NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.755 |
3.680 |
-0.075 |
-2.0% |
3.751 |
| High |
3.773 |
3.748 |
-0.025 |
-0.7% |
3.996 |
| Low |
3.666 |
3.671 |
0.005 |
0.1% |
3.751 |
| Close |
3.668 |
3.734 |
0.066 |
1.8% |
3.789 |
| Range |
0.107 |
0.077 |
-0.030 |
-28.0% |
0.245 |
| ATR |
0.107 |
0.105 |
-0.002 |
-1.8% |
0.000 |
| Volume |
26,218 |
38,388 |
12,170 |
46.4% |
147,960 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.918 |
3.776 |
|
| R3 |
3.872 |
3.841 |
3.755 |
|
| R2 |
3.795 |
3.795 |
3.748 |
|
| R1 |
3.764 |
3.764 |
3.741 |
3.780 |
| PP |
3.718 |
3.718 |
3.718 |
3.725 |
| S1 |
3.687 |
3.687 |
3.727 |
3.703 |
| S2 |
3.641 |
3.641 |
3.720 |
|
| S3 |
3.564 |
3.610 |
3.713 |
|
| S4 |
3.487 |
3.533 |
3.692 |
|
|
| 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 |
3.975 |
3.666 |
0.309 |
8.3% |
0.108 |
2.9% |
22% |
False |
False |
29,771 |
| 10 |
3.996 |
3.666 |
0.330 |
8.8% |
0.110 |
2.9% |
21% |
False |
False |
37,676 |
| 20 |
4.192 |
3.666 |
0.526 |
14.1% |
0.101 |
2.7% |
13% |
False |
False |
37,044 |
| 40 |
4.517 |
3.666 |
0.851 |
22.8% |
0.109 |
2.9% |
8% |
False |
False |
27,238 |
| 60 |
4.517 |
3.666 |
0.851 |
22.8% |
0.111 |
3.0% |
8% |
False |
False |
23,267 |
| 80 |
4.517 |
3.652 |
0.865 |
23.2% |
0.105 |
2.8% |
9% |
False |
False |
20,081 |
| 100 |
4.517 |
3.420 |
1.097 |
29.4% |
0.100 |
2.7% |
29% |
False |
False |
17,307 |
| 120 |
4.517 |
3.385 |
1.132 |
30.3% |
0.097 |
2.6% |
31% |
False |
False |
15,119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.075 |
|
2.618 |
3.950 |
|
1.618 |
3.873 |
|
1.000 |
3.825 |
|
0.618 |
3.796 |
|
HIGH |
3.748 |
|
0.618 |
3.719 |
|
0.500 |
3.710 |
|
0.382 |
3.700 |
|
LOW |
3.671 |
|
0.618 |
3.623 |
|
1.000 |
3.594 |
|
1.618 |
3.546 |
|
2.618 |
3.469 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.726 |
3.752 |
| PP |
3.718 |
3.746 |
| S1 |
3.710 |
3.740 |
|