NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.738 |
3.654 |
-0.084 |
-2.2% |
3.738 |
| High |
3.760 |
3.728 |
-0.032 |
-0.9% |
3.983 |
| Low |
3.645 |
3.635 |
-0.010 |
-0.3% |
3.738 |
| Close |
3.647 |
3.707 |
0.060 |
1.6% |
3.771 |
| Range |
0.115 |
0.093 |
-0.022 |
-19.1% |
0.245 |
| ATR |
0.112 |
0.110 |
-0.001 |
-1.2% |
0.000 |
| Volume |
70,595 |
15,954 |
-54,641 |
-77.4% |
651,152 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.969 |
3.931 |
3.758 |
|
| R3 |
3.876 |
3.838 |
3.733 |
|
| R2 |
3.783 |
3.783 |
3.724 |
|
| R1 |
3.745 |
3.745 |
3.716 |
3.764 |
| PP |
3.690 |
3.690 |
3.690 |
3.700 |
| S1 |
3.652 |
3.652 |
3.698 |
3.671 |
| S2 |
3.597 |
3.597 |
3.690 |
|
| S3 |
3.504 |
3.559 |
3.681 |
|
| S4 |
3.411 |
3.466 |
3.656 |
|
|
| 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 |
3.964 |
3.635 |
0.329 |
8.9% |
0.115 |
3.1% |
22% |
False |
True |
81,425 |
| 10 |
3.983 |
3.635 |
0.348 |
9.4% |
0.115 |
3.1% |
21% |
False |
True |
110,419 |
| 20 |
4.184 |
3.635 |
0.549 |
14.8% |
0.105 |
2.8% |
13% |
False |
True |
119,991 |
| 40 |
4.499 |
3.635 |
0.864 |
23.3% |
0.114 |
3.1% |
8% |
False |
True |
92,538 |
| 60 |
4.499 |
3.635 |
0.864 |
23.3% |
0.119 |
3.2% |
8% |
False |
True |
77,792 |
| 80 |
4.499 |
3.617 |
0.882 |
23.8% |
0.113 |
3.1% |
10% |
False |
False |
65,876 |
| 100 |
4.499 |
3.382 |
1.117 |
30.1% |
0.108 |
2.9% |
29% |
False |
False |
56,125 |
| 120 |
4.499 |
3.336 |
1.163 |
31.4% |
0.105 |
2.8% |
32% |
False |
False |
48,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.123 |
|
2.618 |
3.971 |
|
1.618 |
3.878 |
|
1.000 |
3.821 |
|
0.618 |
3.785 |
|
HIGH |
3.728 |
|
0.618 |
3.692 |
|
0.500 |
3.682 |
|
0.382 |
3.671 |
|
LOW |
3.635 |
|
0.618 |
3.578 |
|
1.000 |
3.542 |
|
1.618 |
3.485 |
|
2.618 |
3.392 |
|
4.250 |
3.240 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.729 |
| PP |
3.690 |
3.721 |
| S1 |
3.682 |
3.714 |
|