NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.925 |
3.933 |
0.008 |
0.2% |
3.856 |
| High |
3.970 |
4.003 |
0.033 |
0.8% |
3.888 |
| Low |
3.885 |
3.928 |
0.043 |
1.1% |
3.729 |
| Close |
3.927 |
3.985 |
0.058 |
1.5% |
3.759 |
| Range |
0.085 |
0.075 |
-0.010 |
-11.8% |
0.159 |
| ATR |
0.110 |
0.108 |
-0.002 |
-2.2% |
0.000 |
| Volume |
74,000 |
56,790 |
-17,210 |
-23.3% |
319,493 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.166 |
4.026 |
|
| R3 |
4.122 |
4.091 |
4.006 |
|
| R2 |
4.047 |
4.047 |
3.999 |
|
| R1 |
4.016 |
4.016 |
3.992 |
4.032 |
| PP |
3.972 |
3.972 |
3.972 |
3.980 |
| S1 |
3.941 |
3.941 |
3.978 |
3.957 |
| S2 |
3.897 |
3.897 |
3.971 |
|
| S3 |
3.822 |
3.866 |
3.964 |
|
| S4 |
3.747 |
3.791 |
3.944 |
|
|
| 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 |
4.003 |
3.738 |
0.265 |
6.6% |
0.116 |
2.9% |
93% |
True |
False |
64,118 |
| 10 |
4.014 |
3.729 |
0.285 |
7.2% |
0.106 |
2.6% |
90% |
False |
False |
60,086 |
| 20 |
4.377 |
3.729 |
0.648 |
16.3% |
0.103 |
2.6% |
40% |
False |
False |
42,184 |
| 40 |
4.525 |
3.729 |
0.796 |
20.0% |
0.115 |
2.9% |
32% |
False |
False |
32,477 |
| 60 |
4.525 |
3.729 |
0.796 |
20.0% |
0.116 |
2.9% |
32% |
False |
False |
27,440 |
| 80 |
4.525 |
3.581 |
0.944 |
23.7% |
0.109 |
2.7% |
43% |
False |
False |
23,736 |
| 100 |
4.525 |
3.404 |
1.121 |
28.1% |
0.103 |
2.6% |
52% |
False |
False |
20,126 |
| 120 |
4.525 |
3.365 |
1.160 |
29.1% |
0.100 |
2.5% |
53% |
False |
False |
17,436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.322 |
|
2.618 |
4.199 |
|
1.618 |
4.124 |
|
1.000 |
4.078 |
|
0.618 |
4.049 |
|
HIGH |
4.003 |
|
0.618 |
3.974 |
|
0.500 |
3.966 |
|
0.382 |
3.957 |
|
LOW |
3.928 |
|
0.618 |
3.882 |
|
1.000 |
3.853 |
|
1.618 |
3.807 |
|
2.618 |
3.732 |
|
4.250 |
3.609 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.979 |
3.949 |
| PP |
3.972 |
3.914 |
| S1 |
3.966 |
3.878 |
|