NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.813 |
3.738 |
-0.075 |
-2.0% |
3.848 |
| High |
3.831 |
3.913 |
0.082 |
2.1% |
3.868 |
| Low |
3.729 |
3.738 |
0.009 |
0.2% |
3.710 |
| Close |
3.733 |
3.875 |
0.142 |
3.8% |
3.733 |
| Range |
0.102 |
0.175 |
0.073 |
71.6% |
0.158 |
| ATR |
0.108 |
0.113 |
0.005 |
4.7% |
0.000 |
| Volume |
105,300 |
137,156 |
31,856 |
30.3% |
757,171 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.367 |
4.296 |
3.971 |
|
| R3 |
4.192 |
4.121 |
3.923 |
|
| R2 |
4.017 |
4.017 |
3.907 |
|
| R1 |
3.946 |
3.946 |
3.891 |
3.982 |
| PP |
3.842 |
3.842 |
3.842 |
3.860 |
| S1 |
3.771 |
3.771 |
3.859 |
3.807 |
| S2 |
3.667 |
3.667 |
3.843 |
|
| S3 |
3.492 |
3.596 |
3.827 |
|
| S4 |
3.317 |
3.421 |
3.779 |
|
|
| 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 |
3.913 |
3.710 |
0.203 |
5.2% |
0.116 |
3.0% |
81% |
True |
False |
150,335 |
| 10 |
4.033 |
3.710 |
0.323 |
8.3% |
0.102 |
2.6% |
51% |
False |
False |
138,824 |
| 20 |
4.358 |
3.710 |
0.648 |
16.7% |
0.108 |
2.8% |
25% |
False |
False |
117,259 |
| 40 |
4.499 |
3.710 |
0.789 |
20.4% |
0.118 |
3.0% |
21% |
False |
False |
81,284 |
| 60 |
4.499 |
3.710 |
0.789 |
20.4% |
0.120 |
3.1% |
21% |
False |
False |
70,553 |
| 80 |
4.499 |
3.461 |
1.038 |
26.8% |
0.112 |
2.9% |
40% |
False |
False |
59,341 |
| 100 |
4.499 |
3.382 |
1.117 |
28.8% |
0.107 |
2.8% |
44% |
False |
False |
50,194 |
| 120 |
4.499 |
3.336 |
1.163 |
30.0% |
0.104 |
2.7% |
46% |
False |
False |
43,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.657 |
|
2.618 |
4.371 |
|
1.618 |
4.196 |
|
1.000 |
4.088 |
|
0.618 |
4.021 |
|
HIGH |
3.913 |
|
0.618 |
3.846 |
|
0.500 |
3.826 |
|
0.382 |
3.805 |
|
LOW |
3.738 |
|
0.618 |
3.630 |
|
1.000 |
3.563 |
|
1.618 |
3.455 |
|
2.618 |
3.280 |
|
4.250 |
2.994 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.859 |
3.855 |
| PP |
3.842 |
3.834 |
| S1 |
3.826 |
3.814 |
|