000013 57.3825 60.935400000000001 62.957700000000003 64.2851 64.422399999999982 65.049400000000006 63.025100000000037 57.989699999999999 62.0045 52.771600000000007 53.707300000000011 58.543000000000013 58.543000000000013 56.137800000000013 57.055100000000003 51.956600000000002 58.728100000000062 58.728100000000062 66.530199999999994 59.103500000000011 60.1188 62.408000000000001 66.722799999999978 60.386800000000001 52.6432 50.137500000000003 46.792100000000062 47.292300000000061 43.690400000000011 40.058800000000012 40.058900000000001 40.058900000000001 39.731500000000011 47.734900000000003 46.661000000000001 57.182200000000002 59.77 53.749500000000012 54.433999999999997 52.552200000000013 52.002700000000011 50.903700000000001 45.293200000000013 44.878100000000003 53.193200000000012 53.403399999999998 53.204700000000003 52.807299999999998 56.947600000000001 50.855699999999999 59.416200000000003 60.387899999999988 60.387899999999988 51.836000000000013 51.981000000000002 54.208200000000012 50.351799999999997 42.436 44.043100000000003 46.090600000000002 42.273200000000003 40.689600000000013 36.793000000000013 36.613200000000013 42.005300000000013 35.552799999999998 33.199000000000012 31.740599999999969 31.031900000000022 29.3674 23.991800000000001 21.808700000000002 21.677900000000029 19.337399999999999 20.689900000000002 23.4544 24.101900000000018 31.91669999999997 27.099299999999989 24.111400000000021 28.727499999999981 28.727499999999981 29.123200000000001 29.321100000000001 34.272900000000043 41.521500000000003 38.846899999999998 30.0016 34 39.412999999999997 35.785900000000012 33.331899999999997 29.8551 37.781700000000001 36.818100000000001 34.232600000000012 27.171199999999999 27.0124 37.878400000000013 35.161200000000001 40.322000000000003 40.526000000000003 39.414000000000001 32.383000000000003 35.950600000000001 37.188800000000001 54.106200000000001 53.083100000000002 54.473700000000001 58.492500000000042 55.1509 54.8 59900000000003 58.317500000000003 57.345500000000001 51.271500000000003 48.690900000000013 55.912100000000002
Technical Analysis – NG: RSI
Further evidence that bullish trend ended around May 2 (1) and market is now bearish.
Rally on May 15 (2), but quickly ended and returned near previous levels.
Could be due for another turnaround because longevity of current bearish trend seems low with levels around 42.
“How Long Will Wind Last” – Short time
Overbought (70)
Oversold (30)
Natural Gas (NYM $/btu) Jun 13 - Relative Strength Index (RSI) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 70.894300000000001 72.300899999999999 68.297399999999996 60.290600000000012 63.031300000000002 60.678200000000011 55.3048 53.800899999999999 53.800899999999999 46.697300000000013 42.363200000000013 47.275800000000011 43.500700000000002 46.841299999999997 48.059800000000003 47.639800000000001 43.318399999999997 45.527300000000011 41.062400000000011 41.496000000000002 38.030900000000003 52.226800000000011 50.268700000000052 53.9129 52.502400000000002 53.324300000000001 53.583799999999997 56.775500000000036 58.913499999999999 62.168800000000012 60.093400000000003 55.514800000000001 59.901699999999998 59.820500000000003 59.658000000000001 63.995700000000042 63.995700000000042 64.871799999999979 50.921200000000013 57.509900000000002 51.687100000000001 57.414000000000001 58.348100000000002 59.018300000000011 52.186 51.524700000000003 57.198500000000053 53.807299999999998 55.957700000000003 56.211000000000013 60.893800000000013 57.686600000000013 61.507399999999997 58.822400000000002 66.040999999999997 62.955399999999997 59.517099999999999 42.237900000000003 46.343600000000002 52.0379 54.630600000000001 54.546999999999997 47.300699999999999 44.558900000000001 48.6462 44.873899999999999 42.569700000000012 42.750600000000013 47.060600000000001 44.575900000000011 47.812899999999999 47.316899999999997 42.419800000000002 38.414400000000001 34.924300000000002 39.686700000000002 44.269800000000011 46.722200000000043 46.722200000000043 46.722200000000043 48.942 45.4816 43.124200000000002 38.933 49.013199999999998 57.089799999999997 62.063300000000012 59.298800000000043 54.882599999999996 52.3782 51.560900000000011 51.388199999999998 51.9086 58.932300000000012 57.213500000000003 60.430400000000013 65.397099999999995 68.308000000000007 70.096900000000005 72.63509999999998 73.904200000000074 65.546400000000006 66.712400000000002 67.611700000000013 69.445300000000003 72.448499999999996 72.060699999999997 75.078000000000003 69.437799999999996 62.024800000000013 62.489199999999997 65.8322 68.718900000000005 69.923000000000002 57.381 61.543500000000002 55.442800000000013 56.995600000000003 52.855699999999999 57.181899999999999 50.288500000000013 49.762600000000013 50.242900000000013 41.486800000000002 41.235100000000052 46.875 44.876899999999999 47.213500000000003 40.978100000000012 45.933700000000002 55.506 56.350299999999997 52.092100000000038 56.110300000000002 52.709600000000002 57.899900000000002 61.389699999999998 61.389699999999998 62.007800000000003 52.123000000000012 53.572200000000002 47.958500000000001 40.447400000000002 37.168300000000038 37.994799999999998 39.6479 37.506 47.518300000000011 46.327800000000003 41.718300000000013 38.196600000000011 36.195600000000013 34.883600000000001 34.747900000000001 34.128600000000013 36.200900000000011 41.349200000000003 37.361800000000002 46.760900000000042 45.827399999999997 41.008000000000003 41.008000000000003 43.447299999999998 42.533000000000001 47.465700000000012 40.716800000000013 40.716800000000013 32.965000000000003 40.495200000000011 39.483699999999999 37.2042 32.911999999999999 39.312199999999997 47.125800000000012 49.652200000000001 53.023700000000012 52.523400000000002 56.151200000000003 59.806899999999999 59.806899999999999 59.806899999999999 60.136400000000002 52.129900000000013 53.209400000000002 42.692500000000052 40.107400000000013 46.150500000000001 46.852899999999998 44.295000000000037 44.894599999999997 46.093800000000002 52.190100000000037 52.639600000000002 44.525500000000036 44.321100000000001 44.532800000000002 44.956000000000003 40.934800000000003 47.363300000000002 38.994600000000013 38.047899999999998 38.047899999999998 46.926600000000001 46.7836 44.589000000000013 48.572700000000012 56.729600000000012 55.132000000000012 53.097900000000003 56.617199999999997 54.4617 58.886499999999998 59.090400000000002 53.996700000000011 61.143000000000001 63.742600000000003 64.648200000000003 63.790300000000038 65.806100000000001 72.257400000000004 74.852099999999979 75.007000000000005 77.771900000000002 76.436300000000003 73.709900000000005 73.072000000000003 65.392399999999981 70.707499999999996 73.987399999999994 69.421300000000002 69.421300000000002 69.030299999999997 68.834700000000012 63.947299999999998 56.810699999999997 59.623800000000003 68.896299999999997 64.929000000000002 59.5642 63.310600000000001 65.842299999999994 69.425200000000004 61.540900000000001 62.526500000000013 65.169899999999998 72.380300000000005 72.542199999999994 61.709800000000001 60.31430000000000 3 55.266700000000043 55.068200000000012 56.362400000000001 64.462199999999996 60.930799999999998 59.708700000000043 43.190300000000043 44.076000000000001 42.730800000000002 38.856999999999999 42.438800000000001 42.7502 39.399300000000011 40.432500000000012 46.870699999999999 49.596600000000002 42.5443 42.5443
Technical Indicators at a Glance - NG
Natural Gas (NYM $/btu) Jun 13 - Price (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.5959999999999992 3.625 3.5880000000000001 3.5139999999999998 3.56 3.5359999999999991 3.4780000000000002 3.4609999999999999 3.4609999999999999 3.3789999999999991 3.32 3.3749999999999991 3.323 3.3610000000000002 3.3749999999999991 3.37 3.3169999999999971 3.3389999999999982 3.282 3.286 3.24 3.3919999999999981 3.3679999999999999 3.4149999999999991 3.3989999999999991 3.4089999999999998 3.4119999999999981 3.4489999999999998 3.4749999999999992 3.5169999999999981 3.5 3.4609999999999999 3.5129999999999981 3.51233 3.5110000000000001 3.5659999999999998 3.5659999999999998 3.577 3.4620000000000002 3.5390000000000001 3.4789999999999992 3.5529999999999982 3.5659999999999998 3.5750000000000002 3.5070000000000001 3.5 3.5680000000000001 3.5339999999999998 3.56 3.5630000000000002 3.621 3.593 3.6419999999999999 3.6190000000000002 3.7229999999999999 3.6960000000000002 3.665 3.4519999999999982 3.5009999999999999 3.577 3.6150000000000002 3.6139999999999999 3.5209999999999999 3.4809999999999999 3.5319999999999991 3.4780000000000002 3.4430000000000001 3.4449999999999998 3.4929999999999981 3.46 3.4959999999999991 3.49 3.4279999999999999 3.37 3.3129999999999971 3.3589999999999991 3.407 3.4340000000000002 3.4340000000000002 3.4340000000000002 3.4569999999999972 3.4180000000000001 3.39 3.3359999999999972 3.4380000000000002 3.5459999999999998 3.629 3.5979999999999999 3.5459999999999998 3.5150000000000001 3.5049999999999999 3.5030000000000001 3.5089999999999999 3.5979999999999999 3.581 3.625 3.7029999999999998 3.7559999999999998 3.7909999999999999 3.847 3.8749999999999991 3.8039999999999998 3.8250000000000002 3.8410000000000002 3.8740000000000001 3.9329999999999972 3.93 3.9929999999999981 3.9489999999999998 3.8839999999999999 3.8909999999999991 3.9430000000000001 3.9929999999999981 4.0149999999999944 3.8989999999999991 3.964 3.8959999999999981 3.9189999999999992 3.8709999999999991 3.9329999999999972 3.847 3.84 3.8459999999999992 3.7229999999999999 3.7189999999999999 3.7840000000000011 3.7559999999999998 3.7829999999999999 3.6930000000000001 3.7509999999999999 3.8889999999999998 3.903 3.847 3.91 3.8650000000000002 3.95 4.0149999999999944 4.0149999999999944 4.0259999999999936 3.9049999999999998 3.927 3.8 479999999999999 3.718 3.65 3.66066 3.6819999999999999 3.6389999999999998 3.78 3.7589999999999999 3.673 3.5990000000000002 3.5539999999999998 3.524 3.5209999999999999 3.508 3.53 3.5870000000000002 3.5169999999999981 3.6360000000000001 3.621 3.5390000000000001 3.5390000000000001 3.5680000000000001 3.5539999999999998 3.6120000000000001 3.508 3.508 3.363 3.448 3.43 3.3889999999999998 3.3029999999999 982 3.3759999999999981 3.4809999999999999 3.5190000000000001 3.5719999999999992 3.5649999999999999 3.6219999999999999 3.6850000000000001 3.6850000000000001 3.6850000000000001 3.69 3.6030000000000002 3.617 3.4749999999999992 3.4319999999999982 3.5059999999999998 3.5150000000000001 3.4780000000000002 3.4849999999999999 3.4990000000000001 3.5759999999999992 3.5819999999999999 3.4740000000000002 3.4709999999999992 3.4733299999999998 3.4780000000000002 3.4220000000000002 3.4929999999999981 3.363 3.3459999999999992 3.3459999999999992 3.4470000000000001 3.4449999999999998 3.4149999999999991 3.4609999999999999 3.573 3.5539999999999998 3.53 3.5790000000000002 3.5550000000000002 3.6179999999999999 3.621 3.5680000000000001 3.673 3.718 3.734 3.726 3.7589999999999999 3.887 3.9519999999999982 3.9559999999999982 4.0309999999999997 4.0199999999999996 3.9980000000000002 3.9929999999999981 3.93 4.0309999999999997 4.1079999999999943 4.0659999999999936 4.0659999999999936 4.0626600000000002 4.0609999999999946 4.0190000000000001 3.95 3.99 4.1599999999999966 4.1179999999999941 4.0569999999999986 4.1269999999999936 4.1790000000000003 4.2610000000000001 4.1679999999999939 4.1879999999999944 4.2430000000000003 4.4320000000000004 4.4370000000000003 4.298 4.2779999999999996 4.2030000000000003 4.2 4.2229999999999954 4.3919999999999986 4.343 4.3259999999999943 4.024999999999995 4.0410000000000004 4.0110000000000001 3.92 3.9780000000000002 3.9830000000000001 3.91 3.9249999999999998 4.0239999999999956 4.07 3.9319999999999982 3.9319999999999982 Natural Gas (NYM $/btu) Jun 13 - Bollinger Avg (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.4256000000000002 3.44855 3.4541599999999981 3.4653999999999998 3.48305 3.496449999999995 3.5061499999999981 3.512249999999995 3.5156999999999972 3.5125999999999982 3.5095999999999998 3.505649999999997 3.5007999999999999 3.495249999999996 3.4883500000000001 3.4782000000000002 3.464849999999998 3.4531499999999982 3.4416000000000002 3.42835 3.4098999999999982 3.3996999999999971 3.3868499999999959 3.3818999999999981 3.373849999999996 3.3675000000000002 3.3641999999999999 3.3635999999999999 3.3643000000000001 3.3711999999999982 3.3801999999999999 3.3845000000000001 3.3940000000000001 3.396499999999997 3.4015 3.4110499999999959 3.4208499999999971 3.433849999999997 3.44 3.4528499999999949 3.4624999999999981 3.4781499999999972 3.486849999999996 3.4971999999999999 3.5017999999999998 3.506849999999996 3.5148000000000001 3.5209000000000001 3.526449999999997 3.5308499999999969 3.5360499999999959 3.5407000000000002 3.54975 3.5550499999999969 3.565649999999998 3.572149999999997 3.5771000000000002 3.572049999999996 3.5701499999999982 3.575049999999997 3.5781499999999982 3.5805500000000001 3.577849999999998 3.576549999999997 3.5781499999999982 3.573649999999998 3.5691000000000002 3.5633499999999998 3.559849999999996 3.5517999999999992 3.5469499999999972 3.539349999999998 3.5297999999999998 3.512149999999997 3.4929999999999981 3.4777 3.4737499999999981 3.4728499999999949 3.47173 3.4695 3.4634999999999998 3.453649999999997 3.442449999999996 3.4331999999999998 3.4310499999999959 3.431749999999997 3.4392999999999971 3.4470499999999982 3.4520999999999971 3.4531999999999998 3.455449999999995 3.4557999999999991 3.456749999999996 3.4652499999999971 3.4757999999999991 3.4913999999999992 3.5085999999999999 3.526049999999997 3.5438999999999998 3.5586000000000002 3.56595 3.6063000000000001 3.62805 3.6533000000000002 3.6751 3.6944499999999971 3.7094999999999998 3.72925 3.7494000000000001 3.7678500000000001 3.7871500000000018 3.8091499999999971 3.8333499999999971 3.8541999999999992 3.8700999999999981 3.8870499999999981 3.8966999999999969 3.904849999999997 3.908849999999997 3.911749999999997 3.9102000000000001 3.9119999999999981 3.913049999999997 3.9071500000000001 3.8993999999999982 3.891949999999996 3.8832499999999972 3.8727499999999959 3.859949999999996 3.8532999999999982 3.8532000000000002 3.8511999999999982 3.8439000000000001 3.838649999999995 3.836949999999995 3.8362499999999948 3.8421999999999992 3.847 3.854749999999997 3.8533499999999972 3.8573499999999972 3.8577499999999971 3.8513499999999969 3.8477000000000001 3.8470800000000001 3.845849999999996 3.8385999999999991 3.8397999999999981 3.8385999999999991 3.8376000000000001 3.8299999999999992 3.8132499999999969 3.7942999999999998 3.778 3.7578999999999998 3.7411500000000002 3.7229999999999999 3.6981000000000002 3.6791499999999981 3.6589 3.6406000000000001 3.6212 3.6072000000000002 3.5990000000000002 3.5971000000000002 3.5884 3.581849999999998 3.5433500000000002 3.5320999999999971 3.5236499999999982 3.5153999999999992 3.5043500000000001 3.4971000000000001 3.495749999999997 3.4951999999999992 3.4944499999999969 3.496849999999994 3.496149999999997 3.4993499999999971 3.5066499999999969 3.5139499999999981 3.5200499999999981 3.5225 3.5227499999999972 3.5211000000000001 3.5173000000000001 3.5223 3.5299 3.5314000000000001 3.532549999999997 3.5348499999999969 3.5442 3.5581499999999981 3.5630500000000001 3.5625499999999981 3.5618599999999971 3.5605000000000002 3.5529999999999982 3.5493999999999999 3.536449999999995 3.5194999999999972 3.5025499999999972 3.4906499999999969 3.4784000000000002 3.4689999999999999 3.4611999999999998 3.4661 3.4721999999999982 3.4733999999999998 3.4765999999999981 3.4804499999999972 3.4864000000000002 3.4886499999999971 3.4879500000000001 3.4979 3.510249999999997 3.52305 3.538249999999997 3.551549999999998 3.57775 3.60805 3.63855 3.6677499999999998 3.6964999999999981 3.7256499999999981 3.752249999999997 3.7700999999999998 3.7939500000000002 3.822849999999995 3.8472 3.8727499999999959 3.8875099999999998 3.8948999999999971 3.9147999999999992 3.9339 3.9497499999999981 3.971849999999995 3.991049999999996 4.0076000000000001 4.0259999999999936 4.0406000000000004 4.0560499999999999 4.0666500000000001 4.0744999999999996 4.0856500000000002 4.1073499999999976 4.1295499999999956 4.1479499999999936 4.1602999999999994 4.1650499999999946 4.1717500000000003 4.1795999999999998 4.1961499999999976 4.2123499999999998 4.2311500000000004 4.2328999999999999 4.2269500000000004 4.2215999999999996 4.2147500000000004 4.2073 4.1974999999999936 4.1799499999999998 4.1677999999999944 4.1596000000000002 4.1509499999999946 4.1259499999999942 4.1006999999999998 Natural Gas (NYM $/btu) Jun 13 - Bollinger Hi (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.7150699999999981 3.7237900000000028 3.7192699999999972 3.7102300000000001 3.6985800000000002 3.68764 3.6696300000000002 3.6575700000000002 3.6520000000000001 3.6585299999999998 3.66886 3.6743600000000001 3.6847599999999998 3.6892900000000002 3.6894200000000001 3.6817600000000001 3.6741299999999999 3.6631400000000012 3.6628400000000001 3.6537000000000002 3.6333899999999999 3.60534 3.56325 3.5485699999999998 3.5183800000000001 3.4917799999999981 3.479289999999998 3.4766699999999959 3.4800499999999972 3.5055900000000002 3.5239400000000001 3.532659999999995 3.5 497299999999998 3.5547499999999972 3.5648 3.5894699999999982 3.6109200000000001 3.6295000000000002 3.6307700000000001 3.63314 3.6249699999999998 3.6072500000000001 3.6149499999999981 3.6181199999999998 3.61639 3.61077 3.611259999999997 3.6045699999999998 3.6045799999999999 3.6066599999999971 3.6215099999999998 3.6280000000000001 3.6397499999999972 3.6483599999999998 3.6829700000000001 3.7031600000000018 3.7144499999999971 3.7170000000000001 3.7179000000000002 3.7164299999999981 3.7202099999999998 3.7233700000000032 3.7231300000000029 3.7249300000000032 3.7237200000000028 3.7259500000000001 3.73149 3.7349800000000002 3.73434 3.7292399999999999 3.7249500000000002 3.7132000000000001 3.7061899999999999 3.6774399999999998 3.65734 3.6312399999999991 3.63043 3.6302599999999972 3.6292499999999972 3.62724 3.61293 3.5860300000000001 3.5539700000000001 3.5479300000000018 3.5436000000000001 3.5470799999999998 3.5835300000000032 3.6078199999999998 3.6188399999999992 3.6213600000000001 3.6251899999999999 3.6259199999999998 3.6278800000000002 3.6469299999999998 3.65869 3.6689699999999998 3.6983899999999998 3.7392400000000001 3.78287 3.8215499999999971 3.8408899999999981 3.912989999999998 3.9318399999999971 3.9382499999999969 3.9573900000000002 3.9921199999999981 4.0232400000000004 4.0625599999999951 4.0847799999999994 4.0892400000000064 4.0877699999999999 4.0856500000000002 4.0826200000000004 4.0899799999999997 4.0681799999999946 4.0520799999999966 4.0371600000000001 4.0288899999999943 4.0221299999999944 4.0243499999999974 4.0255699999999974 4.0213599999999996 4.0192500000000004 4.0399799999999999 4.0562800000000001 4.0560999999999998 4.0570599999999946 4.0439999999999996 4.0449199999999941 4.0440999999999976 4.04392 4.0387700000000004 4.0191999999999997 3.9979300000000002 3.9942299999999982 3.9912599999999969 4.0149799999999942 4.03355 4.0576600000000003 4.05436 4.0609999999999946 4.06128 4.0642699999999996 4.0720799999999997 4.0731400000000004 4.0752500000000014 4.0847799999999994 4.084519999999995 4.0847199999999946 4.0863600000000053 4.0984099999999994 4.1067900000000002 4.1114299999999986 4.1165199999999951 4.1108499999999966 4.1043499999999966 4.0784500000000001 4.0368000000000004 3.9839000000000002 3.916839999999997 3.875969999999997 3.8179799999999982 3.7735200000000022 3.75834 3.7547799999999998 3.7455599999999998 3.7410299999999999 3.68764 3.6687099999999999 3.6637000000000022 3.66689 3.6829999999999998 3.6844700000000001 3.6831700000000032 3.6822599999999972 3.6800799999999998 3.6849300000000031 3.68214 3.6962699999999971 3.71991 3.7413900000000022 3.7598099999999981 3.7647100000000022 3.7653500000000002 3.7645700000000022 3.7639900000000028 3.7634799999999999 3.7592300000000001 3.7588599999999972 3.75854 3.7578900000000002 3.7569300000000001 3.7383999999999999 3.7270400000000001 3.7276500000000001 3.7280600000000002 3.7288700000000001 3.7322199999999981 3.7304900000000001 3.7321399999999998 3.7196799999999981 3.7011300000000031 3.670 8699999999972 3.63306 3.61435 3.5887699999999998 3.6030799999999998 3.6135799999999998 3.61639 3.62622 3.6341299999999999 3.651859999999997 3.6603500000000002 3.65815 3.6869000000000001 3.72268 3.75705 3.7838200000000022 3.814959999999997 3.8653300000000002 3.9195199999999981 3.9612400000000001 4.0216399999999997 4.0672199999999936 4.0948599999999944 4.1178099999999942 4.1336700000000004 4.1603999999999974 4.1927999999999956 4.2136700000000014 4.2243899999999943 4.2311899999999998 4.2345799999999976 4.2328700000000001 4.2069799999999997 4.1943799999999936 4.2080500000000001 4.2074400000000001 4.1859199999999941 4.1686899999999936 4.1831699999999996 4.2230600000000003 4.2338399999999998 4.2492100000000024 4.2736700000000063 4.3461099999999986 4.4035099999999998 4.4148199999999944 4.4272499999999999 4.4314600000000066 4.43438 4.4382800000000016 4.4650299999999996 4.4752700000000063 4.4675099999999954 4.4621599999999946 4.4699400000000002 4.47898 4.4966900000000063 4.5063599999999999 4.5128599999999954 4.5186400000000004 4.5252100000000004 4.522539999999994 4.5137700000000001 4.4759099999999998 4.4283200000000003 Natural Gas (NYM $/btu) Jun 13 - Bollinger Lo (Left) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.13612 3.1732999999999998 3.18906 3.2205699999999999 3.2675100000000028 3.305249999999996 3.342659999999996 3.3669199999999981 3.3793999999999982 3.366659999999996 3.35033 3.3369299999999971 3.3168299999999959 3.3012000000000001 3.2872699999999999 3.2746300000000002 3.25556 3.2431500000000022 3.2203499999999998 3.2029899999999998 3.1863999999999999 3.1940499999999972 3.2104400000000002 3.21522 3.2293099999999999 3.2432200000000022 3.2490999999999999 3.2505199999999999 3.2485400000000002 3.2368000000000001 3.2364499999999969 3.2363300000000002 3.2382599999999981 3.2382399999999998 3.2381899999999999 3.2326299999999981 3.2307700000000001 3.2381899999999999 3.2492200000000002 3.2725499999999972 3.30002 3.3490399999999991 3.3587399999999992 3.376269999999995 3.3872 3.4029199999999982 3.4183300000000001 3.4372199999999982 3.4483100000000002 3.4550299999999972 3.45058 3.4533900000000002 3.4597399999999991 3.4617300000000002 3.4483199999999998 3.4411399999999999 3.4397399999999991 3.4270900000000002 3.42239 3.433659999999997 3.436079999999996 3.437720000 0000001 3.4325599999999969 3.4281600000000001 3.432569999999997 3.4213399999999998 3.4066999999999972 3.3917099999999971 3.3853499999999972 3.3743499999999971 3.3689399999999998 3.3654999999999982 3.3534000000000002 3.3468599999999959 3.328649999999997 3.3241499999999982 3.3170699999999971 3.315429999999997 3.314209999999997 3.3117599999999969 3.314059999999996 3.321259999999997 3.3309199999999981 3.318459999999996 3.3184899999999971 3.316409999999995 3.2950599999999981 3.28627 3.2853500000000002 3.2850299999999999 3.2856999999999998 3.2856700000000001 3.2856100000000001 3.2835600000000031 3.2928999999999982 3.3138199999999971 3.3187999999999982 3.3128499999999939 3.3049300000000001 3.2956400000000001 3.2909999999999999 3.2995999999999999 3.324249999999997 3.3683399999999999 3.3927999999999972 3.396769999999997 3.3957499999999969 3.3959399999999982 3.414009999999998 3.446449999999996 3.4865200000000001 3.5326399999999971 3.5840700000000001 3.61842 3.6720099999999971 3.72201 3.75623 3.7808000000000002 3.7955700000000001 3.79915 3.7948200000000001 3.8026299999999971 3.8068399999999971 3.7743099999999998 3.7425099999999998 3.7277999999999998 3.7094299999999998 3.7014900000000002 3.6749700000000001 3.66249 3.6624699999999981 3.6636199999999999 3.6685900000000018 3.67936 3.679659999999997 3.6812299999999998 3.6694100000000001 3.6604399999999999 3.6518299999999981 3.6523300000000001 3.6536900000000001 3.65421 3.63842 3.6233100000000031 3.6210200000000001 3.6164399999999981 3.5 92409999999997 3.595069999999998 3.5924699999999969 3.5888300000000002 3.5615800000000002 3.5196999999999972 3.47716 3.4394699999999969 3.4049399999999999 3.3779400000000002 3.36754 3.3593899999999981 3.37439 3.4009499999999981 3.4052199999999981 3.42442 3.4408699999999981 3.439649999999995 3.439409999999997 3.4312299999999971 3.4226599999999969 3.399049999999995 3.3954799999999969 3.3835899999999999 3.3639000000000001 3.3256899999999971 3.3097300000000001 3.3083200000000001 3.3081299999999998 3.3088099999999971 3.3087599999999981 3.310149999999997 3.302419999999997 3.2933900000000031 3.2865000000000002 3.2802899999999999 3.2802899999999999 3.2801400000000012 3.2776200000000002 3.27061 3.2811100000000022 3.3005599999999982 3.3039299999999998 3.306549999999997 3.3118099999999959 3.331459999999995 3.3778899999999972 3.399049999999995 3.3974399999999991 3.395669999999996 3.3921199999999971 3.3737699999999982 3.3683000000000001 3.34076 3.3193099999999971 3.30396 3.310419999999997 3.3237299999999999 3.3236400000000001 3.3336299999999981 3.32911 3.3308099999999969 3.330409999999997 3.3269799999999972 3.3267699999999971 3.3209300000000002 3.3169399999999971 3.3177400000000001 3.3088899999999981 3.2978200000000002 3.28904 3.292669999999998 3.2881300000000042 3.2901600000000002 3.29657 3.3158499999999949 3.313849999999996 3.3257699999999981 3.3564399999999961 3.386679999999997 3.40652 3.4274900000000001 3.452889999999996 3.4807299999999999 3.5211000000000001 3.5438399999999999 3.555209999999998 3.59673 3.6608100000000001 3.7051099999999999 3.735649999999997 3.7746499999999972 3.8292799999999971 3.8833000000000002 3.8980299999999981 3.88903 3.899449999999995 3.8997799999999971 3.8976199999999972 3.8685800000000001 3.8555799999999971 3.8810699999999971 3.8933399999999998 3.8986299999999972 3.9091100000000001 3.9209100000000001 3.92726 3.9494199999999982 3.99478 4.0036300000000002 3.9839500000000001 3.9642200000000001 3.9327999999999972 3.90823000000000 01 3.8821300000000001 3.8412499999999969 3.8103799999999981 3.796649999999997 3.7881200000000028 3.7759900000000002 3.7730700000000001 (MOV 20D) Natural Gas (NYM $/btu) Jun 13 - Price (Right) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.4256000000000002 3.44855 3.4541599999999981 3.4653999999999998 3.48305 3.496449999999995 3.5061499999999981 3.512249999999995 3.5156999999999972 3.5125999999999982 3.5095999999999998 3.505649999999997 3.5007999999999999 3.495249999999996 3.4883500000000001 3.4782000000000002 3.464849999999998 3.4531499999999982 3.4416000000000002 3.42835 3.4098999999999982 3.3996999999999971 3.3868499999999959 3.3818999999999981 3.373849999999996 3.3675000000000002 3.3641999999999999 3.3635999999999999 3.364300000000 0001 3.3711999999999982 3.3801999999999999 3.3845000000000001 3.3940000000000001 3.396499999999997 3.4015 3.4110499999999959 3.4208499999999971 3.433849999999997 3.44 3.4528499999999949 3.4624999999999981 3.4781499999999972 3.486849999999996 3.4971999999999999 3.5017999999999998 3.506849999999996 3.5148000000000001 3.5209000000000001 3.526449999999997 3.5308499999999969 3.5360499999999959 3.5407000000000002 3.54975 3.5550499999999969 3.565649999999998 3.572149999999997 3.5771000000000002 3.572049999999996 3.5701499999999982 3.575049999999997 3.5781499999999982 3.5805500000000001 3.577849999999998 3.576549999999997 3.5781499999999982 3.573649999999998 3.5691000000000002 3.5633499999999998 3.559849999999996 3.5517999999999992 3.5469499999999972 3.539349999999998 3.5297999999999998 3.512149999999997 3.4929999999999981 3.4777 3.4737499999999981 3.4728499999999949 3.47173 3.4695 3.4634999999999998 3.453649999999997 3.442449999999996 3.4331999999999998 3.4310499999999959 3.431749999999997 3.4392999999999971 3.4470499999999982 3.4520999999999971 3.4531999999999998 3.455449999999995 3.4557999999999991 3.456749999999996 3.4652499999999971 3.4757999999999991 3.4913999999999992 3.5085999999999999 3.526049999999997 3.5438999999999998 3.5586000000000002 3.56595 3.6063000000000001 3.62805 3.6533000000000002 3.6751 3.6944499999999971 3.7094999999999998 3.72925 3.7494000000000001 3.7678500000000001 3.7871500000000018 3.8091499999999971 3.8333499999999971 3.8541999999999992 3.8700999999999981 3.8870499999999981 3.8966999999999969 3.904849999999997 3.908849999999997 3.911749999999997 3.9102000000000001 3.9119999999999981 3.913049999999997 3.9071500000000001 3.8993999999999982 3.891949999999996 3.8832499999999972 3.8727499999999959 3.859949999999996 3.8532999999999982 3.8532000000000002 3.8511999999999982 3.8439000000000001 3.838649999999995 3.836949999999995 3.8362499999999948 3.8421999999999992 3.847 3.854749999999997 3.8533499999999972 3.8573499999999972 3.8577499999999971 3.8513499999999969 3.8477000000000001 3.8470800000000001 3.845849999999996 3.8385999999999991 3.8397999999999981 3.8385999999999991 3.8376000000000001 3.8299999999999992 3.8132499999999969 3.7942999999999998 3.778 3.7578999999999998 3.7411500000000002 3.7229999999999999 3.6981000000000002 3.6791499999999981 3.6589 3.6406000000000001 3.6212 3.6072000000000002 3.5990000000000002 3.5971000000000002 3.5884 3.581849999999998 3.5433500000000002 3.5320999999999971 3.5236499999999982 3.51539999999999 92 3.5043500000000001 3.4971000000000001 3.495749999999997 3.4951999999999992 3.4944499999999969 3.496849999999994 3.496149999999997 3.4993499999999971 3.5066499999999969 3.5139499999999981 3.5200499999999981 3.5225 3.5227499999999972 3.5211000000000001 3.5173000000000001 3.5223 3.5299 3.5314000000000001 3.532549999999997 3.5348499999999969 3.5442 3.5581499999999981 3.5630500000000001 3.5625499999999981 3.5618599999999971 3.5605000000000002 3.5529999999999982 3.5493999999999999 3.536449999999995 3.5194999999999972 3.5025499999999972 3.4906499999999969 3.4784000000000002 3.4689999999999999 3.4611999999999998 3.4661 3.4721999999999982 3.4733999999999998 3.4765999999999981 3.4804499999999972 3.4864000000000002 3.4886499999999971 3.4879500000000001 3.4979 3.510249999999997 3.52305 3.538249999999997 3.551549999999998 3.57775 3.60805 3.63855 3.6677499999999998 3.6964999999999981 3.7256499999999981 3.752249999999997 3.7700999999999998 3.7939500000000002 3.822849999999995 3.8472 3.8727499999999959 3.8875099999999998 3.8948999999999971 3.9147999999999992 3.9339 3.9497499999999981 3.971849999999995 3.991049999999996 4.0076000000000001 4.0259999999999936 4.0406000000000004 4.0560499999999999 4.0666500000000001 4.0744999999999996 4.0856500000000002 4.1073499999999976 4.1295499999999956 4.1479499999999936 4.1602999999999994 4.1650499999999946 4.1717500000000003 4.1795999999999998 4.1961499999999976 4.2123499999999998 4.2311500000000004 4.2328999999999999 4.2269500000000004 4.2215999999999996 4.2147500000000004 4.2073 4.1974999999999936 4.1799499999999998 4.1677999999999944 4.1596000000000002 4.1509499999999946 4.1259499999999942
Natural Gas (NYM $/btu) Jun 13 - Stochastic %D May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 64.512100000000004 78.178499999999914 78.714700000000022 79.787200000000027 68.052499999999981 42.9514 28.718 15.0037 8.1968900000000016 2.05416 0 4.0204700000000004 8.4144100000000002 18.091799999999989 27.012499999999989 51.333500000000001 62.262100000000061 63.011299999999999 37.805200000000013 20.82539999999997 7.6111899999999943 19.441599999999969 38.975000000000001 70.162000000000006 85.5 00100000000003 93.826599999999999 92.39879999999998 92.971500000000006 94.240700000000004 97.3386 91.846199999999996 76.12609999999998 54.914000000000001 49.760800000000003 39.454500000000003 41.747 54.893100000000011 76.427800000000005 77.946900000000085 69.924700000000001 47.174000000000007 44.201600000000013 48.1143 69.825799999999958 77.626999999999981 71.949900000000085 54.164400000000001 43.599800000000002 52.889800000000001 64.684100000000001 80.963099999999997 84.980400000000003 90.067200000000085 85.960600000000085 88.13979999999998 86.915300000000002 85.181299999999993 38.599800000000002 15.222300000000001 12.644399999999999 28.257200000000001 53.9146 72.0839 68.726399999999998 47.092500000000037 25.164100000000001 15.1387 9.1556100000000047 11.439500000000001 16.79179999999997 37.412799999999997 55.8127 64.717300000000023 50.006400000000014 25.114599999999999 9.7661600000000011 14.234299999999999 35.973400000000012 45.2575 63.825800000000001 86.5685 94.316500000000005 83.351900000000001 52.467500000000001 33.983600000000003 36.461000000000013 66.330399999999983 87.36239999999998 92.796200000000013 81.102199999999982 57.458599999999997 29.015899999999991 9.1549800000000001 15.2125 40.820600000000013 71.574299999999994 89.079700000000003 96.805000000000007 98.621200000000002 99.540400000000005 100 95.8262 86.895099999999999 70.816699999999997 63.839799999999997 67.837100000000007 83.165300000000002 94.058799999999948 94.858899999999949 82.188099999999949 57.222600000000043 34.750800000000012 32.677500000000002 53.124500000000012 69.107299999999995 69.5972000000001 47.817500000000003 33.393100000000011 17.380499999999969 19.892099999999989 19.203800000000001 24.485699999999959 15.9313 8.8383799999999972 1.6578900000000001 4.7778600000000004 11.370900000000001 25.989499999999961 34.0306 43.396800000000013 50.759100000000011 69.982799999999983 83.821600000000004 91.532399999999981 85.952399999999983 84.367400000000004 83.100300000000004 90.893600000000006 95.508899999999983 90.663499999999999 72.466700000000003 40.879399999999997 18.09059999999997 2.9541599999999981 2.7846299999999999 2.4455499999999981 2.6354000000000002 11.83260000000001 28.314100000000021 50.162800000000011 52.052700000000002 36.401899999999998 13.155200000000001 2.0681300000000018 0 2.53749 18.123899999999999 36.097700000000003 58.735100000000052 67.790800000000004 72.949900000000085 61.594000000000001 44.215500000000013 28.465099999999961 29.940299999999969 33.745800000000003 34.753999999999998 8.3907900000000026 4.6754600000000002 14.0235 29.845800000000001 33.436999999999998 32.8889 34.944099999999999 55.558100000000003 80.091399999999993 95.230700000000013 99.3309 98.913500000000084 99.230099999999993 99.582499999999982 100 89.454499999999996 67.415899999999993 35.282300000000042 13.3278 5.7817500000000024 12.915400000000011 27.019500000000001 31.974399999999989 41.8842 60.192300000000053 76.716800000000006 79.823799999999949 63.915100000000002 53.663500000000013 33.160200000000003 12.05060000000001 8.9202200000000005 14.769 20.9589 13.356600000000009 14.434900000000001 24.511800000000029 50.2042 72.328199999999981 85.931799999999996 92.103300000000004 91.318399999999983 89.018900000000002 82.674300000000002 82.54 83.418000000000006 84.304000000000002 82.599500000000006 81.737399999999994 88.66549999999998 94.311099999999996 98.808799999999948 98.194300000000013 98.747600000000105 99.385499999999979 100 99.43760 0000000103 96.474599999999995 87.302300000000002 65.381 51.617100000000001 51.9298 71.349999999999994 82.833399999999983 82.016800000000003 81.608399999999989 67.4238 42.88 23.784999999999989 26.5534 49.002400000000002 70.510099999999994 74.933200000000085 73.241000000000085 78.6952 82.902600000000007 81.724100000000007 69.711400000000026 69.382499999999979 78.633200000000002 86.938599999999994 79.165199999999999 53.929600000000001 28.275699999999969 10.138299999999999 15.484400000000001 36.288400000000003 61.722000000000037 61.176100000000012 43.729400000000012 17.551500000000001 6.0945499999999946 3.05511 8.11036 17.207999999999991 23.831499999999991 33.206500000000013 51.387899999999988 65.426500000000004 64.044300000000007 Natural Gas (NYM $/btu) Jun 13 - Stochastic %K May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 82.509500000000003 95.723600000000005 84.191900000000004 61.128500000000052 47.305300000000003 20.420399999999969 18.428099999999969 6.1624799999999942 0 0 0 12.061400000000001 13.181800000000001 29.032299999999989 38.823600000000013 86.144499999999994 61.818100000000001 41.071300000000001 10.526300000000001 10.8786 1.42855 46.017699999999998 69.478899999999982 94.989500000000007 92.031800000000004 94.458399999999983 90.706199999999995 93.749899999999997 98.265799999999999 100 77.272699999999986 51.105600000000003 36.363600000000012 34.540500000000002 30.894300000000001 57.983199999999997 75.801699999999997 95.498400000000004 62.540700000000001 51.735000000000042 27.246399999999969 53.623300000000043 63.473100000000002 92.380899999999983 77.027000000000001 46.441800000000001 39.024300000000011 45.333300000000001 74.311800000000005 74.407399999999996 94.170299999999983 86.363500000000002 89.6678 81.850399999999979 92.901200000000074 85.994400000000013 76.648300000000006 7.51633 6.5159499999999966 23.901 54.354799999999997 83.487899999999996 78.409099999999995 44.282200000000003 18.586399999999969 12.623699999999999 14.206099999999999 0.63689600000000102 19.475499999999968 30.263000000000002 62.499900000000011 74.675299999999979 56.976700000000001 18.3673 0 10.931100000000001 31.771799999999971 65.217300000000023 74.974300000000014 94.488200000000006 100 88.4615000000001 61.594200000000001 7.3468900000000001 33.009700000000002 69.026499999999999 96.955100000000002 96.105499999999978 85.328199999999981 61.872900000000001 25.17480000000003 0 2.2900900000000002 43.3476 76.823999999999998 94.551300000000012 95.863699999999994 100 100 100 100 87.478799999999978 73.206700000000012 51.764700000000012 66.548100000000005 85.198599999999999 97.749200000000101 99.228700000000003 87.5989 59.736800000000002 24.3322 20.18339999999997 53.516800000000003 85.673299999999998 68.131799999999998 54.986499999999999 20.334199999999999 24.85869999999997 6.9486400000000064 27.8688 22.7941 22.7941 2.2058900000000001 1.5151600000000001 1.25261 11.56580000000001 21.2943 45.108600000000003 35.689 49.392700000000012 67.195700000000002 93.360100000000003 90.909000000000006 90.328099999999978 76.620299999999986 86.153799999999919 86.526899999999998 100 100 71.990700000000004 45.409400000000012 5.2381099999999998 3.6243900000000022 0 1.2374199999999991 3.7122699999999971 4.1939399999999942 27.5916 53.156799999999997 69.739999999999995 33.261300000000013 6.2043999999999997 0 0 0 7.6124699999999956 46.7592 53.921600000000012 75.524500000000003 73.926400000000001 69.398899999999998 41.456600000000002 21.7911 22.147600000000001 45.882300000000001 33.2074 25.1723 0 14.026400000000001 28.0443 47.466700000000003 24.8 26.399899999999999 53.632400000000011 86.641900000000007 100 99.050200000000004 98.942600000000013 98.747700000000023 100 100 100 68.363600000000005 33.884300000000003 3.5990099999999972 2.5000300000000002 11.2462 25 44.8123 48.488400000000013 55.840400000000002 79.924200000000013 94.385899999999978 65.161299999999997 32.198100000000061 22.172499999999989 2.1212 1.8324499999999999 22.806999999999999 19.6676 20.402299999999968 0 22.902499999999971 50.632900000000042 77.077299999999994 89.2744 91.443799999999996 95.591600000000085 86.919799999999995 84.545400000000001 76.5578 86.516800000000003 87.179499999999948 79.215700000000012 81.403499999999994 84.593000000000004 100 98.340199999999996 98.086100000000002 98.156699999999987 100 100 100 98.312799999999982 91.111000000000004 72.483000000000004 32.548900000000003 49.819400000000002 73.421000000000006 90.809600000000003 84.2697 74.587199999999996 69.745999999999995 48.255800000000001 10.638199999999999 12.461 56.561 77.985100000000003 76.984100000000026 69.830500000000001 72.9084 93.346700000000013 82.452799999999982 69.37269999999998 57.308600000000013 81.466300000000004 97.124499999999998 82.224999999999994 58.146000000000001 21.417899999999999 5.2631299999999994 3.7338 37.456499999999998 67.67489999999998 80.034700000000001 35.818899999999999 15.3347 1.50091 1.447939999999998 6.2164900000000003 16.666599999999971 28.741 26.0868 44.791600000000003 83.285200000000003 68.202699999999993 40.645100000000042
Natural Gas (NYM $/btu) Jun 13 - ADX May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 13.30590000000001 14.0647 13.731999999999999 13.06660000000001 12.696 12.0219 11.6699 11.5466 11.4322 12.2681 13.603899999999999 14.27240000000001 14.9138 14.88220000000001 14.6282 14.458600000000001 14.96970000000001 15.0489 15.7979 16.4177 17.504000000000001 16.364000000000001 15.38290000000001 14.680999999999999 13.81500000000001 13.141500000000 001 12.5573 12.5177 12.8147 13.5937 14.9718 15.5474 16.611100000000022 16.940399999999968 17.598800000000001 19.040699999999969 20.3795 21.728999999999989 20.872199999999989 20.931899999999999 20.116499999999991 20.118300000000001 20.2438 20.449399999999969 19.630400000000009 18.77209999999997 18.74199999999999 18.327999999999999 18.234999999999999 17.91219999999997 18.262099999999968 18.131200000000021 18.542099999999969 18.541899999999991 19.419899999999991 19.7913 19.64229999999997 18.9678 18.216999999999999 17.141500000000001 16.52 15.930999999999999 15.2372 14.9841 14.157 13.927199999999999 14.042400000000001 14.123200000000001 13.57560000000001 13.4217 12.8118 12.3162 12.5548 13.347300000000001 14.580399999999999 15.0405 14.80900000000001 14.2416 14.06590000000001 13.714700000000001 12.90650000000001 12.6502 12.748799999999999 13.4384 12.632899999999999 12.7338 13.54 13.89360000000001 13.5908 12.9519 12.2418 11.5578 10.997199999999999 11.48200000000001 11.6866 12.337 13.6516 15.2887 17.064800000000009 18.5273 19.258599999999969 22.00979999999997 22.822800000000001 23.70639999999997 24.78899999999997 26.223699999999969 27.500399999999981 29.117400000000021 29.812899999999999 29.3996 29.082299999999979 29.265399999999961 29.847999999999999 30.561199999999989 29.4315 28.9773 27.684100000000001 26.705100000000002 25.204599999999989 24.429499999999969 22.724999999999991 21.6221 20.597999999999999 19.887899999999991 19.26569999999996 17.953600000000002 17.026299999999981 15.8582 15.6831 14.858599999999999 14.789300000000001 14.8391 14.2746 14.297599999999999 13.8315 14.1105 14.8497 15.536099999999999 16.258599999999969 15.515700000000001 15.027100000000001 14.139200000000001 14.3948 15.104900000000001 15.3247 15.764200000000001 16.677499999999991 16.016400000000001 15.5723 15.815600000000011 16.54009999999997 17.495299999999968 18.5672 19.581600000000002 20.61080000000003 21.259899999999991 21.102900000000009 21.5228 20.534700000000001 19.750399999999981 19.7089 19.670500000000001 19.2791 19.0459 18.0777 18.14249999999997 18.202699999999979 20.166599999999971 20.105499999999989 20.193200000000001 20.599900000000009 21.589699999999969 21.59059999999997 20.471 19.06919999999997 18.129899999999999 17.186199999999989 16.829599999999989 17.022200000000002 17.201000000000001 17.367100000000001 17.568399999999968 16.611000000000018 15.87660000000001 15.793100000000001 16.084800000000001 15.491 15.136799999999999 14.87590000000001 14.706899999999999 14.36910000000001 13.679500000000001 13.104699999999999 12.95380000000001 12.843400000000001 12.7784 12.648300000000001 13.052300000000001 12.4923 13.185 13.965000000000011 14.689 2 14.0768 13.5288 13.3369 12.5839 12.6599 12.5 12.058199999999999 12.2105 12.351900000000001 13.099 13.8209 13.709300000000001 14.6045 15.7965 17.0289 18.173300000000001 19.511399999999991 21.6282 23.94229999999996 26.111699999999999 28.495399999999979 30.508800000000001 31.970699999999969 33.232800000000012 33.260400000000011 34.025700000000043 35.190800000000003 35.601200000000013 35.982300000000002 36.160800000000002 36.25 35.781300000000002 34.301099999999998 33.325800000000001 33.732000000000042 33.533200000000001 32.570600000000013 32.209000000000003 32.232500000000037 32.762400000000042 32.116500000000002 31.657000000000021 31.606300000000001 32.583599999999997 33.514000000000003 32.820700000000002 32.458300000000001 31.377199999999991 30.343900000000001 29.551300000000001 29.86479999999997 29.6416 29.2561 27.857099999999999 26.558 25.549099999999989 25.18039999999997 24.333400000000001 23.5029 23.221399999999981 22.814200000000021 21.5274 20.031600000000001 19.588099999999969 Natural Gas (NYM $/btu) Jun 13 - DI+ May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 57.426000000000002 59.823300000000003 56.066700000000012 48.553600000000003 52.543500000000002 50.349499999999999 45.414200000000001 44.051200000000001 44.051200000000001 37.718700000000013 33.938300000000012 36.653300000000002 33.532100000000042 37.706700000000012 39.221200000000003 38.857899999999987 35.141300000000001 37.800699999999999 33.920100000000012 34.428800000000003 31.431899999999999 47.648100000000042 45.805999999999997 49.891500000000001 48.549700000000001 49.464500000000001 49.753100000000003 53.296000000000042 55.661900000000003 59.252700000000011 62.030300000000011 57.713800000000013 61.555200000000013 61.478300000000011 61.324399999999997 65.189099999999982 65.189099999999982 65.977599999999995 52.570100000000011 58.631800000000013 52.952800000000003 58.315399999999997 59.195400000000042 59.827599999999997 53.129300000000043 52.478000000000002 57.880099999999999 54.541600000000003 56.603000000000002 54.751899999999999 59.363400000000013 56.376300000000001 60.154899999999998 57.631500000000003 62.208600000000011 59.392000000000003 56.243200000000002 40.256999999999998 44.4206 50.216000000000001 52.8626 52.783100000000012 45.8718 43.248800000000003 47.380200000000002 43.748600000000003 41.526900000000012 41.709100000000042 46.052900000000001 43.6449 46.906399999999998 46.424200000000013 41.658100000000012 37.753300000000003 34.3461 38.632500000000043 43.215600000000002 45.166500000000013 44.340600000000002 42.688700000000011 44.891199999999998 41.947400000000002 39.923300000000012 36.2866 46.246900000000011 54.379199999999997 59.4559 56.908700000000003 52.820800000000013 50.492200000000011 49.730600000000003 49.569600000000001 50.091700000000003 57.174799999999998 55.552999999999997 58.809699999999999 63.864400000000003 66.841899999999995 67.503 70.173999999999978 71.509500000000003 63.662600000000012 64.85899999999998 65.7834 67.672199999999989 70.778099999999981 70.407700000000006 73.539500000000004 68.117400000000004 60.966200000000001 61.435700000000011 64.821100000000001 67.752499999999998 68.977400000000003 56.739300000000043 60.923100000000012 54.9373 56.494300000000003 52.423400000000001 56.757800000000003 49.958799999999997 52.802700000000002 52.334099999999999 43.760600000000011 43.510899999999999 48.638400000000011 46.673100000000012 48.820600000000013 42.654299999999999 47.276000000000003 56.3003 57.102500000000013 52.917999999999999 56.757199999999997 53.407200000000003 58.401600000000002 61.775900000000043 61.775900000000043 62.374899999999997 52.608600000000003 54.018300000000011 48.445600000000013 40.957599999999999 37.369 36.886899999999997 35.922800000000002 34.017600000000002 44.425700000000013 43.3294 39.076800000000013 35.819099999999999 33.964799999999997 32.747600000000013 32.6218 32.046799999999998 34.161500000000011 39.421700000000001 35.654299999999999 45.235800000000012 44.339500000000001 39.707900000000002 39.707900000000002 42.184899999999999 41.302700000000002 46.548000000000002 39.987200000000001 39.987200000000001 32.428000000000011 39.9709 38.9786 36.741200000000013 32.524000000000001 38.931600000000003 46.762500000000053 49.296600000000012 52.679700000000011 52.184399999999997 55.8262 59.497900000000001 59.497900000000001 59.497900000000001 59.828900000000012 51.883899999999997 52.966300000000011 42.518600000000013 39.948900000000002 45.997700000000002 44.060100000000013 41.725500000000061 42.334899999999998 43.553600000000003 49.775000000000013 50.235300000000052 42.657400000000003 42.465700000000012 42.6798 43.107900000000001 39.326000000000001 45.816499999999998 37.835700000000003 36.9298 36.9298 45.861499999999999 45.7234000000 00012 43.602700000000013 47.614800000000002 55.850299999999997 54.291000000000011 52.304499999999997 56.254800000000003 54.147300000000001 58.538300000000042 58.740900000000003 53.744 60.849499999999999 63.441400000000002 63.078200000000002 61.669800000000002 63.725800000000042 70.365600000000001 73.062200000000004 73.223699999999994 76.114700000000013 74.838399999999979 72.229799999999983 71.618799999999979 64.244600000000105 69.641400000000004 72.988699999999994 68.549000000000007 68.549000000000007 68.168399999999949 67.978099999999998 63.215500000000013 56.2438 59.062400000000011 68.383700000000005 64.477500000000006 59.189400000000013 62.945100000000011 65.486099999999993 69.086100000000002 61.279200000000003 62.266700000000043 64.916600000000102 72.153399999999948 72.316100000000006 61.5501 62.166900000000012 57.218800000000002 57.023200000000003 58.202400000000011 65.658599999999979 62.194300000000013 60.992000000000012 44.564600000000013 43.721900000000012 42.426100000000012 38.680900000000001 42.183999999999997 42.488999999999997 39.234500000000011 40.247300000000003 46.5762 49.265200000000043 42.331600000000002 Natural Gas (NYM $/btu) Jun 13 - DI- May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 38.912200000000013 36.721100000000042 40.694600000000001 48.641800000000003 44.869400000000013 47.171400000000013 52.349699999999999 53.779700000000012 53.779700000000012 60.424100000000003 64.390600000000006 58.504100000000001 53.849699999999999 50.467599999999997 49.240500000000011 49.710800000000013 54.520700000000012 52.285200000000003 57.183600000000013 56.743300000000012 60.508600000000001 46.198500000000053 48.278400000000012 44.638900000000042 46.127800000000001 45.307699999999997 45.048900000000003 41.872400000000013 39.751300000000001 36.532000000000011 31.3276 36.106300000000012 32.826300000000003 32.785300000000042 32.703200000000002 29.435399999999969 29.435399999999969 28.76859999999996 43.243700000000011 37.717000000000013 43.749700000000011 38.762900000000037 37.944600000000001 37.356699999999996 44.370199999999997 45.052300000000002 39.930900000000001 42.038500000000013 40.132100000000037 41.545000000000002 37.3108 40.465300000000013 36.9602 39.604700000000001 32.886800000000001 35.925500000000042 39.322400000000002 56.569100000000013 52.626600000000003 47.139100000000013 44.633100000000013 44.7164 51.955100000000002 54.702400000000011 50.720100000000038 54.497300000000003 56.808100000000003 56.631100000000011 52.410899999999998 54.899300000000011 51.722000000000037 52.218300000000013 57.123800000000003 61.142700000000012 64.649600000000007 59.198700000000052 54.7776 51.825100000000013 50.877400000000002 48.981999999999999 47.099600000000002 50.568500000000043 52.953800000000001 57.239400000000003 48.291100000000043 40.985100000000003 36.424300000000002 39.148000000000003 43.519100000000002 46.009 46.823400000000007 46.995600000000003 46.509 39.9084 41.612900000000003 38.563900000000011 33.831499999999998 31.043800000000001 28.823899999999991 26.454699999999971 25.270199999999981 33.489400000000003 32.386699999999998 31.534800000000018 29.794 26.9315 27.313900000000022 24.423199999999969 29.995599999999961 37.344900000000003 36.895600000000002 33.656700000000001 30.8522 29.680299999999971 42.156500000000001 38.079500000000003 44.163300000000042 42.6374 46.770800000000001 42.509800000000013 49.396500000000003 45.631800000000013 45.226800000000011 54.199900000000042 54.461200000000012 49.517800000000001 51.557600000000001 49.481299999999997 55.862100000000012 51.36 42.569100000000013 41.787700000000001 46.0535 42.298200000000037 45.703900000000012 40.8048 37.494900000000001 37.494900000000001 36.907299999999999 46.785900000000012 45.394199999999998 51.0276 58.597000000000001 61.406799999999997 60.614699999999999 59.030300000000011 61.203200000000002 51.549000000 000007 52.744600000000013 57.3825 60.935400000000001 62.957700000000003 64.2851 64.422399999999982 65.049400000000006 63.025100000000037 57.989699999999999 62.0045 52.771600000000007 53.707300000000011 58.543000000000013 58.543000000000013 56.137800000000013 57.055100000000003 51.956600000000002 58.728100000000062 58.728100000000062 66.530199999999994 59.103500000000011 60.1188 62.408000000000001 66.722799999999978 60.386800000000001 52.6432 50.137500000000003 46.792100000000062 47.292300000000061 43.690400000000011 40.058800000000012 40.058900000000001 40.058900000000001 39.731500000000011 47.734900000000003 46.661000000000001 57.182200000000002 59.77 53.749500000000012 54.433999999999997 52.552200000000013 52.002700000000011 50.903700000000001 45.293200000000013 44.878100000000003 53.193200000000012 53.403399999999998 53.204700000000003 52.807299999999998 56.947600000000001 50.855699999999999 59.416200000000003 60.387899999999988 60.387899999999988 51.836000000000013 51.981000000000002 54.208200000000012 50.351799999999997 42.436 44.043100000000003 46.090600000000002 42.273200000000003 40.689600000000013 36.793000000000013 36.613200000000013 42.005300000000013 35.552799999999998 33.199000000000012 31.740599999999969 31.031900000000022 29.3674 23.991800000000001 21.808700000000002 21.677900000000029 19.337399999999999 20.689900000000002 23.4544 24.101900000000018 31.91669999999997 27.099299999999989 24.111400000000021 28.727499999999981 28.727499999999981 29.123200000000001 29.321100000000001 34.272900000000043 41.521500000000003 38.846899999999998 30.0016 34 39.412999999999997 35.785900000000012 33.331899999999997 29.8551 37.781700000000001 36.818100000000001 34.232600000000012 27.171199999999999 27.0124 37.878400000000013 35.161200000000001 40.322000000000003 40.526000000000003 39.414000000000001 32.383000000000003 35.950600000000001 37.188800000000001 54.106200000000001 53.083100000000002 54.473700000000001 58.492500000000042 55.1509 54.8 59900000000003 58.317500000000003 57.345500000000001 51.271500000000003 48.690900000000013 55.912100000000002
Natural Gas (NYM $/btu) Jun 13 - Relative Strength Index (RSI) May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 70.894300000000001 72.300899999999999 68.297399999999996 60.290600000000012 63.031300000000002 60.678200000000011 55.3048 53.800899999999999 53.800899999999999 46.697300000000013 42.363200000000013 47.275800000000011 43.500700000000002 46.841299999999997 48.059800000000003 47.639800000000001 43.318399999999997 45.527300000000011 41.062400000000011 41.496000000000002 38.030900000000003 52.226800000000011 50.268700000000052 53.9129 52.502400000000002 53.324300000000001 53.583799999999997 56.775500000000036 58.913499999999999 62.168800000000012 60.093400000000003 55.514800000000001 59.901699999999998 59.820500000000003 59.658000000000001 63.995700000000042 63.995700000000042 64.871799999999979 50.921200000000013 57.509900000000002 51.687100000000001 57.414000000000001 58.348100000000002 59.018300000000011 52.186 51.524700000000003 57.198500000000053 53.807299999999998 55.957700000000003 56.211000000000013 60.893800000000013 57.686600000000013 61.507399999999997 58.822400000000002 66.040999999999997 62.955399999999997 59.517099999999999 42.237900000000003 46.343600000000002 52.0379 54.630600000000001 54.546999999999997 47.300699999999999 44.558900000000001 48.6462 44.873899999999999 42.569700000000012 42.750600000000013 47.060600000000001 44.575900000000011 47.812899999999999 47.316899999999997 42.419800000000002 38.414400000000001 34.924300000000002 39.686700000000002 44.269800000000011 46.722200000000043 46.722200000000043 46.722200000000043 48.942 45.4816 43.124200000000002 38.933 49.013199999999998 57.089799999999997 62.063300000000012 59.298800000000043 54.882599999999996 52.3782 51.560900000000011 51.388199999999998 51.9086 58.932300000000012 57.213500000000003 60.430400000000013 65.397099999999995 68.308000000000007 70.096900000000005 72.63509999999998 73.904200000000074 65.546400000000006 66.712400000000002 67.611700000000013 69.445300000000003 72.448499999999996 72.060699999999997 75.078000000000003 69.437799999999996 62.024800000000013 62.489199999999997 65.8322 68.718900000000005 69.923000000000002 57.381 61.543500000000002 55.442800000000013 56.995600000000003 52.855699999999999 57.181899999999999 50.288500000000013 49.762600000000013 50.242900000000013 41.486800000000002 41.235100000000052 46.875 44.876899999999999 47.213500000000003 40.978100000000012 45.933700000000002 55.506 56.350299999999997 52.092100000000038 56.110300000000002 52.709600000000002 57.899900000000002 61.389699999999998 61.389699999999998 62.007800000000003 52.123000000000012 53.572200000000002 47.958500000000001 40.447400000000002 37.168300000000038 37.994799999999998 39.6479 37.506 47.518300000000011 46.327800000000003 41.718300000000013 38.196600000000011 36.195600000000013 34.883600000000001 34.747900000000001 34.128600000000013 36.200900000000011 41.349200000000003 37.361800000000002 46.760900000000042 45.827399999999997 41.008000000000003 41.008000000000003 43.447299999999998 42.533000000000001 47.465700000000012 40.716800000000013 40.716800000000013 32.965000000000003 40.495200000000011 39.483699999999999 37.2042 32.911999999999999 39.312199999999997 47.125800000000012 49.652200000000001 53.023700000000012 52.523400000000002 56.151200000000003 59.806899999999999 59.806899999999999 59.806899999999999 60.136400000000002 52.129900000000013 53.209400000000002 42.692500000000052 40.107400000000013 46.150500000000001 46.852899999999998 44.295000000000037 44.894599999999997 46.093800000000002 52.190100000000037 52.639600000000002 44.525500000000036 44.321100000000001 44.532800000000002 44.956000000000003 40.934800000000003 47.363300000000002 38.994600000000013 38.047899999999998 38.047899999999998 46.926600000000001 46.7836 44.589000000000013 48.572700000000012 56.729600000000012 55.132000000000012 53.097900000000003 56.617199999999997 54.4617 58.886499999999998 59.090400000000002 53.996700000000011 61.143000000000001 63.742600000000003 64.648200000000003 63.790300000000038 65.806100000000001 72.257400000000004 74.852099999999979 75.007000000000005 77.771900000000002 76.436300000000003 73.709900000000005 73.072000000000003 65.392399999999981 70.707499999999996 73.987399999999994 69.421300000000002 69.421300000000002 69.030299999999997 68.834700000000012 63.947299999999998 56.810699999999997 59.623800000000003 68.896299999999997 64.929000000000002 59.5642 63.310600000000001 65.842299999999994 69.425200000000004 61.540900000000001 62.526500000000013 65.169899999999998 72.380300000000005 72.542199999999994 61.709800000000001 60.31430000000000 3 55.266700000000043 55.068200000000012 56.362400000000001 64.462199999999996 60.930799999999998 59.708700000000043 43.190300000000043 44.076000000000001 42.730800000000002 38.856999999999999 42.438800000000001 42.7502 39.399300000000011 40.432500000000012 46.870699999999999 49.596600000000002 42.5443 42.5443
Technical Analysis – NG: Conclusion
Current Market – Bearish
“Direction of Wind” – Down
“Strength of Wind” - Weak
“How Long Will Wind Last” – Short time
Conclusion: Would recommend entering a short position with smaller-than-normal profit/exit points due to uncertain conditions.
Expert Opinions – NG
U.S. natgas futures end up sharply on late buying spree - Reuters, 05/17
"Futures seem to have found a bottom" after testing/holding technical support at $3.90 several times during past week.
"The weather is still a little bearish, but we managed a net gain for the week. It looks like we hit some buy stops when prices broke the $4 mark," said Steve Mosley at The SMC Report.
Many traders remain skeptical of the trend, at least until more heat arrives
Expert Opinions – NG
Natural Gas Seen Dropping in Survey on Milder U.S. Weather - Bloomberg, 05/17
Nine of 13 analysts (69%) predict NYME NG futures will decline this week. Three (23%) said gas will advance and one was neutral.
Above-normal temperatures this week will turn lower early next week with no significant heat surges anticipated, according to Commodity Weather Group LLC.
“We have no extreme temperatures in the forecast so we are not going to need a lot of power generation,” said Gordy Elliott, a risk-management specialist at INTL FC Stone LLC in St. Louis Park, Minnesota. “We should have some bigger injections in the next three or four weeks and we should continue to see pressure in this market.”
Expert Opinions – NG
Do you agree?
For the most part, yes.
Based on the weather forecast, it doesn’t seem like anyone will have much use for natural gas at least during the next week.
My own analysis also showed support for prices slightly lower than the $3.90 predicted by analysts.
Hedging Analysis
NG
Hedging Analysis – NG: June/Aug. Futures
Fairly close at this point, but the August futures contract is trading above the June futures contract.
NG futures contracts seem to grow closer together the closer they get to the expiration month.
Natural Gas (NYM $/btu) Aug 13 - Price May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 3.6859999999999999 3.649 3.5750000000000002 3.62 3.5939999999999999 3.5359999999999991 3.5230000000000001 3.5230000000000001 3.4430000000000001 3.3849999999999998 3.4380000000000002 3.3889999999999998 3.4260000000000002 3.44 3.4340000000000002 3.383 3.4049999999999998 3.3509999999999982 3.3539999999999992 3.3079999999999998 3.4569999999999972 3.4329999999999972 3.48 3.4649999999999999 3.47599999999999 82 3.4769999999999972 3.5139999999999998 3.5390000000000001 3.581 3.5630000000000002 3.5249999999999999 3.5759999999999992 3.5759999999999992 3.5759999999999992 3.633 3.633 3.6440000000000001 3.5310000000000001 3.6070000000000002 3.5489999999999999 3.621 3.6320000000000001 3.641 3.5739999999999998 3.5670000000000002 3.6339999999999999 3.601 3.6269999999999998 3.6259999999999999 3.6819999999999999 3.657 3.7050000000000001 3.6850000000000001 3.786 3.76 3.7290000000000001 3.52 3.57 3.6440000000000001 3.6829999999999998 3.6760000000000002 3.5819999999999999 3.5409999999999999 3.5910000000000002 3.54 3.5049999999999999 3.5059999999999998 3.5519999999999992 3.52 3.5559999999999992 3.5470000000000002 3.4849999999999999 3.4279999999999999 3.3740000000000001 3.4189999999999992 3.4660000000000002 3.4919999999999991 3.4919999999999991 3.4919999999999991 3.5150000000000001 3.4820000000000002 3.4540000000000002 3.4009999999999998 3.5009999999999999 3.605 3.6890000000000001 3.6560000000000001 3.6059999999999999 3.577 3.569 3.5719999999999992 3.5759999999999992 3.6640000000000001 3.6480000000000001 3.69 3.7639999999999998 3.8139999999999992 3.8459999999999992 3.9006599999999971 3.9279999999999999 3.8610000000000002 3.88 3.8969999999999971 3.9329999999999972 3.988 3.9860000000000002 4.048 4.0049999999999946 3.9420000000000002 3.9489999999999998 3.9969999999999981 4.048 4.069 3.9540000000000002 4.0209999999999946 3.9529999999999972 3.9789999999999992 3.9309999999999992 3.9940000000000002 3.9089999999999998 3.9009999999999998 3.9060000000000001 3.7850000000000001 3.7810000000000001 3.847 3.8169999999999962 3.8450000000000002 3.754 3.8109999999999982 3.948 3.9620000000000002 3.907 3.9670000000000001 3.923 4.0069999999999997 4.0709999999999997 4.0709999999999997 4.0810000000000004 3.9649999999999999 3.988 3.91 3.7829999999999999 3.714 3.7246600000000001 3.746 3.7029999999999998 3.8410000000000002 3.8189999999999982 3.7360000000000002 3.6680000000000001 3.6230000000000002 3.593 3.59 3.5779999999999998 3.6 3.6579999999999999 3.59 3.7090000000000001 3.6960000000000002 3.617 3.617 3.6459999999999999 3.6320000000000001 3.6920000000000002 3.59 3.59 3.4540000000000002 3.5369999999999981 3.5190000000000001 3.48 3.3949999999999991 3.4649999999999999 3.5619999999999998 3.6 3.6469999999999998 3.6379999999999999 3.6949999999999998 3.7559999999999998 3.7559999999999998 3.7549999999999999 3.762 3.6779999999999999 3.6970000000000001 3.5609999999999999 3.5179999999999998 3.5880000000000001 3.5990000000000002 3.5609999999999999 3.5686599999999982 3.5840000000000001 3.6589999999999998 3.6619999999999999 3.5579999999999998 3.5539999999999998 3.55633 3.5609999999999999 3.504 3.57 3.4470000000000001 3.43 3.43 3.524 3.52 3.4929999999999981 3.5409999999999999 3.6480000000000001 3.629 3.61 3.6619999999999999 3.6419999999999999 3.702 3.7050000000000001 3.653 3.7469999999999999 3.7909999999999999 3.8079999999999998 3.8 3.8290000000000002 3.9470000000000001 4.008 4.0139999999999976 4.0860000000000003 4.0709999999999997 4.0529999999999946 4.0549999999999908 3.9929999999999981 4.0910000000000002 4.1669999999999936 4.13 4.13 4.13 4.13 4.0919999999999996 4.0229999999999908 4.0619999999999976 4.2239999999999984 4.1869999999999976 4.1279999999999868 4.1909999999999936 4.2480000000000002 4.3330000000000002 4.2430000000000003 4.2560000000000002 4.3159999999999936 4.492 4.5 4.3599999999999977 4.3439999999999976 4.266 4.2639999999999976 4.29 4.4660000000000002 4.42 4.407 4.1049999999999907 4.1199999999999974 4.093 4.0030000000000001 4.0569999999999986 4.0579999999999936 3.9830000000000001 3.9929999999999981 4.0869999999999997 4.133 4.0049999999999946 4.1249999999999867 Natural Gas (NYM $/btu) Continuous Contract - Futures Price Close May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 2.8219999999999992 2.77766 2.6890000000000001 2.7759999999999998 2.7959999999999998 2.7090000000000001 2.6269999999999998 2.6269999999999998 2.4849999999999999 2.4180000000000001 2.4220000000000002 2.3259999999999992 2.4149999999999991 2.4460000000000002 2.4209999999999998 2.274 2.2989999999999999 2.218 2.2320000000000002 2.1850000000000001 2.4950000000000001 2.4670000000000001 2.6349999999999998 2.5449999999999999 2.5169999999999981 2.5819999999999999 2.625 2.694 2.7669999999999999 2.774 2.734 2.8329999999999962 2.8326599999999909 2.8319999999999972 2.9109999999999991 2.9109999999999991 2.95 2.786 2.8759999999999981 2.7280000000000002 2.8369999999999962 2.8690000000000002 2.8690000000000002 2.7930000000000001 2.786 2.95 2.9809999999999999 3.0759999999999992 3.1110000000000002 3.177 3.0519999999999992 3.09 3.0150000000000001 3.214 3.2090000000000001 3.1709999999999998 2.8769999999999971 2.9079999999999999 2.964 2.9329999999999972 2.9449999999999998 2.77 2.7290000000000001 2.8339999999999992 2.7480000000000002 2.7240000000000002 2.7189999999999999 2.7759999999999998 2.7749999999999999 2.8259999999999992 2.8019999999999992 2.702 2.653 2.633 2.6850000000000001 2.7480000000000002 2.7989999999999999 2.7989999999999999 2.7989999999999999 2.8539999999999992 2.7949999999999999 2.7759999999999998 2.6819999999999999 2.8119999999999972 2.9919999999999991 3.0630000000000002 3.0369999999999981 2.9430000000000001 2.8650000000000002 2.7730000000000001 2.762 2.7970000000000002 2.8849999999999998 2.8369999999999962 3.105 3.2149999999999999 3.2970000000000002 3.32 3.4266599999999952 3.48 3.3949999999999991 3.4060000000000001 3.3959999999999981 3.403 3.4670000000000001 3.4749999999999992 3.6040000000000001 3.6110000000000002 3.4860000000000002 3.4369999999999972 3.47 3.5870000000000002 3.617 3.4519999999999982 3.5350000000000001 3.45 3.4340000000000002 3.4 3.4709999999999992 3.8239999999999998 3.82 3.8179999999999992 3.68 3.6779999999999999 3.7480000000000002 3.714 3.7370000000000001 3.6339999999999999 3.6949999999999998 3.8569999999999971 3.8789999999999991 3.8210000000000002 3.9039999999999999 3.8369999999999962 3.944 4.0199999999999996 4.0199999999999996 4.0339999999999998 3.8679999999999999 3.8919999999999981 3.8010000000000002 3.6480000000000001 3.5609999999999999 3.5710000000000002 3.5910000000000002 3.5390000000000001 3.7 3.6659999999999999 3.5510000000000002 3.46 3.4119999999999981 3.3820000000000001 3.347 3.3139999999999992 3.3580000000000001 3.4180000000000001 3.32 3.4620000000000002 3.4509999999999992 3.3459999999999992 3.3459999999999992 3.3919999999999981 3.3539999999999992 3.4820000000000002 3.3650000000000002 3.3650000000000002 3.214 3.3029999999999982 3.2810000000000001 3.234 3.1309999999999998 3.2080000000000002 3.3359999999999972 3.3780000000000001 3.4529999999999972 3.4369999999999972 3.4950000000000001 3.5649999999999999 3.5649999999999999 3.5579999999999998 3.5529999999999982 3.4540000000000002 3.4630000000000001 3.3050000000000002 3.258 3.3349999999999982 3.3389999999999982 3.3010000000000002 3.3056599999999952 3.3149999999999982 3.3989999999999991 3.4180000000000001 3.2850000000000001 3.2719999999999998 3.274330000000004 3.2789999999999999 3.23 3.3059999999999992 3.1629999999999998 3.153 3.153 3.2719999999999998 3.2789999999999999 3.246 3.2909999999999999 3.4140000000000001 3.427 3. 4809999999999999 3.5310000000000001 3.504 3.5719999999999992 3.5750000000000002 3.5190000000000001 3.6269999999999998 3.673 3.6890000000000001 3.6840000000000002 3.718 3.8479999999999999 3.9089999999999998 3.9140000000000001 3.9950000000000001 3.9849999999999999 3.9609999999999999 3.9519999999999982 3.8879999999999999 3.9910000000000001 4.0679999999999898 4.0239999999999956 4.0239999999999956 4.0179999999999936 4.0149999999999908 3.9689999999999999 3.9 3.9470000000000001 4.1249999999999867 4.0819999999999999 4.0169999999999986 4.085 4.1390000000000002 4.2220000000000004 4.1369999999999996 4.1599999999999966 4.2140000000000004 4.4009999999999998 4.4080000000000004 4.2669999999999986 4.2380000000000004 4.1659999999999906 4.1669999999999936 4.2229999999999954 4.3919999999999986 4.343 4.3259999999999899 4.0249999999999906 4.0410000000000004 4.0110000000000001 3.92 3.9780000000000002 3.9830000000000001 3.91 3.9249999999999998 4.0239999999999956 4.07 3. 9319999999999982 4.0549999999999908
Hedging Analysis – NG: June/Aug. Futures Basis
Basis is gradually strengthening as contracts get closer to expirations dates.
A basis difference of $0.1 may seem small, but that is $1,000 per NG contract.
Natural Gas (NYM $/btu) Aug 13 - FG_PRICE_ICS(varCCY,varSPL,varSPN,,,varWGT) - Natural Gas (NYM $/btu) Continuous - Futures - Price - Close May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 0.86400000000000099 0.87133300000000002 0.88600000000000001 0.84400000000000097 0.79800000000000004 0.82700000000000096 0.89600000000000002 0.89600000000000002 0.95800000000000096 0.96700000000000097 1.016 1.0629999999999979 1.0109999999999979 0.99399999999999999 1.0129999999999979 1.109 1.1060000000000001 1.133 1.1220000000000001 1.123 0.96200000000000097 0.96600000000000097 0.84500000000000097 0.92 0.95900000000000096 0.89500000000000002 0.88900000000000001 0.84500000000000097 0.81399999999999995 0.78900000000000003 0.79100000000000004 0.74300000000000099 0.74333300000000002 0.74400000000000099 0.72200000000000097 0.72200000000000097 0.69399999999999995 0.74500000000000099 0.73100000000000098 0.82099999999999995 0.78400000000000003 0.76300000000000101 0.77200000000000102 0.78100000000000003 0.78100000000000003 0.68400000000000005 0.62000000000000099 0.55100000000000005 0.51500000000000001 0.505 0.60500000000000098 0.61500000000000099 0.67000000000000104 0.57199999999999995 0.55100000000000005 0.55800000000000005 0.64300000000000102 0.66200000000000103 0.68 0.750000000000001 0.73100000000000098 0.81200000000000105 0.81200000000000105 0.75700000000000101 0.79200000000000004 0.78100000000000003 0.78700000000000003 0.77600000000000102 0.74500000000000099 0.73000000000000098 0.74500000000000099 0.78300000000000003 0.77500000000000102 0.74100000000000099 0.73400000000000098 0.71800000000000097 0.69299999999999995 0.69299999999999995 0.69299999999999995 0.66100000000000103 0.68700000000000105 0.67800000000000105 0.71900000000000097 0.68899999999999995 0.61300000000000099 0.626000000000001 0.61900000000000099 0.66300000000000103 0.71200000000000097 0.79600000000000004 0.81 0.77900000000000102 0.77900000000000102 0.81100000000000005 0.58499999999999996 0.54900000000000004 0.51700000000000002 0.52600000000000002 0.47399999999999998 0.44800000000000001 0.46600000000000003 0.47399999999999998 0.501 0.53 0.52100000000000002 0.51100000000000001 0.44400000000000001 0.39400000000000102 0.45600000000000002 0.51200000000000001 0.52700000000000002 0.46100000000000002 0.45200000000000001 0.502 0.48599999999999999 0.503 0.54500000000000004 0.53100000000000003 0.52300000000000002 8.5000000000000006E-2 8.1000000000000003E-2 8.8000000000000106E-2 0.105 0.10299999999999999 9.9000000000000005E-2 0.10299999999999999 0.108 0.12 0.11600000000000001 9.0999999999999998E-2 8.3000000000000004E-2 8.5999999999999993E-2 6.3E-2 8.5999999999999993E-2 6.3E-2 5.0999999999999997E-2 5.0999999999999997E-2 4.7E-2 9.7000000000000003E-2 9.6000000000000002E-2 0.109 0.13500000000000001 0.153 0.153667 0.155 0.16400000000000001 0.14099999999999999 0.153 0.185 0.20799999999999999 0.21099999999999999 0.21099999999999999 0.24299999999999999 0.26400000000000001 0.24199999999999999 0.24 0.27 0.247 0.245 0.27100000000000002 0.27100000000000002 0.254 0.27800000000000002 0.21 0.22500000000000001 0.22500000000000001 0.24 0.23400000000000001 0.23799999999999999 0.246 0.26400000000000001 0.25700000000000001 0.22600000000000001 0.222 0.19400000000000001 0.20100000000000001 0.2 0.191 0.191 0.19700000000000001 0.20899999999999999 0.224 0.23400000000000001 0.25600000000000001 0.26 0.253 0.26 0.26 0.26300000000000001 0.26900000000000002 0.26 0.24399999999999999 0.27300000000000002 0.28199999999999997 0.2819 9999999999997 0.28199999999999997 0.27400000000000002 0.26400000000000001 0.28399999999999997 0.27700000000000002 0.27700000000000002 0.252 0.24099999999999999 0.247 0.25 0.23400000000000001 0.20200000000000001 0.129 0.13100000000000001 0.13800000000000001 0.13 0.13 0.13400000000000001 0.12 0.11799999999999999 0.11899999999999999 0.11600000000000001 0.111 9.9000000000000005E-2 9.9000000000000005E-2 0.1 9.0999999999999998E-2 8.5999999999999993E-2 9.1 999999999999998E-2 0.10299999999999999 0.105 0.1 9.9000000000000005E-2 0.106 0.106 0.112 0.115 0.123 0.123 0.115 9.9000000000000005E-2 0.105 0.111 0.106 0.109 0.111 0.106 9.6000000000000002E-2 0.10199999999999999 9.0999999999999998E-2 9.1999999999999998E-2 9.3000000000000194E-2 0.106 0.1 9.7000000000000003E-2 6.7000000000000004E-2 7.3999999999999996E-2 7.6999999999999999E-2 8.1000000000000003E-2 0.08 7.9000000000000098E-2 8.2000000000000003E-2 8.3000000000000004E-2 7.9000000000000098E-2 7.4999999999999997E-2 7.2999999999999995E-2 6.8000000000000005E-2 6.3E-2 6.3E-2 7.2999999999999995E-2 7.0000000000000007E-2
Hedging Analysis – NG: Commit. of Traders
Long is slightly dominant in commercial market due to more than two times as many short positions exiting the market as long positions.
Short is dominant in non-commercial market. Almost 30,000 total positions exited the market during this period, with ~60% of them being long.
Long is dominant in non-reportable market.
Analysis: many participants left the NG market last week due to uncertain conditions and/or profit taking.
| Week of 5/14 to 5/22 | Long | % Long | Short | % Short |
| Commercial | 469,043 | 51.25% | 446,197 | 48.75% |
| Non-Commercial | 336,788 | 46.16% | 392,798 | 53.84% |
| Non-Reportable | 74,374 | 64.35% | 41,210 | 35.65% |
| Δ past week | Long | Short |
| Commercial | -6,060 | -13,742 |
| Non-Commercial | -18,081 | -11,675 |
| Non-Reportable | 1,221 | 2,497 |
Hedging Analysis – NG: Market Analysis
Futures prices trending upward.
Long hedgers dominate commercial market.
Analysis: Contango Market
Hedging Analysis – NG: Conclusion
Long traders are marginally ahead but not dominant in commercial market.
Short traders are dominant in speculative market, in addition to recent exodus of long traders.
Strengthening basis.
Contango market.
Recommendation:
Trade a short July contract and use a Long August Futures contract to hedge exposure.
Conditional Recommendation – NG
Short term – Bearish/Stay out of the market
Weather is a major aspect of NG prices, looks like there will nothing to drive demand for weeks
No sign of production slowing or supply dwindling
Would recommend staying out of the market until electricity demands due to summer cooling pick up.
If you must trade in the near future, I would recommend going short on front month contract and hedging with a contract that expires later like August or September.
Long term – Bullish
NG is cheap, abundant, relatively clean
Process for extracting natural gas is efficient and becoming more so
May even replace gasoline in the future
Conditional Recommendation – NG
Trade 1
04/21 – Short front-month at 4.366 with profit exit point 4.166 ($2,000) and loss exit point 4.546 ($1,800).
04/24 – Bought at 4.25 for profit of $1,160. Exited trade early due to changing market conditions.
Trade 2
05/02 – Short front-month at 4.045 with profit exit point 4.00 ($450) and loss exit point 4.085 (-$400)
05/03 – Bought at 4.00 for profit of $450
Trade 3
05/20 – Short July delivery (/NGN3) at 4.171 with profit exit point 4.121 ($500) and loss exit point 4.211 (-$400)
05/20 – Hedged with long August delivery (/NGQ3) at 4.19 with profit exit point 4.34 ($1,500) and loss exit point 4.07 (-$1,200)
Initial Account Value: $10,000.00
Ending Account Value: $12,231.14
Total Profit: $2,231.14
Holding Period Return for first two major trades:
Primary Asset Profit: 1,160 + 450 = 1,610
No hedging costs
(11,610 – 10,000) / 10,000 = 16.1%
Annualized Period Return for first two major trades:
16.1 * (360 / 4) = 1,449%
*Includes many other minor trades (small trades, experimentation with creating saved trades, using mobile app, etc.
Sources:
U.S Dollar Commitment of Traders - http://www.cftc.gov/dea/options/deanybtlof.htm
United States National Statistics - http://www.tradingeconomics.com/united-states/indicators
Reports that Affect the U.S Dollar - http ://www.investopedia.com/articles/forex/11/five-reports-that-move-usd.asp
Pairs Trade - http :// www.investopedia.com/terms/p/pairstrade.asp
Gold vs. Equities vs. the Dollar - http :// www.seeitmarket.com/this-chart-says-it-all-gold-vs-equities-vs-the-dollar
Dollar vs. Gold vs. Crude Oil - http://www.forbes.com/sites/robertlenzner/2013/04/16/as-the-dollar-strengthens-gold-and-crude-oil-drop-in-tandem/
WTI Crude falls to one week low as dollar rally hits commodities - http://www.bloomberg.com/news/2013-05-10/wti-crude-falls-to-one-week-low-as-dollar-rally-hits-comm.html
U.S. natural gas reserves at record levels, says School of Mines panel, April 9, 2013 - http:// www.bizjournals.com/denver/blog/earth_to_power/2013/04/us-natural-gas-reserves-hit-record.html?page=all
Natural Gas Tumbles Most in Nine Months After Stockpile Increase, May 2, 2013 - http:// www.bloomberg.com/news/2013-05-02/natural-gas-drops-for-third-day-on-forecasts-for-mild-weather.html
List of countries by natural gas production - http:// en.wikipedia.org/wiki/List_of_countries_by_natural_gas_production
Weekly Natural gas Storage report – U.S. Energy Information Administration - http:// ir.eia.gov/ngs/ngs.html
U.S. natgas futures end up sharply on late buying spree, 05/17/2013, Reuters - http:// www.reuters.com/article/2013/05/17/markets-nymex-natgas-idUSL2N0DY0SK20130517
Natural Gas Seen Dropping in Survey on Milder U.S. Weather, 05/17/2013, Bloomberg - http:// www.bloomberg.com/news/2013-05-17/natural-gas-seen-dropping-in-survey-on-milder-u-s-weather.html
Chart1
S & P 500 (CME) Continuous Contract - Futures Price Close May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 1328.2 1322.4 1301.3 1290.8 1315.7 1314.8 1315.7 1322.6 1315.0 1315.0 1333.4 1308.6 1309.2 1273.9 1273.0 1285.1 1315.5 1310.0 1322.0 1300.3 1320.1 1308.8 1326.2 1337.5 1340.9 1350.6 1350.7 1318.3 1326.8 1306.6 1315.5 1325.5 1322.4 1356.4 1356.8 1357.6 1368.0 1368.0 1361.4 1351.8 1349.2 1335.5 1336.3 1329.2 1351.7 1347.4 1358.5 1367.3 1371.9 1358.2 1343.7 1329.5 1334.9 1354.8 1382.5 1380.5 1374.6 1370.4 1361.9 1389.0 1389.9 1398.2 1400.6 1402.4 1402.6 1401.6 1403.5 1413.1 1415.2 1414.7 1412.5 1412.3 1400.0 1409.8 1408.3 1407.8 1407.2 1397.1 1405.1 1405.1 1405.1 1406.0 1403.5 1431.0 1438.2 1426.4 1430.6 1439.5 1450.4 1459.0 1454.0 1452.9 1453.2 1453.8 1451.9 1451.4 1437.2 1426.9 1441.1 1434.2 1436.0 1436.9 1444.7 1455.8 1455.5 1449.8 1435.9 1426.3 1428.4 1421.5 1435.5 1449.2 1457.1 1451.5 1424.0 1430.1 1406.8 1405.3 1408.2 1407.6 1407.6 1407.6 1406.8 1423.2 1405.5 1412.0 1425.2 1389.1 1375.3 1375.7 1378.2 1370.9 1353.0 1351.3 1359.8 1382.5 1386.3 1388.3 1388.3 1405.3 1403.3 1397.4 1407.1 1415.7 1414.4 1411.96 1407.1 1405.5 1408.3 1413.0 1416.0 1420.2 1431.5 1427.2 1412.0 1409.2 1427.0 1441.1 1433.1 1440.6 1425.9 1419.8 1419.8 1413.5 1410.7 1384.0 1420.1 1420.1 1453.6 1457.7 1455.8 1452.3 1455.8 1467.1 1467.2 1464.3 1465.2 1465.6 1475.7 1478.9 1478.9 1489.4 1490.3 1491.8 1495.7 1497.1 1505.1 1495.3 1493.3 1506.7 1502.26 1493.4 1505.9 1506.8 1505.3 1512.4 1512.63 1513.1 1516.2 1517.2 1518.5 1517.1 1517.1 1528.0 1507.1 1501.1 1514.6 14 87.2 1492.4 1515.8 1513.3 1516.5 1525.7 1537.1 1539.1 1537.7 1544.5 1550.5 1546.8 1550.0 1556.0 1553.6 1546.8 1542.2 1549.1 1539.1 1552.0 1546.9 1557.2 1556.8 1562.7 1562.7 1558.16 1555.9 1564.4 1548.5 1554.5 1546.0 1559.2 1563.2 1582.7 1587.7 1581.9 1543.5 1568.7 1546.1 1534.0 1547.6 1555.9 1573.6 1574.1 1581.7 1576.5 1588.2 1592.2 1577.3 1592.3 1608.5 1610.13 1613.4 1620.6 1628.7 1624.6 1629.6 1630.8 1648.0 1648.0
Sheet0
| XLCT | $OPT$ | FDSCHART_R | 2,33001=,,$TK$,$BMTK$ | ? | ? | £currency£,0,0 | £rel£ | 1,B9326FEA,-1,,2,0,10 | C:\Users\Finlab\AppData\Local\Temp\tmp_fdschart_ics.xml | 2012.3.652.182|4.3.28.0 | |||||||||
| DIM | 0 | 0 | 65536 | fdschart_1 | CODE_GB,14/05/2013,15/05/2013 17:19:10 | 0 | 0 | 0 | |||||||||||
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/><FDSChildren><ChildId>FC_PLOT000_Color_AXIS</ChildId><ChildId>FC_PLOT000_X_AXIS</ChildId><ChildId>FC_PLOT000_Y_AXIS</ChildId><ChildId>FC_PLOT000_Y2_AXIS</ChildId><ChildId>FC_PLOT000_Y3_AXIS</ChildId><ChildId>FC_PLOT000_Y4_AXIS</ChildId><ChildId>FC_PLOT000_Size_AXIS</ChildId><ChildId>SERIES002</ChildId></FDSChildren></FDSPlot><FDSData ID="X(SERIES002)"><FDSAttributes><Attr>Format = dd-MMM-yyyy</Attr><Attr>Label = Date</Attr></FDSAttributes><FDSChildren /><FDSAppAttributes /><DataType>DATE</DataType><Data ID="Date"><FQL><symbol><Var ID="varID">varID</Var></symbol><formula>DATE_YYYYMMDD(varSD, varED, varFRQ)</formula></FQL></Data></FDSData><FDSData ID="Y(SERIES002)"><FDSAttributes><Attr>Format = #.2F</Attr><Attr>Label = S&P 500 (CME) Continuous Contract - Futures Price Close</Attr></FDSAttributes><FDSChildren /><FDSAppAttributes /><DataType>FLOAT</DataType><Data ID="S&P 500 (CME) Continuous Contract - Futures Price Close"><FQL><symbol><Var ID="varID">varID</Var></symbol><formula>VALUE('SP00-USA',P_FUT_PRICE_CLOSE(,,,'')) : varSD,varED,varFRQ</formula></FQL></Data></FDSData></FDSChart></FDSScript><ICSVariables><Object ID="PLOT000" Type="Price Plot" /><Object ID="SERIES002" Type="ICS Series" Freq="A" AutoAxis="false" Compare="false" Index="true" Relative="false" Hide="false" Ticker="SP50-USA" Description="S&P 500 (CME) Continuous Contract - Futures Price Close" Currency="" /><Object ID="X(SERIES002)" Type="Date" Freq="A" NeedsTicker="false" /><Object ID="Y(SERIES002)" Type="ICS Series" Freq="A" NeedsTicker="false" /></ICSVariables><ICSChartType><Type>Price</Type></ICSChartType><ICSChartMode><Mode>Absolute</Mode></ICSChartMode><ICSSyncMode /><ICSChartSpreadOption /><SeriesDrawingTools /><ICSChartOptions><ContextRelativeStartDate>0/0/-1</ContextRelativeStartDate><ContextRelativeEndDate>NOW</ContextRelativeEndDate></ICSChartOptions></FDSChartTemplate> | |||||||||||||||||||
| ERROR:#NAME? |
S & P 500 (CME) Continuous Contract - Futures Price Close May 2012 Jun Jul Aug Sep Oct Nov Dec 2012 Jan 2013 Feb Mar Apr May 2013 1328.2 1322.4 1301.3 1290.8 1315.7 1314.8 1315.7 1322.6 1315.0 1315.0 1333.4 1308.6 1309.2 1273.9 1273.0 1285.1 1315.5 1310.0 1322.0 1300.3 1320.1 1308.8 1326.2 1337.5 1340.9 1350.6 1350.7 1318.3 1326.8 1306.6 1315.5 1325.5 1322.4 1356.4 1356.8 1357.6 1368.0 1368.0 1361.4 1351.8 1349.2 1335.5 1336.3 1329.2 1351.7 1347.4 1358.5 1367.3 1371.9 1358.2 1343.7 1329.5 1334.9 1354.8 1382.5 1380.5 1374.6 1370.4 1361.9 1389.0 1389.9 1398.2 1400.6 1402.4 1402.6 1401.6 1403.5 1413.1 1415.2 1414.7 1412.5 1412.3 1400.0 1409.8 1408.3 1407.8 1407.2 1397.1 1405.1 1405.1 1405.1 1406.0 1403.5 1431.0 1438.2 1426.4 1430.6 1439.5 1450.4 1459.0 1454.0 1452.9 1453.2 1453.8 1451.9 1451.4 1437.2 1426.9 1441.1 1434.2 1436.0 1436.9 1444.7 1455.8 1455.5 1449.8 1435.9 1426.3 1428.4 1421.5 1435.5 1449.2 1457.1 1451.5 1424.0 1430.1 1406.8 1405.3 1408.2 1407.6 1407.6 1407.6 1406.8 1423.2 1405.5 1412.0 1425.2 1389.1 1375.3 1375.7 1378.2 1370.9 1353.0 1351.3 1359.8 1382.5 1386.3 1388.3 1388.3 1405.3 1403.3 1397.4 1407.1 1415.7 1414.4 1411.96 1407.1 1405.5 1408.3 1413.0 1416.0 1420.2 1431.5 1427.2 1412.0 1409.2 1427.0 1441.1 1433.1 1440.6 1425.9 1419.8 1419.8 1413.5 1410.7 1384.0 1420.1 1420.1 1453.6 1457.7 1455.8 1452.3 1455.8 1467.1 1467.2 1464.3 1465.2 1465.6 1475.7 1478.9 1478.9 1489.4 1490.3 1491.8 1495.7 1497.1 1505.1 1495.3 1493.3 1506.7 1502.26 1493.4 1505.9 1506.8 1505.3 1512.4 1512.63 1513.1 1516.2 1517.2 1518.5 1517.1 1517.1 1528.0 1507.1 1501.1 1514.6 14 87.2 1492.4 1515.8 1513.3 1516.5 1525.7 1537.1 1539.1 1537.7 1544.5 1550.5 1546.8 1550.0 1556.0 1553.6 1546.8 1542.2 1549.1 1539.1 1552.0 1546.9 1557.2 1556.8 1562.7 1562.7 1558.16 1555.9 1564.4 1548.5 1554.5 1546.0 1559.2 1563.2 1582.7 1587.7 1581.9 1543.5 1568.7 1546.1 1534.0 1547.6 1555.9 1573.6 1574.1 1581.7 1576.5 1588.2 1592.2 1577.3 1592.3 1608.5 1610.13 1613.4 1620.6 1628.7 1624.6 1629.6 1630.8 1648.0 1648.0
Data1
| XLCG | $OPT$ | FDSCHART_R | 2,33001=,,$TK$,$BMTK$ | ? | ? | £currency£,0,0 | £rel£ | 1,B9326FEA,0, | C:\Users\Finlab\AppData\Local\Temp\tmp_fdschart_ics.xml | 2012.3.652.182|4.3.28.0 |
| DIM,10 | 287 | 2 | 1073809420 | fdschart_line | CODE_GB,14/05/2013,15/05/2013 17:19:10 | 0 | 0 | 11,22,262 | 0 | |
| L.1,CT55,PG,pD,f@ | L.1,f#£v£##0.00 | CT55,PG,fMM/DD/YY | f#£v£##0.00 | |||||||
| £ | S&P 500 1658.78 8.44 0.51% 4:06:31 PM VWAP: | High: 1661.49 Low: 1266.74 Chg: 24.66% | ||||||||
| HXX | Date | S&P 500 (CME) Continuous Contract - Futures Price Close | Date | S&P 500 (CME) Continuous Contract - Futures Price Close | ||||||
| 05/15/12 | 1,328.20 | |||||||||
| 05/16/12 | 1,322.40 | |||||||||
| 05/17/12 | 1,301.30 | |||||||||
| 05/18/12 | 1,290.80 | |||||||||
| 05/21/12 | 1,315.70 | |||||||||
| 05/22/12 | 1,314.80 | |||||||||
| 05/23/12 | 1,315.70 | |||||||||
| 05/24/12 | 1,322.60 | |||||||||
| 05/25/12 | 1,315.00 | |||||||||
| 1,328.20 | 05/28/12 | 1,315.00 | ||||||||
| 1,322.40 | 05/29/12 | 1,333.40 | ||||||||
| May 2012 | 1,301.30 | 05/30/12 | 1,308.60 | |||||||
| 1,290.80 | 05/31/12 | 1,309.20 | ||||||||
| 1,315.70 | 06/01/12 | 1,273.90 | ||||||||
| 1,314.80 | 06/04/12 | 1,273.00 | ||||||||
| 1,315.70 | 06/05/12 | 1,285.10 | ||||||||
| 1,322.60 | 06/06/12 | 1,315.50 | ||||||||
| 1,315.00 | 06/07/12 | 1,310.00 | ||||||||
| 1,315.00 | 06/08/12 | 1,322.00 | ||||||||
| 1,333.40 | 06/11/12 | 1,300.30 | ||||||||
| 1,308.60 | 06/12/12 | 1,320.10 | ||||||||
| 1,309.20 | 06/13/12 | 1,308.80 | ||||||||
| 1,273.90 | 06/14/12 | 1,326.20 | ||||||||
| 1,273.00 | 06/15/12 | 1,337.50 | ||||||||
| 1,285.10 | 06/18/12 | 1,340.90 | ||||||||
| 1,315.50 | 06/19/12 | 1,350.60 | ||||||||
| 1,310.00 | 06/20/12 | 1,350.70 | ||||||||
| 1,322.00 | 06/21/12 | 1,318.30 | ||||||||
| 1,300.30 | 06/22/12 | 1,326.80 | ||||||||
| 1,320.10 | 06/25/12 | 1,306.60 | ||||||||
| 1,308.80 | 06/26/12 | 1,315.50 | ||||||||
| 1,326.20 | 06/27/12 | 1,325.50 | ||||||||
| 1,337.50 | 06/28/12 | 1,322.40 | ||||||||
| Jun | 1,340.90 | 06/29/12 | 1,356.40 | |||||||
| 1,350.60 | 07/02/12 | 1,357.60 | ||||||||
| 1,350.70 | 07/03/12 | 1,368.00 | ||||||||
| 1,318.30 | 07/04/12 | 1,368.00 | ||||||||
| 1,326.80 | 07/05/12 | 1,361.40 | ||||||||
| 1,306.60 | 07/06/12 | 1,351.80 | ||||||||
| 1,315.50 | 07/09/12 | 1,349.20 | ||||||||
| 1,325.50 | 07/10/12 | 1,335.50 | ||||||||
| 1,322.40 | 07/11/12 | 1,336.30 | ||||||||
| 1,356.40 | 07/12/12 | 1,329.20 | ||||||||
| 1,356.80 | 07/13/12 | 1,351.70 | ||||||||
| 1,357.60 | 07/16/12 | 1,347.40 | ||||||||
| 1,368.00 | 07/17/12 | 1,358.50 | ||||||||
| 1,368.00 | 07/18/12 | 1,367.30 | ||||||||
| 1,361.40 | 07/19/12 | 1,371.90 | ||||||||
| 1,351.80 | 07/20/12 | 1,358.20 | ||||||||
| 1,349.20 | 07/23/12 | 1,343.70 | ||||||||
| 1,335.50 | 07/24/12 | 1,329.50 | ||||||||
| 1,336.30 | 07/25/12 | 1,334.90 | ||||||||
| 1,329.20 | 07/26/12 | 1,354.80 | ||||||||
| 1,351.70 | 07/27/12 | 1,382.50 | ||||||||
| 1,347.40 | 07/30/12 | 1,380.50 | ||||||||
| Jul | 1,358.50 | 07/31/12 | 1,374.60 | |||||||
| 1,367.30 | 08/01/12 | 1,370.40 | ||||||||
| 1,371.90 | 08/02/12 | 1,361.90 | ||||||||
| 1,358.20 | 08/03/12 | 1,389.00 | ||||||||
| 1,343.70 | 08/06/12 | 1,389.90 | ||||||||
| 1,329.50 | 08/07/12 | 1,397.00 | ||||||||
| 1,334.90 | 08/08/12 | 1,398.20 | ||||||||
| 1,354.80 | 08/09/12 | 1,400.60 | ||||||||
| 1,382.50 | 08/10/12 | 1,402.40 | ||||||||
| 1,380.50 | 08/13/12 | 1,402.60 | ||||||||
| 1,374.60 | 08/14/12 | 1,401.60 | ||||||||
| 1,370.40 | 08/15/12 | 1,403.50 | ||||||||
| 1,361.90 | 08/16/12 | 1,413.10 | ||||||||
| 1,389.00 | 08/17/12 | 1,415.20 | ||||||||
| 1,389.90 | 08/20/12 | 1,414.70 | ||||||||
| 1,398.20 | 08/21/12 | 1,412.50 | ||||||||
| 1,400.60 | 08/22/12 | 1,412.30 | ||||||||
| 1,402.40 | 08/23/12 | 1,400.00 | ||||||||
| 1,402.60 | 08/24/12 | 1,409.80 | ||||||||
| 1,401.60 | 08/27/12 | 1,408.30 | ||||||||
| 1,403.50 | 08/28/12 | 1,407.80 | ||||||||
| 1,413.10 | 08/29/12 | 1,407.20 | ||||||||
| Aug | 1,415.20 | 08/30/12 | 1,397.10 | |||||||
| 1,414.70 | 08/31/12 | 1,405.10 | ||||||||
| 1,412.50 | 09/03/12 | 1,405.10 | ||||||||
| 1,412.30 | 09/04/12 | 1,406.00 | ||||||||
| 1,400.00 | 09/05/12 | 1,403.50 | ||||||||
| 1,409.80 | 09/06/12 | 1,431.00 | ||||||||
| 1,408.30 | 09/07/12 | 1,438.20 | ||||||||
| 1,407.80 | 09/10/12 | 1,426.40 | ||||||||
| 1,407.20 | 09/11/12 | 1,430.60 | ||||||||
| 1,397.10 | 09/12/12 | 1,439.50 | ||||||||
| 1,405.10 | 09/13/12 | 1,450.40 | ||||||||
| 1,405.10 | 09/14/12 | 1,459.00 | ||||||||
| 1,405.10 | 09/17/12 | 1,454.00 | ||||||||
| 1,406.00 | 09/18/12 | 1,452.90 | ||||||||
| 1,403.50 | 09/19/12 | 1,453.20 | ||||||||
| 1,431.00 | 09/20/12 | 1,453.80 | ||||||||
| 1,438.20 | 09/21/12 | 1,451.90 | ||||||||
| 1,426.40 | 09/24/12 | 1,451.40 | ||||||||
| 1,430.60 | 09/25/12 | 1,437.20 | ||||||||
| 1,439.50 | 09/26/12 | 1,426.90 | ||||||||
| 1,450.40 | 09/27/12 | 1,441.10 | ||||||||
| 1,459.00 | 09/28/12 | 1,434.20 | ||||||||
| Sep | 1,454.00 | 10/01/12 | 1,436.90 | |||||||
| 1,452.90 | 10/02/12 | 1,440.90 | ||||||||
| 1,453.20 | 10/03/12 | 1,444.70 | ||||||||
| 1,453.80 | 10/04/12 | 1,455.80 | ||||||||
| 1,451.90 | 10/05/12 | 1,455.50 | ||||||||
| 1,451.40 | 10/08/12 | 1,449.80 | ||||||||
| 1,437.20 | 10/09/12 | 1,435.90 | ||||||||
| 1,426.90 | 10/10/12 | 1,426.30 | ||||||||
| 1,441.10 | 10/11/12 | 1,428.40 | ||||||||
| 1,434.20 | 10/12/12 | 1,421.50 | ||||||||
| 1,436.00 | 10/15/12 | 1,435.50 | ||||||||
| 1,436.90 | 10/16/12 | 1,449.20 | ||||||||
| 1,444.70 | 10/17/12 | 1,457.10 | ||||||||
| 1,455.80 | 10/18/12 | 1,451.50 | ||||||||
| 1,455.50 | 10/19/12 | 1,424.00 | ||||||||
| 1,449.80 | 10/22/12 | 1,430.10 | ||||||||
| 1,435.90 | 10/23/12 | 1,406.80 | ||||||||
| 1,426.30 | 10/24/12 | 1,405.30 | ||||||||
| 1,428.40 | 10/25/12 | 1,408.20 | ||||||||
| 1,421.50 | 10/26/12 | 1,407.60 | ||||||||
| 1,435.50 | 10/29/12 | 1,407.60 | ||||||||
| 1,449.20 | 10/30/12 | 1,407.60 | ||||||||
| Oct | 1,457.10 | 10/31/12 | 1,406.80 | |||||||
| 1,451.50 | 11/01/12 | 1,423.20 | ||||||||
| 1,424.00 | 11/02/12 | 1,405.50 | ||||||||
| 1,430.10 | 11/05/12 | 1,412.00 | ||||||||
| 1,406.80 | 11/06/12 | 1,425.20 | ||||||||
| 1,405.30 | 11/07/12 | 1,389.10 | ||||||||
| 1,408.20 | 11/08/12 | 1,375.30 | ||||||||
| 1,407.60 | 11/09/12 | 1,375.70 | ||||||||
| 1,407.60 | 11/12/12 | 1,378.20 | ||||||||
| 1,407.60 | 11/13/12 | 1,370.90 | ||||||||
| 1,406.80 | 11/14/12 | 1,353.00 | ||||||||
| 1,423.20 | 11/15/12 | 1,351.30 | ||||||||
| 1,405.50 | 11/16/12 | 1,359.80 | ||||||||
| 1,412.00 | 11/19/12 | 1,382.50 | ||||||||
| 1,425.20 | 11/20/12 | 1,386.30 | ||||||||
| 1,389.10 | 11/21/12 | 1,388.30 | ||||||||
| 1,375.30 | 11/22/12 | 1,388.30 | ||||||||
| 1,375.70 | 11/23/12 | 1,405.30 | ||||||||
| 1,378.20 | 11/26/12 | 1,403.30 | ||||||||
| 1,370.90 | 11/27/12 | 1,397.40 | ||||||||
| 1,353.00 | 11/28/12 | 1,407.10 | ||||||||
| 1,351.30 | 11/29/12 | 1,415.70 | ||||||||
| Nov | 1,359.80 | 11/30/12 | 1,414.40 | |||||||
| 1,382.50 | 12/03/12 | 1,407.10 | ||||||||
| 1,386.30 | 12/04/12 | 1,405.50 | ||||||||
| 1,388.30 | 12/05/12 | 1,408.30 | ||||||||
| 1,388.30 | 12/06/12 | 1,413.00 | ||||||||
| 1,405.30 | 12/07/12 | 1,416.00 | ||||||||
| 1,403.30 | 12/10/12 | 1,420.20 | ||||||||
| 1,397.40 | 12/11/12 | 1,431.50 | ||||||||
| 1,407.10 | 12/12/12 | 1,427.20 | ||||||||
| 1,415.70 | 12/13/12 | 1,412.00 | ||||||||
| 1,414.40 | 12/14/12 | 1,409.20 | ||||||||
| 1,411.96 | 12/17/12 | 1,427.00 | ||||||||
| 1,407.10 | 12/18/12 | 1,441.10 | ||||||||
| 1,405.50 | 12/19/12 | 1,433.10 | ||||||||
| 1,408.30 | 12/20/12 | 1,440.60 | ||||||||
| 1,413.00 | 12/21/12 | 1,425.90 | ||||||||
| 1,416.00 | 12/24/12 | 1,419.80 | ||||||||
| 1,420.20 | 12/25/12 | 1,419.80 | ||||||||
| 1,431.50 | 12/26/12 | 1,413.50 | ||||||||
| 1,427.20 | 12/27/12 | 1,410.70 | ||||||||
| 1,412.00 | 12/28/12 | 1,384.00 | ||||||||
| 1,409.20 | 12/31/12 | 1,420.10 | ||||||||
| Dec 2012 | 1,427.00 | 01/01/13 | 1,420.10 | |||||||
| 1,441.10 | 01/02/13 | 1,457.10 | ||||||||
| 1,433.10 | 01/03/13 | 1,453.60 | ||||||||
| 1,440.60 | 01/04/13 | 1,457.70 | ||||||||
| 1,425.90 | 01/07/13 | 1,455.80 | ||||||||
| 1,419.80 | 01/08/13 | 1,452.30 | ||||||||
| 1,419.80 | 01/09/13 | 1,455.80 | ||||||||
| 1,413.50 | 01/10/13 | 1,467.10 | ||||||||
| 1,410.70 | 01/11/13 | 1,467.20 | ||||||||
| 1,384.00 | 01/14/13 | 1,464.30 | ||||||||
| 1,420.10 | 01/15/13 | 1,465.20 | ||||||||
| 1,420.10 | 01/16/13 | 1,465.60 | ||||||||
| 1,453.60 | 01/17/13 | 1,475.70 | ||||||||
| 1,457.70 | 01/18/13 | 1,478.90 | ||||||||
| 1,455.80 | 01/21/13 | 1,478.90 | ||||||||
| 1,452.30 | 01/22/13 | 1,489.40 | ||||||||
| 1,455.80 | 01/23/13 | 1,490.30 | ||||||||
| 1,467.10 | 01/24/13 | 1,491.80 | ||||||||
| 1,467.20 | 01/25/13 | 1,495.70 | ||||||||
| 1,464.30 | 01/28/13 | 1,497.10 | ||||||||
| 1,465.20 | 01/29/13 | 1,505.10 | ||||||||
| 1,465.60 | 01/30/13 | 1,495.30 | ||||||||
| Jan 2013 | 1,475.70 | 01/31/13 | 1,493.30 | |||||||
| 1,478.90 | 02/01/13 | 1,506.70 | ||||||||
| 1,478.90 | 02/04/13 | 1,493.40 | ||||||||
| 1,489.40 | 02/05/13 | 1,505.90 | ||||||||
| 1,490.30 | 02/06/13 | 1,506.80 | ||||||||
| 1,491.80 | 02/07/13 | 1,505.30 | ||||||||
| 1,495.70 | 02/08/13 | 1,512.40 | ||||||||
| 1,497.10 | 02/11/13 | 1,513.10 | ||||||||
| 1,505.10 | 02/12/13 | 1,516.20 | ||||||||
| 1,495.30 | 02/13/13 | 1,517.20 | ||||||||
| 1,493.30 | 02/14/13 | 1,518.50 | ||||||||
| 1,506.70 | 02/15/13 | 1,517.10 | ||||||||
| 1,502.26 | 02/18/13 | 1,517.10 | ||||||||
| 1,493.40 | 02/19/13 | 1,528.00 | ||||||||
| 1,505.90 | 02/20/13 | 1,507.10 | ||||||||
| 1,506.80 | 02/21/13 | 1,501.10 | ||||||||
| 1,505.30 | 02/22/13 | 1,514.60 | ||||||||
| 1,512.40 | 02/25/13 | 1,487.20 | ||||||||
| 1,512.63 | 02/26/13 | 1,492.40 | ||||||||
| 1,513.10 | 02/27/13 | 1,515.80 | ||||||||
| 1,516.20 | 02/28/13 | 1,513.30 | ||||||||
| 1,517.20 | 03/01/13 | 1,516.50 | ||||||||
| Feb | 1,518.50 | 03/04/13 | 1,525.70 | |||||||
| 1,517.10 | 03/05/13 | 1,537.10 | ||||||||
| 1,517.10 | 03/06/13 | 1,539.10 | ||||||||
| 1,528.00 | 03/07/13 | 1,537.70 | ||||||||
| 1,507.10 | 03/08/13 | 1,544.50 | ||||||||
| 1,501.10 | 03/11/13 | 1,550.50 | ||||||||
| 1,514.60 | 03/12/13 | 1,546.80 | ||||||||
| 1,487.20 | 03/13/13 | 1,550.00 | ||||||||
| 1,492.40 | 03/14/13 | 1,556.00 | ||||||||
| 1,515.80 | 03/15/13 | 1,553.60 | ||||||||
| 1,513.30 | 03/18/13 | 1,546.80 | ||||||||
| 1,516.50 | 03/19/13 | 1,542.20 | ||||||||
| 1,525.70 | 03/20/13 | 1,549.10 | ||||||||
| 1,537.10 | 03/21/13 | 1,539.10 | ||||||||
| 1,539.10 | 03/22/13 | 1,552.00 | ||||||||
| 1,537.70 | 03/25/13 | 1,546.90 | ||||||||
| 1,544.50 | 03/26/13 | 1,557.20 | ||||||||
| 1,550.50 | 03/27/13 | 1,556.80 | ||||||||
| 1,546.80 | 03/28/13 | 1,562.70 | ||||||||
| 1,550.00 | 03/29/13 | 1,562.70 | ||||||||
| 1,556.00 | 04/01/13 | 1,555.90 | ||||||||
| 1,553.60 | 04/02/13 | 1,564.40 | ||||||||
| Mar | 1,546.80 | 04/03/13 | 1,548.50 | |||||||
| 1,542.20 | 04/04/13 | 1,554.50 | ||||||||
| 1,549.10 | 04/05/13 | 1,546.00 | ||||||||
| 1,539.10 | 04/08/13 | 1,559.20 | ||||||||
| 1,552.00 | 04/09/13 | 1,563.20 | ||||||||
| 1,546.90 | 04/10/13 | 1,582.70 | ||||||||
| 1,557.20 | 04/11/13 | 1,587.70 | ||||||||
| 1,556.80 | 04/12/13 | 1,581.90 | ||||||||
| 1,562.70 | 04/15/13 | 1,543.50 | ||||||||
| 1,562.70 | 04/16/13 | 1,568.70 | ||||||||
| 1,558.16 | 04/17/13 | 1,546.10 | ||||||||
| 1,555.90 | 04/18/13 | 1,534.00 | ||||||||
| 1,564.40 | 04/19/13 | 1,547.60 | ||||||||
| 1,548.50 | 04/22/13 | 1,555.90 | ||||||||
| 1,554.50 | 04/23/13 | 1,573.60 | ||||||||
| 1,546.00 | 04/24/13 | 1,574.10 | ||||||||
| 1,559.20 | 04/25/13 | 1,581.70 | ||||||||
| 1,563.20 | 04/26/13 | 1,576.50 | ||||||||
| 1,582.70 | 04/29/13 | 1,588.20 | ||||||||
| 1,587.70 | 04/30/13 | 1,592.20 | ||||||||
| 1,581.90 | 05/01/13 | 1,577.30 | ||||||||
| 1,543.50 | 05/02/13 | 1,592.30 | ||||||||
| Apr | 1,568.70 | 05/03/13 | 1,608.50 | |||||||
| 1,546.10 | 05/06/13 | 1,613.40 | ||||||||
| 1,534.00 | 05/07/13 | 1,620.60 | ||||||||
| 1,547.60 | 05/08/13 | 1,628.70 | ||||||||
| 1,555.90 | 05/09/13 | 1,624.60 | ||||||||
| 1,573.60 | 05/10/13 | 1,629.60 | ||||||||
| 1,574.10 | 05/13/13 | 1,630.80 | ||||||||
| 1,581.70 | 05/14/13 | 1,648.00 | ||||||||
| 1,576.50 | 05/15/13 | 1,648.00 | ||||||||
| 1,588.20 | ||||||||||
| 1,592.20 | ||||||||||
| 1,577.30 | ||||||||||
| 1,592.30 | ||||||||||
| 1,608.50 | ||||||||||
| 1,610.13 | ||||||||||
| 1,613.40 | ||||||||||
| 1,620.60 | ||||||||||
| 1,628.70 | ||||||||||
| 1,624.60 | ||||||||||
| 1,629.60 | ||||||||||
| 1,630.80 | ||||||||||
| 1,648.00 | ||||||||||
| May 2013 | 1,648.00 | |||||||||
Powered by FactSet
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE
Code-138741
FUTURES ONLY POSITIONS AS OF 05/14/13 |
-------------------------------------------------------------- |
NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL |
POSITIONS
-------------------------- |-----------------|-----------------|--------
---------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG
(S&P 500 INDEX X $250.00) OPEN INTEREST:
COMMITMENTS
16,551 11,530 978 112,191 134,661 129,720 147,169 58,975
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 10,389)
2,615 1,311 16 10,294 6,884 12,925 8,211 -2,536
JunJulAugSepOctNovDecJanFebMarAprMay
-4
-3
-2
-1
0
1
2
3
4
Crude Oil (NYM $/bbl) - FG_PRICE_ICS(varCCY,varSPL,varSPN,,,varWGT) - WTI Crude Oil (ICE $/bbl) Continuous - Futures - Price - Close
