NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.753 |
3.925 |
0.172 |
4.6% |
3.856 |
| High |
3.936 |
3.970 |
0.034 |
0.9% |
3.888 |
| Low |
3.753 |
3.885 |
0.132 |
3.5% |
3.729 |
| Close |
3.897 |
3.927 |
0.030 |
0.8% |
3.759 |
| Range |
0.183 |
0.085 |
-0.098 |
-53.6% |
0.159 |
| ATR |
0.112 |
0.110 |
-0.002 |
-1.7% |
0.000 |
| Volume |
60,446 |
74,000 |
13,554 |
22.4% |
319,493 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.140 |
3.974 |
|
| R3 |
4.097 |
4.055 |
3.950 |
|
| R2 |
4.012 |
4.012 |
3.943 |
|
| R1 |
3.970 |
3.970 |
3.935 |
3.991 |
| PP |
3.927 |
3.927 |
3.927 |
3.938 |
| S1 |
3.885 |
3.885 |
3.919 |
3.906 |
| S2 |
3.842 |
3.842 |
3.911 |
|
| S3 |
3.757 |
3.800 |
3.904 |
|
| S4 |
3.672 |
3.715 |
3.880 |
|
|
| 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 |
3.970 |
3.729 |
0.241 |
6.1% |
0.117 |
3.0% |
82% |
True |
False |
66,757 |
| 10 |
4.042 |
3.729 |
0.313 |
8.0% |
0.103 |
2.6% |
63% |
False |
False |
57,467 |
| 20 |
4.377 |
3.729 |
0.648 |
16.5% |
0.106 |
2.7% |
31% |
False |
False |
40,947 |
| 40 |
4.525 |
3.729 |
0.796 |
20.3% |
0.115 |
2.9% |
25% |
False |
False |
31,332 |
| 60 |
4.525 |
3.729 |
0.796 |
20.3% |
0.117 |
3.0% |
25% |
False |
False |
26,676 |
| 80 |
4.525 |
3.581 |
0.944 |
24.0% |
0.109 |
2.8% |
37% |
False |
False |
23,111 |
| 100 |
4.525 |
3.404 |
1.121 |
28.5% |
0.103 |
2.6% |
47% |
False |
False |
19,611 |
| 120 |
4.525 |
3.365 |
1.160 |
29.5% |
0.099 |
2.5% |
48% |
False |
False |
16,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.331 |
|
2.618 |
4.193 |
|
1.618 |
4.108 |
|
1.000 |
4.055 |
|
0.618 |
4.023 |
|
HIGH |
3.970 |
|
0.618 |
3.938 |
|
0.500 |
3.928 |
|
0.382 |
3.917 |
|
LOW |
3.885 |
|
0.618 |
3.832 |
|
1.000 |
3.800 |
|
1.618 |
3.747 |
|
2.618 |
3.662 |
|
4.250 |
3.524 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.928 |
3.905 |
| PP |
3.927 |
3.883 |
| S1 |
3.927 |
3.862 |
|