NYMEX Natural Gas Future September 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% |
3.861 |
| High |
3.965 |
3.996 |
0.031 |
0.8% |
3.890 |
| Low |
3.884 |
3.927 |
0.043 |
1.1% |
3.732 |
| Close |
3.924 |
3.979 |
0.055 |
1.4% |
3.761 |
| Range |
0.081 |
0.069 |
-0.012 |
-14.8% |
0.158 |
| ATR |
0.107 |
0.105 |
-0.003 |
-2.3% |
0.000 |
| Volume |
36,816 |
34,266 |
-2,550 |
-6.9% |
343,818 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.174 |
4.146 |
4.017 |
|
| R3 |
4.105 |
4.077 |
3.998 |
|
| R2 |
4.036 |
4.036 |
3.992 |
|
| R1 |
4.008 |
4.008 |
3.985 |
4.022 |
| PP |
3.967 |
3.967 |
3.967 |
3.975 |
| S1 |
3.939 |
3.939 |
3.973 |
3.953 |
| S2 |
3.898 |
3.898 |
3.966 |
|
| S3 |
3.829 |
3.870 |
3.960 |
|
| S4 |
3.760 |
3.801 |
3.941 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.268 |
4.173 |
3.848 |
|
| R3 |
4.110 |
4.015 |
3.804 |
|
| R2 |
3.952 |
3.952 |
3.790 |
|
| R1 |
3.857 |
3.857 |
3.775 |
3.826 |
| PP |
3.794 |
3.794 |
3.794 |
3.779 |
| S1 |
3.699 |
3.699 |
3.747 |
3.668 |
| S2 |
3.636 |
3.636 |
3.732 |
|
| S3 |
3.478 |
3.541 |
3.718 |
|
| S4 |
3.320 |
3.383 |
3.674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.996 |
3.741 |
0.255 |
6.4% |
0.112 |
2.8% |
93% |
True |
False |
45,581 |
| 10 |
4.008 |
3.732 |
0.276 |
6.9% |
0.103 |
2.6% |
89% |
False |
False |
48,842 |
| 20 |
4.366 |
3.732 |
0.634 |
15.9% |
0.102 |
2.6% |
39% |
False |
False |
33,916 |
| 40 |
4.517 |
3.732 |
0.785 |
19.7% |
0.111 |
2.8% |
31% |
False |
False |
25,101 |
| 60 |
4.517 |
3.732 |
0.785 |
19.7% |
0.111 |
2.8% |
31% |
False |
False |
21,654 |
| 80 |
4.517 |
3.595 |
0.922 |
23.2% |
0.104 |
2.6% |
42% |
False |
False |
18,693 |
| 100 |
4.517 |
3.420 |
1.097 |
27.6% |
0.099 |
2.5% |
51% |
False |
False |
16,024 |
| 120 |
4.517 |
3.350 |
1.167 |
29.3% |
0.097 |
2.4% |
54% |
False |
False |
13,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.289 |
|
2.618 |
4.177 |
|
1.618 |
4.108 |
|
1.000 |
4.065 |
|
0.618 |
4.039 |
|
HIGH |
3.996 |
|
0.618 |
3.970 |
|
0.500 |
3.962 |
|
0.382 |
3.953 |
|
LOW |
3.927 |
|
0.618 |
3.884 |
|
1.000 |
3.858 |
|
1.618 |
3.815 |
|
2.618 |
3.746 |
|
4.250 |
3.634 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.973 |
3.944 |
| PP |
3.967 |
3.909 |
| S1 |
3.962 |
3.874 |
|