NYMEX Natural Gas Future December 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 |
3.988 |
3.843 |
-0.145 |
-3.6% |
4.011 |
High |
3.988 |
3.865 |
-0.123 |
-3.1% |
4.079 |
Low |
3.820 |
3.792 |
-0.028 |
-0.7% |
3.792 |
Close |
3.840 |
3.813 |
-0.027 |
-0.7% |
3.813 |
Range |
0.168 |
0.073 |
-0.095 |
-56.5% |
0.287 |
ATR |
0.096 |
0.094 |
-0.002 |
-1.7% |
0.000 |
Volume |
5,894 |
16,565 |
10,671 |
181.0% |
43,120 |
|
Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.042 |
4.001 |
3.853 |
|
R3 |
3.969 |
3.928 |
3.833 |
|
R2 |
3.896 |
3.896 |
3.826 |
|
R1 |
3.855 |
3.855 |
3.820 |
3.839 |
PP |
3.823 |
3.823 |
3.823 |
3.816 |
S1 |
3.782 |
3.782 |
3.806 |
3.766 |
S2 |
3.750 |
3.750 |
3.800 |
|
S3 |
3.677 |
3.709 |
3.793 |
|
S4 |
3.604 |
3.636 |
3.773 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.756 |
4.571 |
3.971 |
|
R3 |
4.469 |
4.284 |
3.892 |
|
R2 |
4.182 |
4.182 |
3.866 |
|
R1 |
3.997 |
3.997 |
3.839 |
3.946 |
PP |
3.895 |
3.895 |
3.895 |
3.869 |
S1 |
3.710 |
3.710 |
3.787 |
3.659 |
S2 |
3.608 |
3.608 |
3.760 |
|
S3 |
3.321 |
3.423 |
3.734 |
|
S4 |
3.034 |
3.136 |
3.655 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.079 |
3.792 |
0.287 |
7.5% |
0.094 |
2.5% |
7% |
False |
True |
8,624 |
10 |
4.215 |
3.792 |
0.423 |
11.1% |
0.092 |
2.4% |
5% |
False |
True |
7,285 |
20 |
4.282 |
3.792 |
0.490 |
12.9% |
0.083 |
2.2% |
4% |
False |
True |
7,342 |
40 |
4.583 |
3.792 |
0.791 |
20.7% |
0.089 |
2.3% |
3% |
False |
True |
6,652 |
60 |
4.744 |
3.792 |
0.952 |
25.0% |
0.099 |
2.6% |
2% |
False |
True |
7,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.175 |
2.618 |
4.056 |
1.618 |
3.983 |
1.000 |
3.938 |
0.618 |
3.910 |
HIGH |
3.865 |
0.618 |
3.837 |
0.500 |
3.829 |
0.382 |
3.820 |
LOW |
3.792 |
0.618 |
3.747 |
1.000 |
3.719 |
1.618 |
3.674 |
2.618 |
3.601 |
4.250 |
3.482 |
|
|
Fisher Pivots for day following 28-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
3.829 |
3.895 |
PP |
3.823 |
3.868 |
S1 |
3.818 |
3.840 |
|