NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.801 |
3.755 |
-0.046 |
-1.2% |
3.751 |
| High |
3.838 |
3.773 |
-0.065 |
-1.7% |
3.996 |
| Low |
3.744 |
3.666 |
-0.078 |
-2.1% |
3.751 |
| Close |
3.757 |
3.668 |
-0.089 |
-2.4% |
3.789 |
| Range |
0.094 |
0.107 |
0.013 |
13.8% |
0.245 |
| ATR |
0.107 |
0.107 |
0.000 |
0.0% |
0.000 |
| Volume |
30,394 |
26,218 |
-4,176 |
-13.7% |
147,960 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.023 |
3.953 |
3.727 |
|
| R3 |
3.916 |
3.846 |
3.697 |
|
| R2 |
3.809 |
3.809 |
3.688 |
|
| R1 |
3.739 |
3.739 |
3.678 |
3.721 |
| PP |
3.702 |
3.702 |
3.702 |
3.693 |
| S1 |
3.632 |
3.632 |
3.658 |
3.614 |
| S2 |
3.595 |
3.595 |
3.648 |
|
| S3 |
3.488 |
3.525 |
3.639 |
|
| S4 |
3.381 |
3.418 |
3.609 |
|
|
| 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 |
3.666 |
0.330 |
9.0% |
0.106 |
2.9% |
1% |
False |
True |
28,946 |
| 10 |
3.996 |
3.666 |
0.330 |
9.0% |
0.110 |
3.0% |
1% |
False |
True |
41,048 |
| 20 |
4.242 |
3.666 |
0.576 |
15.7% |
0.103 |
2.8% |
0% |
False |
True |
36,089 |
| 40 |
4.517 |
3.666 |
0.851 |
23.2% |
0.109 |
3.0% |
0% |
False |
True |
26,620 |
| 60 |
4.517 |
3.666 |
0.851 |
23.2% |
0.111 |
3.0% |
0% |
False |
True |
22,802 |
| 80 |
4.517 |
3.613 |
0.904 |
24.6% |
0.106 |
2.9% |
6% |
False |
False |
19,708 |
| 100 |
4.517 |
3.420 |
1.097 |
29.9% |
0.100 |
2.7% |
23% |
False |
False |
16,972 |
| 120 |
4.517 |
3.385 |
1.132 |
30.9% |
0.097 |
2.6% |
25% |
False |
False |
14,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.228 |
|
2.618 |
4.053 |
|
1.618 |
3.946 |
|
1.000 |
3.880 |
|
0.618 |
3.839 |
|
HIGH |
3.773 |
|
0.618 |
3.732 |
|
0.500 |
3.720 |
|
0.382 |
3.707 |
|
LOW |
3.666 |
|
0.618 |
3.600 |
|
1.000 |
3.559 |
|
1.618 |
3.493 |
|
2.618 |
3.386 |
|
4.250 |
3.211 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.720 |
3.794 |
| PP |
3.702 |
3.752 |
| S1 |
3.685 |
3.710 |
|