NYMEX Natural Gas Future August 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 |
3.839 |
3.753 |
-0.086 |
-2.2% |
3.856 |
| High |
3.856 |
3.936 |
0.080 |
2.1% |
3.888 |
| Low |
3.755 |
3.753 |
-0.002 |
-0.1% |
3.729 |
| Close |
3.759 |
3.897 |
0.138 |
3.7% |
3.759 |
| Range |
0.101 |
0.183 |
0.082 |
81.2% |
0.159 |
| ATR |
0.107 |
0.112 |
0.005 |
5.1% |
0.000 |
| Volume |
46,693 |
60,446 |
13,753 |
29.5% |
319,493 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.411 |
4.337 |
3.998 |
|
| R3 |
4.228 |
4.154 |
3.947 |
|
| R2 |
4.045 |
4.045 |
3.931 |
|
| R1 |
3.971 |
3.971 |
3.914 |
4.008 |
| PP |
3.862 |
3.862 |
3.862 |
3.881 |
| S1 |
3.788 |
3.788 |
3.880 |
3.825 |
| S2 |
3.679 |
3.679 |
3.863 |
|
| S3 |
3.496 |
3.605 |
3.847 |
|
| S4 |
3.313 |
3.422 |
3.796 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.269 |
4.173 |
3.846 |
|
| R3 |
4.110 |
4.014 |
3.803 |
|
| R2 |
3.951 |
3.951 |
3.788 |
|
| R1 |
3.855 |
3.855 |
3.774 |
3.824 |
| PP |
3.792 |
3.792 |
3.792 |
3.776 |
| S1 |
3.696 |
3.696 |
3.744 |
3.665 |
| S2 |
3.633 |
3.633 |
3.730 |
|
| S3 |
3.474 |
3.537 |
3.715 |
|
| S4 |
3.315 |
3.378 |
3.672 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.936 |
3.729 |
0.207 |
5.3% |
0.116 |
3.0% |
81% |
True |
False |
63,367 |
| 10 |
4.049 |
3.729 |
0.320 |
8.2% |
0.101 |
2.6% |
53% |
False |
False |
52,655 |
| 20 |
4.377 |
3.729 |
0.648 |
16.6% |
0.106 |
2.7% |
26% |
False |
False |
38,597 |
| 40 |
4.525 |
3.729 |
0.796 |
20.4% |
0.117 |
3.0% |
21% |
False |
False |
29,796 |
| 60 |
4.525 |
3.729 |
0.796 |
20.4% |
0.117 |
3.0% |
21% |
False |
False |
25,709 |
| 80 |
4.525 |
3.484 |
1.041 |
26.7% |
0.108 |
2.8% |
40% |
False |
False |
22,259 |
| 100 |
4.525 |
3.404 |
1.121 |
28.8% |
0.104 |
2.7% |
44% |
False |
False |
18,915 |
| 120 |
4.525 |
3.365 |
1.160 |
29.8% |
0.099 |
2.5% |
46% |
False |
False |
16,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.714 |
|
2.618 |
4.415 |
|
1.618 |
4.232 |
|
1.000 |
4.119 |
|
0.618 |
4.049 |
|
HIGH |
3.936 |
|
0.618 |
3.866 |
|
0.500 |
3.845 |
|
0.382 |
3.823 |
|
LOW |
3.753 |
|
0.618 |
3.640 |
|
1.000 |
3.570 |
|
1.618 |
3.457 |
|
2.618 |
3.274 |
|
4.250 |
2.975 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.880 |
3.877 |
| PP |
3.862 |
3.857 |
| S1 |
3.845 |
3.837 |
|