NYMEX Natural Gas Future November 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 |
3.777 |
3.821 |
0.044 |
1.2% |
3.877 |
| High |
3.832 |
3.822 |
-0.010 |
-0.3% |
4.070 |
| Low |
3.766 |
3.647 |
-0.119 |
-3.2% |
3.876 |
| Close |
3.823 |
3.669 |
-0.154 |
-4.0% |
3.879 |
| Range |
0.066 |
0.175 |
0.109 |
165.2% |
0.194 |
| ATR |
0.093 |
0.099 |
0.006 |
6.4% |
0.000 |
| Volume |
10,415 |
9,055 |
-1,360 |
-13.1% |
47,986 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.238 |
4.128 |
3.765 |
|
| R3 |
4.063 |
3.953 |
3.717 |
|
| R2 |
3.888 |
3.888 |
3.701 |
|
| R1 |
3.778 |
3.778 |
3.685 |
3.746 |
| PP |
3.713 |
3.713 |
3.713 |
3.696 |
| S1 |
3.603 |
3.603 |
3.653 |
3.571 |
| S2 |
3.538 |
3.538 |
3.637 |
|
| S3 |
3.363 |
3.428 |
3.621 |
|
| S4 |
3.188 |
3.253 |
3.573 |
|
|
| 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 |
3.976 |
3.647 |
0.329 |
9.0% |
0.105 |
2.9% |
7% |
False |
True |
9,296 |
| 10 |
4.070 |
3.647 |
0.423 |
11.5% |
0.093 |
2.5% |
5% |
False |
True |
10,477 |
| 20 |
4.155 |
3.647 |
0.508 |
13.8% |
0.086 |
2.3% |
4% |
False |
True |
11,280 |
| 40 |
4.510 |
3.647 |
0.863 |
23.5% |
0.097 |
2.6% |
3% |
False |
True |
10,049 |
| 60 |
4.594 |
3.647 |
0.947 |
25.8% |
0.100 |
2.7% |
2% |
False |
True |
9,916 |
| 80 |
4.594 |
3.647 |
0.947 |
25.8% |
0.095 |
2.6% |
2% |
False |
True |
9,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.566 |
|
2.618 |
4.280 |
|
1.618 |
4.105 |
|
1.000 |
3.997 |
|
0.618 |
3.930 |
|
HIGH |
3.822 |
|
0.618 |
3.755 |
|
0.500 |
3.735 |
|
0.382 |
3.714 |
|
LOW |
3.647 |
|
0.618 |
3.539 |
|
1.000 |
3.472 |
|
1.618 |
3.364 |
|
2.618 |
3.189 |
|
4.250 |
2.903 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.753 |
| PP |
3.713 |
3.725 |
| S1 |
3.691 |
3.697 |
|