NYMEX Natural Gas Future December 2013
Trading Metrics calculated at close of trading on 17-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4.096 |
4.022 |
-0.074 |
-1.8% |
4.097 |
High |
4.098 |
4.146 |
0.048 |
1.2% |
4.137 |
Low |
4.012 |
4.022 |
0.010 |
0.2% |
3.995 |
Close |
4.014 |
4.125 |
0.111 |
2.8% |
4.014 |
Range |
0.086 |
0.124 |
0.038 |
44.2% |
0.142 |
ATR |
0.092 |
0.095 |
0.003 |
3.1% |
0.000 |
Volume |
9,059 |
5,398 |
-3,661 |
-40.4% |
40,710 |
|
Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.470 |
4.421 |
4.193 |
|
R3 |
4.346 |
4.297 |
4.159 |
|
R2 |
4.222 |
4.222 |
4.148 |
|
R1 |
4.173 |
4.173 |
4.136 |
4.198 |
PP |
4.098 |
4.098 |
4.098 |
4.110 |
S1 |
4.049 |
4.049 |
4.114 |
4.074 |
S2 |
3.974 |
3.974 |
4.102 |
|
S3 |
3.850 |
3.925 |
4.091 |
|
S4 |
3.726 |
3.801 |
4.057 |
|
|
Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.475 |
4.386 |
4.092 |
|
R3 |
4.333 |
4.244 |
4.053 |
|
R2 |
4.191 |
4.191 |
4.040 |
|
R1 |
4.102 |
4.102 |
4.027 |
4.076 |
PP |
4.049 |
4.049 |
4.049 |
4.035 |
S1 |
3.960 |
3.960 |
4.001 |
3.934 |
S2 |
3.907 |
3.907 |
3.988 |
|
S3 |
3.765 |
3.818 |
3.975 |
|
S4 |
3.623 |
3.676 |
3.936 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.146 |
3.995 |
0.151 |
3.7% |
0.092 |
2.2% |
86% |
True |
False |
8,009 |
10 |
4.264 |
3.995 |
0.269 |
6.5% |
0.080 |
1.9% |
48% |
False |
False |
7,429 |
20 |
4.583 |
3.995 |
0.588 |
14.3% |
0.088 |
2.1% |
22% |
False |
False |
6,368 |
40 |
4.744 |
3.995 |
0.749 |
18.2% |
0.097 |
2.4% |
17% |
False |
False |
6,611 |
60 |
4.744 |
3.995 |
0.749 |
18.2% |
0.099 |
2.4% |
17% |
False |
False |
7,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.673 |
2.618 |
4.471 |
1.618 |
4.347 |
1.000 |
4.270 |
0.618 |
4.223 |
HIGH |
4.146 |
0.618 |
4.099 |
0.500 |
4.084 |
0.382 |
4.069 |
LOW |
4.022 |
0.618 |
3.945 |
1.000 |
3.898 |
1.618 |
3.821 |
2.618 |
3.697 |
4.250 |
3.495 |
|
|
Fisher Pivots for day following 17-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.111 |
4.109 |
PP |
4.098 |
4.093 |
S1 |
4.084 |
4.077 |
|