NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.933 |
3.983 |
0.050 |
1.3% |
3.856 |
| High |
4.003 |
3.985 |
-0.018 |
-0.4% |
3.888 |
| Low |
3.928 |
3.855 |
-0.073 |
-1.9% |
3.729 |
| Close |
3.985 |
3.899 |
-0.086 |
-2.2% |
3.759 |
| Range |
0.075 |
0.130 |
0.055 |
73.3% |
0.159 |
| ATR |
0.108 |
0.109 |
0.002 |
1.5% |
0.000 |
| Volume |
56,790 |
83,032 |
26,242 |
46.2% |
319,493 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.303 |
4.231 |
3.971 |
|
| R3 |
4.173 |
4.101 |
3.935 |
|
| R2 |
4.043 |
4.043 |
3.923 |
|
| R1 |
3.971 |
3.971 |
3.911 |
3.942 |
| PP |
3.913 |
3.913 |
3.913 |
3.899 |
| S1 |
3.841 |
3.841 |
3.887 |
3.812 |
| S2 |
3.783 |
3.783 |
3.875 |
|
| S3 |
3.653 |
3.711 |
3.863 |
|
| S4 |
3.523 |
3.581 |
3.828 |
|
|
| 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 |
3.753 |
0.250 |
6.4% |
0.115 |
2.9% |
58% |
False |
False |
64,192 |
| 10 |
4.003 |
3.729 |
0.274 |
7.0% |
0.101 |
2.6% |
62% |
False |
False |
65,286 |
| 20 |
4.377 |
3.729 |
0.648 |
16.6% |
0.106 |
2.7% |
26% |
False |
False |
45,149 |
| 40 |
4.525 |
3.729 |
0.796 |
20.4% |
0.115 |
3.0% |
21% |
False |
False |
34,123 |
| 60 |
4.525 |
3.729 |
0.796 |
20.4% |
0.116 |
3.0% |
21% |
False |
False |
28,624 |
| 80 |
4.525 |
3.581 |
0.944 |
24.2% |
0.110 |
2.8% |
34% |
False |
False |
24,681 |
| 100 |
4.525 |
3.404 |
1.121 |
28.8% |
0.104 |
2.7% |
44% |
False |
False |
20,915 |
| 120 |
4.525 |
3.365 |
1.160 |
29.8% |
0.101 |
2.6% |
46% |
False |
False |
18,118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.538 |
|
2.618 |
4.325 |
|
1.618 |
4.195 |
|
1.000 |
4.115 |
|
0.618 |
4.065 |
|
HIGH |
3.985 |
|
0.618 |
3.935 |
|
0.500 |
3.920 |
|
0.382 |
3.905 |
|
LOW |
3.855 |
|
0.618 |
3.775 |
|
1.000 |
3.725 |
|
1.618 |
3.645 |
|
2.618 |
3.515 |
|
4.250 |
3.303 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.920 |
3.929 |
| PP |
3.913 |
3.919 |
| S1 |
3.906 |
3.909 |
|