NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.773 |
3.813 |
0.040 |
1.1% |
3.848 |
| High |
3.850 |
3.831 |
-0.019 |
-0.5% |
3.868 |
| Low |
3.715 |
3.729 |
0.014 |
0.4% |
3.710 |
| Close |
3.814 |
3.733 |
-0.081 |
-2.1% |
3.733 |
| Range |
0.135 |
0.102 |
-0.033 |
-24.4% |
0.158 |
| ATR |
0.109 |
0.108 |
0.000 |
-0.4% |
0.000 |
| Volume |
193,609 |
105,300 |
-88,309 |
-45.6% |
757,171 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.070 |
4.004 |
3.789 |
|
| R3 |
3.968 |
3.902 |
3.761 |
|
| R2 |
3.866 |
3.866 |
3.752 |
|
| R1 |
3.800 |
3.800 |
3.742 |
3.782 |
| PP |
3.764 |
3.764 |
3.764 |
3.756 |
| S1 |
3.698 |
3.698 |
3.724 |
3.680 |
| S2 |
3.662 |
3.662 |
3.714 |
|
| S3 |
3.560 |
3.596 |
3.705 |
|
| S4 |
3.458 |
3.494 |
3.677 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.244 |
4.147 |
3.820 |
|
| R3 |
4.086 |
3.989 |
3.776 |
|
| R2 |
3.928 |
3.928 |
3.762 |
|
| R1 |
3.831 |
3.831 |
3.747 |
3.801 |
| PP |
3.770 |
3.770 |
3.770 |
3.755 |
| S1 |
3.673 |
3.673 |
3.719 |
3.643 |
| S2 |
3.612 |
3.612 |
3.704 |
|
| S3 |
3.454 |
3.515 |
3.690 |
|
| S4 |
3.296 |
3.357 |
3.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.868 |
3.710 |
0.158 |
4.2% |
0.098 |
2.6% |
15% |
False |
False |
151,434 |
| 10 |
4.040 |
3.710 |
0.330 |
8.8% |
0.093 |
2.5% |
7% |
False |
False |
134,671 |
| 20 |
4.358 |
3.710 |
0.648 |
17.4% |
0.108 |
2.9% |
4% |
False |
False |
114,031 |
| 40 |
4.499 |
3.710 |
0.789 |
21.1% |
0.115 |
3.1% |
3% |
False |
False |
79,330 |
| 60 |
4.499 |
3.710 |
0.789 |
21.1% |
0.119 |
3.2% |
3% |
False |
False |
68,670 |
| 80 |
4.499 |
3.449 |
1.050 |
28.1% |
0.111 |
3.0% |
27% |
False |
False |
57,807 |
| 100 |
4.499 |
3.382 |
1.117 |
29.9% |
0.106 |
2.8% |
31% |
False |
False |
48,956 |
| 120 |
4.499 |
3.336 |
1.163 |
31.2% |
0.103 |
2.8% |
34% |
False |
False |
42,039 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.265 |
|
2.618 |
4.098 |
|
1.618 |
3.996 |
|
1.000 |
3.933 |
|
0.618 |
3.894 |
|
HIGH |
3.831 |
|
0.618 |
3.792 |
|
0.500 |
3.780 |
|
0.382 |
3.768 |
|
LOW |
3.729 |
|
0.618 |
3.666 |
|
1.000 |
3.627 |
|
1.618 |
3.564 |
|
2.618 |
3.462 |
|
4.250 |
3.296 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.780 |
3.780 |
| PP |
3.764 |
3.764 |
| S1 |
3.749 |
3.749 |
|