NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.902 |
3.911 |
0.009 |
0.2% |
3.848 |
| High |
3.952 |
3.983 |
0.031 |
0.8% |
3.868 |
| Low |
3.865 |
3.906 |
0.041 |
1.1% |
3.710 |
| Close |
3.905 |
3.963 |
0.058 |
1.5% |
3.733 |
| Range |
0.087 |
0.077 |
-0.010 |
-11.5% |
0.158 |
| ATR |
0.112 |
0.109 |
-0.002 |
-2.1% |
0.000 |
| Volume |
153,816 |
107,187 |
-46,629 |
-30.3% |
757,171 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.149 |
4.005 |
|
| R3 |
4.105 |
4.072 |
3.984 |
|
| R2 |
4.028 |
4.028 |
3.977 |
|
| R1 |
3.995 |
3.995 |
3.970 |
4.012 |
| PP |
3.951 |
3.951 |
3.951 |
3.959 |
| S1 |
3.918 |
3.918 |
3.956 |
3.935 |
| S2 |
3.874 |
3.874 |
3.949 |
|
| S3 |
3.797 |
3.841 |
3.942 |
|
| S4 |
3.720 |
3.764 |
3.921 |
|
|
| 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 |
3.983 |
3.715 |
0.268 |
6.8% |
0.115 |
2.9% |
93% |
True |
False |
139,413 |
| 10 |
4.002 |
3.710 |
0.292 |
7.4% |
0.106 |
2.7% |
87% |
False |
False |
147,705 |
| 20 |
4.358 |
3.710 |
0.648 |
16.4% |
0.105 |
2.6% |
39% |
False |
False |
124,380 |
| 40 |
4.499 |
3.710 |
0.789 |
19.9% |
0.116 |
2.9% |
32% |
False |
False |
86,440 |
| 60 |
4.499 |
3.710 |
0.789 |
19.9% |
0.119 |
3.0% |
32% |
False |
False |
73,815 |
| 80 |
4.499 |
3.550 |
0.949 |
23.9% |
0.112 |
2.8% |
44% |
False |
False |
62,142 |
| 100 |
4.499 |
3.382 |
1.117 |
28.2% |
0.107 |
2.7% |
52% |
False |
False |
52,598 |
| 120 |
4.499 |
3.336 |
1.163 |
29.3% |
0.104 |
2.6% |
54% |
False |
False |
45,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.310 |
|
2.618 |
4.185 |
|
1.618 |
4.108 |
|
1.000 |
4.060 |
|
0.618 |
4.031 |
|
HIGH |
3.983 |
|
0.618 |
3.954 |
|
0.500 |
3.945 |
|
0.382 |
3.935 |
|
LOW |
3.906 |
|
0.618 |
3.858 |
|
1.000 |
3.829 |
|
1.618 |
3.781 |
|
2.618 |
3.704 |
|
4.250 |
3.579 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.957 |
3.929 |
| PP |
3.951 |
3.895 |
| S1 |
3.945 |
3.861 |
|