NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.911 |
3.953 |
0.042 |
1.1% |
3.848 |
| High |
3.983 |
3.964 |
-0.019 |
-0.5% |
3.868 |
| Low |
3.906 |
3.835 |
-0.071 |
-1.8% |
3.710 |
| Close |
3.963 |
3.877 |
-0.086 |
-2.2% |
3.733 |
| Range |
0.077 |
0.129 |
0.052 |
67.5% |
0.158 |
| ATR |
0.109 |
0.111 |
0.001 |
1.3% |
0.000 |
| Volume |
107,187 |
144,315 |
37,128 |
34.6% |
757,171 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.279 |
4.207 |
3.948 |
|
| R3 |
4.150 |
4.078 |
3.912 |
|
| R2 |
4.021 |
4.021 |
3.901 |
|
| R1 |
3.949 |
3.949 |
3.889 |
3.921 |
| PP |
3.892 |
3.892 |
3.892 |
3.878 |
| S1 |
3.820 |
3.820 |
3.865 |
3.792 |
| S2 |
3.763 |
3.763 |
3.853 |
|
| S3 |
3.634 |
3.691 |
3.842 |
|
| S4 |
3.505 |
3.562 |
3.806 |
|
|
| 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 |
3.729 |
0.254 |
6.6% |
0.114 |
2.9% |
58% |
False |
False |
129,554 |
| 10 |
3.983 |
3.710 |
0.273 |
7.0% |
0.102 |
2.6% |
61% |
False |
False |
144,170 |
| 20 |
4.358 |
3.710 |
0.648 |
16.7% |
0.108 |
2.8% |
26% |
False |
False |
128,796 |
| 40 |
4.499 |
3.710 |
0.789 |
20.4% |
0.117 |
3.0% |
21% |
False |
False |
89,275 |
| 60 |
4.499 |
3.710 |
0.789 |
20.4% |
0.119 |
3.1% |
21% |
False |
False |
75,770 |
| 80 |
4.499 |
3.550 |
0.949 |
24.5% |
0.113 |
2.9% |
34% |
False |
False |
63,726 |
| 100 |
4.499 |
3.382 |
1.117 |
28.8% |
0.107 |
2.8% |
44% |
False |
False |
53,955 |
| 120 |
4.499 |
3.336 |
1.163 |
30.0% |
0.105 |
2.7% |
47% |
False |
False |
46,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.512 |
|
2.618 |
4.302 |
|
1.618 |
4.173 |
|
1.000 |
4.093 |
|
0.618 |
4.044 |
|
HIGH |
3.964 |
|
0.618 |
3.915 |
|
0.500 |
3.900 |
|
0.382 |
3.884 |
|
LOW |
3.835 |
|
0.618 |
3.755 |
|
1.000 |
3.706 |
|
1.618 |
3.626 |
|
2.618 |
3.497 |
|
4.250 |
3.287 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.900 |
3.909 |
| PP |
3.892 |
3.898 |
| S1 |
3.885 |
3.888 |
|