NYMEX Natural Gas Future December 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 |
3.952 |
3.988 |
0.036 |
0.9% |
4.022 |
High |
3.998 |
3.988 |
-0.010 |
-0.3% |
4.215 |
Low |
3.930 |
3.820 |
-0.110 |
-2.8% |
4.022 |
Close |
3.989 |
3.840 |
-0.149 |
-3.7% |
4.036 |
Range |
0.068 |
0.168 |
0.100 |
147.1% |
0.193 |
ATR |
0.090 |
0.096 |
0.006 |
6.3% |
0.000 |
Volume |
8,403 |
5,894 |
-2,509 |
-29.9% |
29,730 |
|
Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.387 |
4.281 |
3.932 |
|
R3 |
4.219 |
4.113 |
3.886 |
|
R2 |
4.051 |
4.051 |
3.871 |
|
R1 |
3.945 |
3.945 |
3.855 |
3.914 |
PP |
3.883 |
3.883 |
3.883 |
3.867 |
S1 |
3.777 |
3.777 |
3.825 |
3.746 |
S2 |
3.715 |
3.715 |
3.809 |
|
S3 |
3.547 |
3.609 |
3.794 |
|
S4 |
3.379 |
3.441 |
3.748 |
|
|
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 |
4.135 |
3.820 |
0.315 |
8.2% |
0.099 |
2.6% |
6% |
False |
True |
6,766 |
10 |
4.215 |
3.820 |
0.395 |
10.3% |
0.094 |
2.4% |
5% |
False |
True |
6,534 |
20 |
4.309 |
3.820 |
0.489 |
12.7% |
0.084 |
2.2% |
4% |
False |
True |
6,868 |
40 |
4.668 |
3.820 |
0.848 |
22.1% |
0.095 |
2.5% |
2% |
False |
True |
6,472 |
60 |
4.744 |
3.820 |
0.924 |
24.1% |
0.099 |
2.6% |
2% |
False |
True |
7,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.702 |
2.618 |
4.428 |
1.618 |
4.260 |
1.000 |
4.156 |
0.618 |
4.092 |
HIGH |
3.988 |
0.618 |
3.924 |
0.500 |
3.904 |
0.382 |
3.884 |
LOW |
3.820 |
0.618 |
3.716 |
1.000 |
3.652 |
1.618 |
3.548 |
2.618 |
3.380 |
4.250 |
3.106 |
|
|
Fisher Pivots for day following 27-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
3.904 |
3.921 |
PP |
3.883 |
3.894 |
S1 |
3.861 |
3.867 |
|