NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.894 |
3.799 |
-0.095 |
-2.4% |
3.753 |
| High |
3.925 |
3.842 |
-0.083 |
-2.1% |
4.003 |
| Low |
3.787 |
3.744 |
-0.043 |
-1.1% |
3.753 |
| Close |
3.793 |
3.760 |
-0.033 |
-0.9% |
3.793 |
| Range |
0.138 |
0.098 |
-0.040 |
-29.0% |
0.250 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.9% |
0.000 |
| Volume |
80,736 |
60,940 |
-19,796 |
-24.5% |
355,004 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.076 |
4.016 |
3.814 |
|
| R3 |
3.978 |
3.918 |
3.787 |
|
| R2 |
3.880 |
3.880 |
3.778 |
|
| R1 |
3.820 |
3.820 |
3.769 |
3.801 |
| PP |
3.782 |
3.782 |
3.782 |
3.773 |
| S1 |
3.722 |
3.722 |
3.751 |
3.703 |
| S2 |
3.684 |
3.684 |
3.742 |
|
| S3 |
3.586 |
3.624 |
3.733 |
|
| S4 |
3.488 |
3.526 |
3.706 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.600 |
4.446 |
3.931 |
|
| R3 |
4.350 |
4.196 |
3.862 |
|
| R2 |
4.100 |
4.100 |
3.839 |
|
| R1 |
3.946 |
3.946 |
3.816 |
4.023 |
| PP |
3.850 |
3.850 |
3.850 |
3.888 |
| S1 |
3.696 |
3.696 |
3.770 |
3.773 |
| S2 |
3.600 |
3.600 |
3.747 |
|
| S3 |
3.350 |
3.446 |
3.724 |
|
| S4 |
3.100 |
3.196 |
3.656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.003 |
3.744 |
0.259 |
6.9% |
0.105 |
2.8% |
6% |
False |
True |
71,099 |
| 10 |
4.003 |
3.729 |
0.274 |
7.3% |
0.111 |
2.9% |
11% |
False |
False |
67,233 |
| 20 |
4.377 |
3.729 |
0.648 |
17.2% |
0.109 |
2.9% |
5% |
False |
False |
50,357 |
| 40 |
4.525 |
3.729 |
0.796 |
21.2% |
0.115 |
3.0% |
4% |
False |
False |
37,049 |
| 60 |
4.525 |
3.729 |
0.796 |
21.2% |
0.116 |
3.1% |
4% |
False |
False |
30,557 |
| 80 |
4.525 |
3.608 |
0.917 |
24.4% |
0.110 |
2.9% |
17% |
False |
False |
26,206 |
| 100 |
4.525 |
3.404 |
1.121 |
29.8% |
0.105 |
2.8% |
32% |
False |
False |
22,208 |
| 120 |
4.525 |
3.365 |
1.160 |
30.9% |
0.101 |
2.7% |
34% |
False |
False |
19,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.259 |
|
2.618 |
4.099 |
|
1.618 |
4.001 |
|
1.000 |
3.940 |
|
0.618 |
3.903 |
|
HIGH |
3.842 |
|
0.618 |
3.805 |
|
0.500 |
3.793 |
|
0.382 |
3.781 |
|
LOW |
3.744 |
|
0.618 |
3.683 |
|
1.000 |
3.646 |
|
1.618 |
3.585 |
|
2.618 |
3.487 |
|
4.250 |
3.328 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.793 |
3.865 |
| PP |
3.782 |
3.830 |
| S1 |
3.771 |
3.795 |
|