NYMEX Natural Gas Future September 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 |
3.890 |
3.801 |
-0.089 |
-2.3% |
3.751 |
| High |
3.921 |
3.838 |
-0.083 |
-2.1% |
3.996 |
| Low |
3.783 |
3.744 |
-0.039 |
-1.0% |
3.751 |
| Close |
3.789 |
3.757 |
-0.032 |
-0.8% |
3.789 |
| Range |
0.138 |
0.094 |
-0.044 |
-31.9% |
0.245 |
| ATR |
0.108 |
0.107 |
-0.001 |
-1.0% |
0.000 |
| Volume |
31,449 |
30,394 |
-1,055 |
-3.4% |
147,960 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.062 |
4.003 |
3.809 |
|
| R3 |
3.968 |
3.909 |
3.783 |
|
| R2 |
3.874 |
3.874 |
3.774 |
|
| R1 |
3.815 |
3.815 |
3.766 |
3.798 |
| PP |
3.780 |
3.780 |
3.780 |
3.771 |
| S1 |
3.721 |
3.721 |
3.748 |
3.704 |
| S2 |
3.686 |
3.686 |
3.740 |
|
| S3 |
3.592 |
3.627 |
3.731 |
|
| S4 |
3.498 |
3.533 |
3.705 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.580 |
4.430 |
3.924 |
|
| R3 |
4.335 |
4.185 |
3.856 |
|
| R2 |
4.090 |
4.090 |
3.834 |
|
| R1 |
3.940 |
3.940 |
3.811 |
4.015 |
| PP |
3.845 |
3.845 |
3.845 |
3.883 |
| S1 |
3.695 |
3.695 |
3.767 |
3.770 |
| S2 |
3.600 |
3.600 |
3.744 |
|
| S3 |
3.355 |
3.450 |
3.722 |
|
| S4 |
3.110 |
3.205 |
3.654 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.996 |
3.744 |
0.252 |
6.7% |
0.101 |
2.7% |
5% |
False |
True |
31,066 |
| 10 |
3.996 |
3.732 |
0.264 |
7.0% |
0.108 |
2.9% |
9% |
False |
False |
44,923 |
| 20 |
4.366 |
3.732 |
0.634 |
16.9% |
0.106 |
2.8% |
4% |
False |
False |
35,638 |
| 40 |
4.517 |
3.732 |
0.785 |
20.9% |
0.111 |
2.9% |
3% |
False |
False |
26,338 |
| 60 |
4.517 |
3.732 |
0.785 |
20.9% |
0.111 |
3.0% |
3% |
False |
False |
22,545 |
| 80 |
4.517 |
3.613 |
0.904 |
24.1% |
0.105 |
2.8% |
16% |
False |
False |
19,468 |
| 100 |
4.517 |
3.420 |
1.097 |
29.2% |
0.100 |
2.7% |
31% |
False |
False |
16,739 |
| 120 |
4.517 |
3.350 |
1.167 |
31.1% |
0.098 |
2.6% |
35% |
False |
False |
14,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.238 |
|
2.618 |
4.084 |
|
1.618 |
3.990 |
|
1.000 |
3.932 |
|
0.618 |
3.896 |
|
HIGH |
3.838 |
|
0.618 |
3.802 |
|
0.500 |
3.791 |
|
0.382 |
3.780 |
|
LOW |
3.744 |
|
0.618 |
3.686 |
|
1.000 |
3.650 |
|
1.618 |
3.592 |
|
2.618 |
3.498 |
|
4.250 |
3.345 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.791 |
3.860 |
| PP |
3.780 |
3.825 |
| S1 |
3.768 |
3.791 |
|