NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4.015 |
3.977 |
-0.038 |
-0.9% |
3.952 |
| High |
4.070 |
4.019 |
-0.051 |
-1.3% |
3.979 |
| Low |
4.012 |
3.957 |
-0.055 |
-1.4% |
3.826 |
| Close |
4.054 |
3.978 |
-0.076 |
-1.9% |
3.854 |
| Range |
0.058 |
0.062 |
0.004 |
6.9% |
0.153 |
| ATR |
0.095 |
0.095 |
0.000 |
0.2% |
0.000 |
| Volume |
10,460 |
6,035 |
-4,425 |
-42.3% |
77,917 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.171 |
4.136 |
4.012 |
|
| R3 |
4.109 |
4.074 |
3.995 |
|
| R2 |
4.047 |
4.047 |
3.989 |
|
| R1 |
4.012 |
4.012 |
3.984 |
4.030 |
| PP |
3.985 |
3.985 |
3.985 |
3.993 |
| S1 |
3.950 |
3.950 |
3.972 |
3.968 |
| S2 |
3.923 |
3.923 |
3.967 |
|
| S3 |
3.861 |
3.888 |
3.961 |
|
| S4 |
3.799 |
3.826 |
3.944 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.345 |
4.253 |
3.938 |
|
| R3 |
4.192 |
4.100 |
3.896 |
|
| R2 |
4.039 |
4.039 |
3.882 |
|
| R1 |
3.947 |
3.947 |
3.868 |
3.917 |
| PP |
3.886 |
3.886 |
3.886 |
3.871 |
| S1 |
3.794 |
3.794 |
3.840 |
3.764 |
| S2 |
3.733 |
3.733 |
3.826 |
|
| S3 |
3.580 |
3.641 |
3.812 |
|
| S4 |
3.427 |
3.488 |
3.770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.070 |
3.850 |
0.220 |
5.5% |
0.080 |
2.0% |
58% |
False |
False |
11,658 |
| 10 |
4.070 |
3.826 |
0.244 |
6.1% |
0.080 |
2.0% |
62% |
False |
False |
13,279 |
| 20 |
4.442 |
3.826 |
0.616 |
15.5% |
0.089 |
2.2% |
25% |
False |
False |
10,806 |
| 40 |
4.594 |
3.826 |
0.768 |
19.3% |
0.098 |
2.5% |
20% |
False |
False |
10,115 |
| 60 |
4.594 |
3.826 |
0.768 |
19.3% |
0.099 |
2.5% |
20% |
False |
False |
9,770 |
| 80 |
4.594 |
3.734 |
0.860 |
21.6% |
0.094 |
2.4% |
28% |
False |
False |
9,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.283 |
|
2.618 |
4.181 |
|
1.618 |
4.119 |
|
1.000 |
4.081 |
|
0.618 |
4.057 |
|
HIGH |
4.019 |
|
0.618 |
3.995 |
|
0.500 |
3.988 |
|
0.382 |
3.981 |
|
LOW |
3.957 |
|
0.618 |
3.919 |
|
1.000 |
3.895 |
|
1.618 |
3.857 |
|
2.618 |
3.795 |
|
4.250 |
3.694 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.988 |
4.014 |
| PP |
3.985 |
4.002 |
| S1 |
3.981 |
3.990 |
|