NYMEX Natural Gas Future December 2013
Trading Metrics calculated at close of trading on 20-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4.161 |
4.180 |
0.019 |
0.5% |
4.097 |
High |
4.215 |
4.185 |
-0.030 |
-0.7% |
4.137 |
Low |
4.159 |
4.079 |
-0.080 |
-1.9% |
3.995 |
Close |
4.202 |
4.129 |
-0.073 |
-1.7% |
4.014 |
Range |
0.056 |
0.106 |
0.050 |
89.3% |
0.142 |
ATR |
0.090 |
0.093 |
0.002 |
2.6% |
0.000 |
Volume |
4,986 |
4,135 |
-851 |
-17.1% |
40,710 |
|
Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.449 |
4.395 |
4.187 |
|
R3 |
4.343 |
4.289 |
4.158 |
|
R2 |
4.237 |
4.237 |
4.148 |
|
R1 |
4.183 |
4.183 |
4.139 |
4.157 |
PP |
4.131 |
4.131 |
4.131 |
4.118 |
S1 |
4.077 |
4.077 |
4.119 |
4.051 |
S2 |
4.025 |
4.025 |
4.110 |
|
S3 |
3.919 |
3.971 |
4.100 |
|
S4 |
3.813 |
3.865 |
4.071 |
|
|
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 |
4.215 |
4.012 |
0.203 |
4.9% |
0.088 |
2.1% |
58% |
False |
False |
6,302 |
10 |
4.215 |
3.995 |
0.220 |
5.3% |
0.081 |
2.0% |
61% |
False |
False |
7,376 |
20 |
4.583 |
3.995 |
0.588 |
14.2% |
0.088 |
2.1% |
23% |
False |
False |
6,558 |
40 |
4.744 |
3.995 |
0.749 |
18.1% |
0.096 |
2.3% |
18% |
False |
False |
6,640 |
60 |
4.744 |
3.995 |
0.749 |
18.1% |
0.098 |
2.4% |
18% |
False |
False |
7,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.636 |
2.618 |
4.463 |
1.618 |
4.357 |
1.000 |
4.291 |
0.618 |
4.251 |
HIGH |
4.185 |
0.618 |
4.145 |
0.500 |
4.132 |
0.382 |
4.119 |
LOW |
4.079 |
0.618 |
4.013 |
1.000 |
3.973 |
1.618 |
3.907 |
2.618 |
3.801 |
4.250 |
3.629 |
|
|
Fisher Pivots for day following 20-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.132 |
4.147 |
PP |
4.131 |
4.141 |
S1 |
4.130 |
4.135 |
|