NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.743 |
3.596 |
-0.147 |
-3.9% |
3.799 |
| High |
3.757 |
3.618 |
-0.139 |
-3.7% |
3.842 |
| Low |
3.556 |
3.526 |
-0.030 |
-0.8% |
3.526 |
| Close |
3.582 |
3.565 |
-0.017 |
-0.5% |
3.565 |
| Range |
0.201 |
0.092 |
-0.109 |
-54.2% |
0.316 |
| ATR |
0.115 |
0.113 |
-0.002 |
-1.4% |
0.000 |
| Volume |
178,655 |
112,004 |
-66,651 |
-37.3% |
584,389 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.846 |
3.797 |
3.616 |
|
| R3 |
3.754 |
3.705 |
3.590 |
|
| R2 |
3.662 |
3.662 |
3.582 |
|
| R1 |
3.613 |
3.613 |
3.573 |
3.592 |
| PP |
3.570 |
3.570 |
3.570 |
3.559 |
| S1 |
3.521 |
3.521 |
3.557 |
3.500 |
| S2 |
3.478 |
3.478 |
3.548 |
|
| S3 |
3.386 |
3.429 |
3.540 |
|
| S4 |
3.294 |
3.337 |
3.514 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.592 |
4.395 |
3.739 |
|
| R3 |
4.276 |
4.079 |
3.652 |
|
| R2 |
3.960 |
3.960 |
3.623 |
|
| R1 |
3.763 |
3.763 |
3.594 |
3.704 |
| PP |
3.644 |
3.644 |
3.644 |
3.615 |
| S1 |
3.447 |
3.447 |
3.536 |
3.388 |
| S2 |
3.328 |
3.328 |
3.507 |
|
| S3 |
3.012 |
3.131 |
3.478 |
|
| S4 |
2.696 |
2.815 |
3.391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.842 |
3.526 |
0.316 |
8.9% |
0.116 |
3.3% |
12% |
False |
True |
116,877 |
| 10 |
4.003 |
3.526 |
0.477 |
13.4% |
0.119 |
3.3% |
8% |
False |
True |
93,939 |
| 20 |
4.056 |
3.526 |
0.530 |
14.9% |
0.105 |
3.0% |
7% |
False |
True |
71,554 |
| 40 |
4.377 |
3.526 |
0.851 |
23.9% |
0.109 |
3.1% |
5% |
False |
True |
48,139 |
| 60 |
4.525 |
3.526 |
0.999 |
28.0% |
0.118 |
3.3% |
4% |
False |
True |
38,354 |
| 80 |
4.525 |
3.526 |
0.999 |
28.0% |
0.112 |
3.1% |
4% |
False |
True |
32,206 |
| 100 |
4.525 |
3.404 |
1.121 |
31.4% |
0.106 |
3.0% |
14% |
False |
False |
27,188 |
| 120 |
4.525 |
3.365 |
1.160 |
32.5% |
0.102 |
2.9% |
17% |
False |
False |
23,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.009 |
|
2.618 |
3.859 |
|
1.618 |
3.767 |
|
1.000 |
3.710 |
|
0.618 |
3.675 |
|
HIGH |
3.618 |
|
0.618 |
3.583 |
|
0.500 |
3.572 |
|
0.382 |
3.561 |
|
LOW |
3.526 |
|
0.618 |
3.469 |
|
1.000 |
3.434 |
|
1.618 |
3.377 |
|
2.618 |
3.285 |
|
4.250 |
3.135 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.572 |
3.642 |
| PP |
3.570 |
3.616 |
| S1 |
3.567 |
3.591 |
|