NYMEX Natural Gas Future November 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 |
3.821 |
3.678 |
-0.143 |
-3.7% |
3.881 |
| High |
3.822 |
3.697 |
-0.125 |
-3.3% |
3.923 |
| Low |
3.647 |
3.620 |
-0.027 |
-0.7% |
3.620 |
| Close |
3.669 |
3.646 |
-0.023 |
-0.6% |
3.646 |
| Range |
0.175 |
0.077 |
-0.098 |
-56.0% |
0.303 |
| ATR |
0.099 |
0.097 |
-0.002 |
-1.6% |
0.000 |
| Volume |
9,055 |
22,124 |
13,069 |
144.3% |
60,667 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.885 |
3.843 |
3.688 |
|
| R3 |
3.808 |
3.766 |
3.667 |
|
| R2 |
3.731 |
3.731 |
3.660 |
|
| R1 |
3.689 |
3.689 |
3.653 |
3.672 |
| PP |
3.654 |
3.654 |
3.654 |
3.646 |
| S1 |
3.612 |
3.612 |
3.639 |
3.595 |
| S2 |
3.577 |
3.577 |
3.632 |
|
| S3 |
3.500 |
3.535 |
3.625 |
|
| S4 |
3.423 |
3.458 |
3.604 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.639 |
4.445 |
3.813 |
|
| R3 |
4.336 |
4.142 |
3.729 |
|
| R2 |
4.033 |
4.033 |
3.702 |
|
| R1 |
3.839 |
3.839 |
3.674 |
3.785 |
| PP |
3.730 |
3.730 |
3.730 |
3.702 |
| S1 |
3.536 |
3.536 |
3.618 |
3.482 |
| S2 |
3.427 |
3.427 |
3.590 |
|
| S3 |
3.124 |
3.233 |
3.563 |
|
| S4 |
2.821 |
2.930 |
3.479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.923 |
3.620 |
0.303 |
8.3% |
0.100 |
2.7% |
9% |
False |
True |
12,133 |
| 10 |
4.070 |
3.620 |
0.450 |
12.3% |
0.091 |
2.5% |
6% |
False |
True |
10,865 |
| 20 |
4.127 |
3.620 |
0.507 |
13.9% |
0.086 |
2.4% |
5% |
False |
True |
11,817 |
| 40 |
4.442 |
3.620 |
0.822 |
22.5% |
0.091 |
2.5% |
3% |
False |
True |
10,347 |
| 60 |
4.594 |
3.620 |
0.974 |
26.7% |
0.100 |
2.7% |
3% |
False |
True |
10,157 |
| 80 |
4.594 |
3.620 |
0.974 |
26.7% |
0.095 |
2.6% |
3% |
False |
True |
9,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.024 |
|
2.618 |
3.899 |
|
1.618 |
3.822 |
|
1.000 |
3.774 |
|
0.618 |
3.745 |
|
HIGH |
3.697 |
|
0.618 |
3.668 |
|
0.500 |
3.659 |
|
0.382 |
3.649 |
|
LOW |
3.620 |
|
0.618 |
3.572 |
|
1.000 |
3.543 |
|
1.618 |
3.495 |
|
2.618 |
3.418 |
|
4.250 |
3.293 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.659 |
3.726 |
| PP |
3.654 |
3.699 |
| S1 |
3.650 |
3.673 |
|