NYMEX Natural Gas Future December 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 |
4.124 |
4.011 |
-0.113 |
-2.7% |
4.022 |
High |
4.135 |
4.079 |
-0.056 |
-1.4% |
4.215 |
Low |
4.036 |
4.008 |
-0.028 |
-0.7% |
4.022 |
Close |
4.036 |
4.012 |
-0.024 |
-0.6% |
4.036 |
Range |
0.099 |
0.071 |
-0.028 |
-28.3% |
0.193 |
ATR |
0.093 |
0.092 |
-0.002 |
-1.7% |
0.000 |
Volume |
7,278 |
5,938 |
-1,340 |
-18.4% |
29,730 |
|
Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.246 |
4.200 |
4.051 |
|
R3 |
4.175 |
4.129 |
4.032 |
|
R2 |
4.104 |
4.104 |
4.025 |
|
R1 |
4.058 |
4.058 |
4.019 |
4.081 |
PP |
4.033 |
4.033 |
4.033 |
4.045 |
S1 |
3.987 |
3.987 |
4.005 |
4.010 |
S2 |
3.962 |
3.962 |
3.999 |
|
S3 |
3.891 |
3.916 |
3.992 |
|
S4 |
3.820 |
3.845 |
3.973 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.670 |
4.546 |
4.142 |
|
R3 |
4.477 |
4.353 |
4.089 |
|
R2 |
4.284 |
4.284 |
4.071 |
|
R1 |
4.160 |
4.160 |
4.054 |
4.222 |
PP |
4.091 |
4.091 |
4.091 |
4.122 |
S1 |
3.967 |
3.967 |
4.018 |
4.029 |
S2 |
3.898 |
3.898 |
4.001 |
|
S3 |
3.705 |
3.774 |
3.983 |
|
S4 |
3.512 |
3.581 |
3.930 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.215 |
4.008 |
0.207 |
5.2% |
0.080 |
2.0% |
2% |
False |
True |
6,054 |
10 |
4.215 |
3.995 |
0.220 |
5.5% |
0.086 |
2.1% |
8% |
False |
False |
7,031 |
20 |
4.583 |
3.995 |
0.588 |
14.7% |
0.088 |
2.2% |
3% |
False |
False |
6,635 |
40 |
4.744 |
3.995 |
0.749 |
18.7% |
0.095 |
2.4% |
2% |
False |
False |
6,688 |
60 |
4.744 |
3.995 |
0.749 |
18.7% |
0.097 |
2.4% |
2% |
False |
False |
7,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.381 |
2.618 |
4.265 |
1.618 |
4.194 |
1.000 |
4.150 |
0.618 |
4.123 |
HIGH |
4.079 |
0.618 |
4.052 |
0.500 |
4.044 |
0.382 |
4.035 |
LOW |
4.008 |
0.618 |
3.964 |
1.000 |
3.937 |
1.618 |
3.893 |
2.618 |
3.822 |
4.250 |
3.706 |
|
|
Fisher Pivots for day following 24-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.044 |
4.097 |
PP |
4.033 |
4.068 |
S1 |
4.023 |
4.040 |
|