NYMEX Natural Gas Future November 2013
Trading Metrics calculated at close of trading on 24-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
3.969 |
3.881 |
-0.088 |
-2.2% |
3.877 |
High |
3.976 |
3.923 |
-0.053 |
-1.3% |
4.070 |
Low |
3.876 |
3.837 |
-0.039 |
-1.0% |
3.876 |
Close |
3.879 |
3.849 |
-0.030 |
-0.8% |
3.879 |
Range |
0.100 |
0.086 |
-0.014 |
-14.0% |
0.194 |
ATR |
0.095 |
0.095 |
-0.001 |
-0.7% |
0.000 |
Volume |
7,941 |
8,159 |
218 |
2.7% |
47,986 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.128 |
4.074 |
3.896 |
|
R3 |
4.042 |
3.988 |
3.873 |
|
R2 |
3.956 |
3.956 |
3.865 |
|
R1 |
3.902 |
3.902 |
3.857 |
3.886 |
PP |
3.870 |
3.870 |
3.870 |
3.862 |
S1 |
3.816 |
3.816 |
3.841 |
3.800 |
S2 |
3.784 |
3.784 |
3.833 |
|
S3 |
3.698 |
3.730 |
3.825 |
|
S4 |
3.612 |
3.644 |
3.802 |
|
|
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 |
3.837 |
0.233 |
6.1% |
0.076 |
2.0% |
5% |
False |
True |
9,223 |
10 |
4.070 |
3.826 |
0.244 |
6.3% |
0.086 |
2.2% |
9% |
False |
False |
11,855 |
20 |
4.442 |
3.826 |
0.616 |
16.0% |
0.091 |
2.4% |
4% |
False |
False |
10,877 |
40 |
4.594 |
3.826 |
0.768 |
20.0% |
0.097 |
2.5% |
3% |
False |
False |
10,053 |
60 |
4.594 |
3.826 |
0.768 |
20.0% |
0.098 |
2.6% |
3% |
False |
False |
9,790 |
80 |
4.594 |
3.754 |
0.840 |
21.8% |
0.094 |
2.4% |
11% |
False |
False |
9,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.289 |
2.618 |
4.148 |
1.618 |
4.062 |
1.000 |
4.009 |
0.618 |
3.976 |
HIGH |
3.923 |
0.618 |
3.890 |
0.500 |
3.880 |
0.382 |
3.870 |
LOW |
3.837 |
0.618 |
3.784 |
1.000 |
3.751 |
1.618 |
3.698 |
2.618 |
3.612 |
4.250 |
3.472 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
3.880 |
3.928 |
PP |
3.870 |
3.902 |
S1 |
3.859 |
3.875 |
|