NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.953 |
3.871 |
-0.082 |
-2.1% |
3.738 |
| High |
3.964 |
3.904 |
-0.060 |
-1.5% |
3.983 |
| Low |
3.835 |
3.764 |
-0.071 |
-1.9% |
3.738 |
| Close |
3.877 |
3.771 |
-0.106 |
-2.7% |
3.771 |
| Range |
0.129 |
0.140 |
0.011 |
8.5% |
0.245 |
| ATR |
0.111 |
0.113 |
0.002 |
1.9% |
0.000 |
| Volume |
144,315 |
108,678 |
-35,637 |
-24.7% |
651,152 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.233 |
4.142 |
3.848 |
|
| R3 |
4.093 |
4.002 |
3.810 |
|
| R2 |
3.953 |
3.953 |
3.797 |
|
| R1 |
3.862 |
3.862 |
3.784 |
3.838 |
| PP |
3.813 |
3.813 |
3.813 |
3.801 |
| S1 |
3.722 |
3.722 |
3.758 |
3.698 |
| S2 |
3.673 |
3.673 |
3.745 |
|
| S3 |
3.533 |
3.582 |
3.733 |
|
| S4 |
3.393 |
3.442 |
3.694 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.566 |
4.413 |
3.906 |
|
| R3 |
4.321 |
4.168 |
3.838 |
|
| R2 |
4.076 |
4.076 |
3.816 |
|
| R1 |
3.923 |
3.923 |
3.793 |
4.000 |
| PP |
3.831 |
3.831 |
3.831 |
3.869 |
| S1 |
3.678 |
3.678 |
3.749 |
3.755 |
| S2 |
3.586 |
3.586 |
3.726 |
|
| S3 |
3.341 |
3.433 |
3.704 |
|
| S4 |
3.096 |
3.188 |
3.636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.983 |
3.738 |
0.245 |
6.5% |
0.122 |
3.2% |
13% |
False |
False |
130,230 |
| 10 |
3.983 |
3.710 |
0.273 |
7.2% |
0.110 |
2.9% |
22% |
False |
False |
140,832 |
| 20 |
4.358 |
3.710 |
0.648 |
17.2% |
0.109 |
2.9% |
9% |
False |
False |
128,550 |
| 40 |
4.499 |
3.710 |
0.789 |
20.9% |
0.117 |
3.1% |
8% |
False |
False |
91,291 |
| 60 |
4.499 |
3.710 |
0.789 |
20.9% |
0.119 |
3.2% |
8% |
False |
False |
77,122 |
| 80 |
4.499 |
3.550 |
0.949 |
25.2% |
0.113 |
3.0% |
23% |
False |
False |
64,893 |
| 100 |
4.499 |
3.382 |
1.117 |
29.6% |
0.108 |
2.9% |
35% |
False |
False |
54,937 |
| 120 |
4.499 |
3.336 |
1.163 |
30.8% |
0.105 |
2.8% |
37% |
False |
False |
47,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.499 |
|
2.618 |
4.271 |
|
1.618 |
4.131 |
|
1.000 |
4.044 |
|
0.618 |
3.991 |
|
HIGH |
3.904 |
|
0.618 |
3.851 |
|
0.500 |
3.834 |
|
0.382 |
3.817 |
|
LOW |
3.764 |
|
0.618 |
3.677 |
|
1.000 |
3.624 |
|
1.618 |
3.537 |
|
2.618 |
3.397 |
|
4.250 |
3.169 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.834 |
3.874 |
| PP |
3.813 |
3.839 |
| S1 |
3.792 |
3.805 |
|