NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.680 |
3.737 |
0.057 |
1.5% |
3.751 |
| High |
3.748 |
3.753 |
0.005 |
0.1% |
3.996 |
| Low |
3.671 |
3.553 |
-0.118 |
-3.2% |
3.751 |
| Close |
3.734 |
3.577 |
-0.157 |
-4.2% |
3.789 |
| Range |
0.077 |
0.200 |
0.123 |
159.7% |
0.245 |
| ATR |
0.105 |
0.112 |
0.007 |
6.4% |
0.000 |
| Volume |
38,388 |
39,258 |
870 |
2.3% |
147,960 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.228 |
4.102 |
3.687 |
|
| R3 |
4.028 |
3.902 |
3.632 |
|
| R2 |
3.828 |
3.828 |
3.614 |
|
| R1 |
3.702 |
3.702 |
3.595 |
3.665 |
| PP |
3.628 |
3.628 |
3.628 |
3.609 |
| S1 |
3.502 |
3.502 |
3.559 |
3.465 |
| S2 |
3.428 |
3.428 |
3.540 |
|
| S3 |
3.228 |
3.302 |
3.522 |
|
| S4 |
3.028 |
3.102 |
3.467 |
|
|
| 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 |
3.921 |
3.553 |
0.368 |
10.3% |
0.123 |
3.4% |
7% |
False |
True |
33,141 |
| 10 |
3.996 |
3.553 |
0.443 |
12.4% |
0.117 |
3.3% |
5% |
False |
True |
34,892 |
| 20 |
4.075 |
3.553 |
0.522 |
14.6% |
0.103 |
2.9% |
5% |
False |
True |
37,907 |
| 40 |
4.425 |
3.553 |
0.872 |
24.4% |
0.111 |
3.1% |
3% |
False |
True |
27,881 |
| 60 |
4.517 |
3.553 |
0.964 |
26.9% |
0.113 |
3.2% |
2% |
False |
True |
23,677 |
| 80 |
4.517 |
3.553 |
0.964 |
26.9% |
0.107 |
3.0% |
2% |
False |
True |
20,468 |
| 100 |
4.517 |
3.420 |
1.097 |
30.7% |
0.101 |
2.8% |
14% |
False |
False |
17,618 |
| 120 |
4.517 |
3.385 |
1.132 |
31.6% |
0.098 |
2.7% |
17% |
False |
False |
15,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.603 |
|
2.618 |
4.277 |
|
1.618 |
4.077 |
|
1.000 |
3.953 |
|
0.618 |
3.877 |
|
HIGH |
3.753 |
|
0.618 |
3.677 |
|
0.500 |
3.653 |
|
0.382 |
3.629 |
|
LOW |
3.553 |
|
0.618 |
3.429 |
|
1.000 |
3.353 |
|
1.618 |
3.229 |
|
2.618 |
3.029 |
|
4.250 |
2.703 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.653 |
3.663 |
| PP |
3.628 |
3.634 |
| S1 |
3.602 |
3.606 |
|