NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.793 |
3.725 |
-0.068 |
-1.8% |
3.963 |
| High |
3.803 |
3.789 |
-0.014 |
-0.4% |
4.040 |
| Low |
3.716 |
3.710 |
-0.006 |
-0.2% |
3.814 |
| Close |
3.724 |
3.777 |
0.053 |
1.4% |
3.828 |
| Range |
0.087 |
0.079 |
-0.008 |
-9.2% |
0.226 |
| ATR |
0.109 |
0.107 |
-0.002 |
-2.0% |
0.000 |
| Volume |
157,301 |
158,311 |
1,010 |
0.6% |
589,539 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.996 |
3.965 |
3.820 |
|
| R3 |
3.917 |
3.886 |
3.799 |
|
| R2 |
3.838 |
3.838 |
3.791 |
|
| R1 |
3.807 |
3.807 |
3.784 |
3.823 |
| PP |
3.759 |
3.759 |
3.759 |
3.766 |
| S1 |
3.728 |
3.728 |
3.770 |
3.744 |
| S2 |
3.680 |
3.680 |
3.763 |
|
| S3 |
3.601 |
3.649 |
3.755 |
|
| S4 |
3.522 |
3.570 |
3.734 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.572 |
4.426 |
3.952 |
|
| R3 |
4.346 |
4.200 |
3.890 |
|
| R2 |
4.120 |
4.120 |
3.869 |
|
| R1 |
3.974 |
3.974 |
3.849 |
3.934 |
| PP |
3.894 |
3.894 |
3.894 |
3.874 |
| S1 |
3.748 |
3.748 |
3.807 |
3.708 |
| S2 |
3.668 |
3.668 |
3.787 |
|
| S3 |
3.442 |
3.522 |
3.766 |
|
| S4 |
3.216 |
3.296 |
3.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.002 |
3.710 |
0.292 |
7.7% |
0.098 |
2.6% |
23% |
False |
True |
155,997 |
| 10 |
4.184 |
3.710 |
0.474 |
12.5% |
0.095 |
2.5% |
14% |
False |
True |
129,563 |
| 20 |
4.358 |
3.710 |
0.648 |
17.2% |
0.108 |
2.9% |
10% |
False |
True |
105,632 |
| 40 |
4.499 |
3.710 |
0.789 |
20.9% |
0.117 |
3.1% |
8% |
False |
True |
73,644 |
| 60 |
4.499 |
3.710 |
0.789 |
20.9% |
0.118 |
3.1% |
8% |
False |
True |
64,581 |
| 80 |
4.499 |
3.382 |
1.117 |
29.6% |
0.110 |
2.9% |
35% |
False |
False |
54,472 |
| 100 |
4.499 |
3.382 |
1.117 |
29.6% |
0.106 |
2.8% |
35% |
False |
False |
46,176 |
| 120 |
4.499 |
3.336 |
1.163 |
30.8% |
0.103 |
2.7% |
38% |
False |
False |
39,640 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.125 |
|
2.618 |
3.996 |
|
1.618 |
3.917 |
|
1.000 |
3.868 |
|
0.618 |
3.838 |
|
HIGH |
3.789 |
|
0.618 |
3.759 |
|
0.500 |
3.750 |
|
0.382 |
3.740 |
|
LOW |
3.710 |
|
0.618 |
3.661 |
|
1.000 |
3.631 |
|
1.618 |
3.582 |
|
2.618 |
3.503 |
|
4.250 |
3.374 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.768 |
3.789 |
| PP |
3.759 |
3.785 |
| S1 |
3.750 |
3.781 |
|