NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.737 |
3.585 |
-0.152 |
-4.1% |
3.801 |
| High |
3.753 |
3.612 |
-0.141 |
-3.8% |
3.838 |
| Low |
3.553 |
3.522 |
-0.031 |
-0.9% |
3.522 |
| Close |
3.577 |
3.559 |
-0.018 |
-0.5% |
3.559 |
| Range |
0.200 |
0.090 |
-0.110 |
-55.0% |
0.316 |
| ATR |
0.112 |
0.111 |
-0.002 |
-1.4% |
0.000 |
| Volume |
39,258 |
51,301 |
12,043 |
30.7% |
185,559 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.834 |
3.787 |
3.609 |
|
| R3 |
3.744 |
3.697 |
3.584 |
|
| R2 |
3.654 |
3.654 |
3.576 |
|
| R1 |
3.607 |
3.607 |
3.567 |
3.586 |
| PP |
3.564 |
3.564 |
3.564 |
3.554 |
| S1 |
3.517 |
3.517 |
3.551 |
3.496 |
| S2 |
3.474 |
3.474 |
3.543 |
|
| S3 |
3.384 |
3.427 |
3.534 |
|
| S4 |
3.294 |
3.337 |
3.510 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.588 |
4.389 |
3.733 |
|
| R3 |
4.272 |
4.073 |
3.646 |
|
| R2 |
3.956 |
3.956 |
3.617 |
|
| R1 |
3.757 |
3.757 |
3.588 |
3.699 |
| PP |
3.640 |
3.640 |
3.640 |
3.610 |
| S1 |
3.441 |
3.441 |
3.530 |
3.383 |
| S2 |
3.324 |
3.324 |
3.501 |
|
| S3 |
3.008 |
3.125 |
3.472 |
|
| S4 |
2.692 |
2.809 |
3.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.838 |
3.522 |
0.316 |
8.9% |
0.114 |
3.2% |
12% |
False |
True |
37,111 |
| 10 |
3.996 |
3.522 |
0.474 |
13.3% |
0.116 |
3.3% |
8% |
False |
True |
33,351 |
| 20 |
4.047 |
3.522 |
0.525 |
14.8% |
0.103 |
2.9% |
7% |
False |
True |
39,302 |
| 40 |
4.366 |
3.522 |
0.844 |
23.7% |
0.105 |
2.9% |
4% |
False |
True |
28,719 |
| 60 |
4.517 |
3.522 |
0.995 |
28.0% |
0.113 |
3.2% |
4% |
False |
True |
24,272 |
| 80 |
4.517 |
3.522 |
0.995 |
28.0% |
0.107 |
3.0% |
4% |
False |
True |
21,028 |
| 100 |
4.517 |
3.420 |
1.097 |
30.8% |
0.101 |
2.8% |
13% |
False |
False |
18,051 |
| 120 |
4.517 |
3.385 |
1.132 |
31.8% |
0.098 |
2.8% |
15% |
False |
False |
15,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.995 |
|
2.618 |
3.848 |
|
1.618 |
3.758 |
|
1.000 |
3.702 |
|
0.618 |
3.668 |
|
HIGH |
3.612 |
|
0.618 |
3.578 |
|
0.500 |
3.567 |
|
0.382 |
3.556 |
|
LOW |
3.522 |
|
0.618 |
3.466 |
|
1.000 |
3.432 |
|
1.618 |
3.376 |
|
2.618 |
3.286 |
|
4.250 |
3.140 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.567 |
3.638 |
| PP |
3.564 |
3.611 |
| S1 |
3.562 |
3.585 |
|