NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.977 |
3.969 |
-0.008 |
-0.2% |
3.877 |
| High |
4.019 |
3.976 |
-0.043 |
-1.1% |
4.070 |
| Low |
3.957 |
3.876 |
-0.081 |
-2.0% |
3.876 |
| Close |
3.978 |
3.879 |
-0.099 |
-2.5% |
3.879 |
| Range |
0.062 |
0.100 |
0.038 |
61.3% |
0.194 |
| ATR |
0.095 |
0.095 |
0.001 |
0.5% |
0.000 |
| Volume |
6,035 |
7,941 |
1,906 |
31.6% |
47,986 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.210 |
4.145 |
3.934 |
|
| R3 |
4.110 |
4.045 |
3.907 |
|
| R2 |
4.010 |
4.010 |
3.897 |
|
| R1 |
3.945 |
3.945 |
3.888 |
3.928 |
| PP |
3.910 |
3.910 |
3.910 |
3.902 |
| S1 |
3.845 |
3.845 |
3.870 |
3.828 |
| S2 |
3.810 |
3.810 |
3.861 |
|
| S3 |
3.710 |
3.745 |
3.852 |
|
| S4 |
3.610 |
3.645 |
3.824 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.524 |
4.395 |
3.986 |
|
| R3 |
4.330 |
4.201 |
3.932 |
|
| R2 |
4.136 |
4.136 |
3.915 |
|
| R1 |
4.007 |
4.007 |
3.897 |
4.072 |
| PP |
3.942 |
3.942 |
3.942 |
3.974 |
| S1 |
3.813 |
3.813 |
3.861 |
3.878 |
| S2 |
3.748 |
3.748 |
3.843 |
|
| S3 |
3.554 |
3.619 |
3.826 |
|
| S4 |
3.360 |
3.425 |
3.772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.070 |
3.876 |
0.194 |
5.0% |
0.082 |
2.1% |
2% |
False |
True |
9,597 |
| 10 |
4.070 |
3.826 |
0.244 |
6.3% |
0.086 |
2.2% |
22% |
False |
False |
12,590 |
| 20 |
4.442 |
3.826 |
0.616 |
15.9% |
0.090 |
2.3% |
9% |
False |
False |
10,900 |
| 40 |
4.594 |
3.826 |
0.768 |
19.8% |
0.099 |
2.5% |
7% |
False |
False |
10,087 |
| 60 |
4.594 |
3.826 |
0.768 |
19.8% |
0.099 |
2.6% |
7% |
False |
False |
9,823 |
| 80 |
4.594 |
3.734 |
0.860 |
22.2% |
0.094 |
2.4% |
17% |
False |
False |
9,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.401 |
|
2.618 |
4.238 |
|
1.618 |
4.138 |
|
1.000 |
4.076 |
|
0.618 |
4.038 |
|
HIGH |
3.976 |
|
0.618 |
3.938 |
|
0.500 |
3.926 |
|
0.382 |
3.914 |
|
LOW |
3.876 |
|
0.618 |
3.814 |
|
1.000 |
3.776 |
|
1.618 |
3.714 |
|
2.618 |
3.614 |
|
4.250 |
3.451 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.973 |
| PP |
3.910 |
3.942 |
| S1 |
3.895 |
3.910 |
|