NYMEX Natural Gas Future December 2013
Trading Metrics calculated at close of trading on 01-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3.843 |
3.805 |
-0.038 |
-1.0% |
4.011 |
High |
3.865 |
3.852 |
-0.013 |
-0.3% |
4.079 |
Low |
3.792 |
3.780 |
-0.012 |
-0.3% |
3.792 |
Close |
3.813 |
3.827 |
0.014 |
0.4% |
3.813 |
Range |
0.073 |
0.072 |
-0.001 |
-1.4% |
0.287 |
ATR |
0.094 |
0.092 |
-0.002 |
-1.7% |
0.000 |
Volume |
16,565 |
14,558 |
-2,007 |
-12.1% |
43,120 |
|
Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.036 |
4.003 |
3.867 |
|
R3 |
3.964 |
3.931 |
3.847 |
|
R2 |
3.892 |
3.892 |
3.840 |
|
R1 |
3.859 |
3.859 |
3.834 |
3.876 |
PP |
3.820 |
3.820 |
3.820 |
3.828 |
S1 |
3.787 |
3.787 |
3.820 |
3.804 |
S2 |
3.748 |
3.748 |
3.814 |
|
S3 |
3.676 |
3.715 |
3.807 |
|
S4 |
3.604 |
3.643 |
3.787 |
|
|
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 |
4.021 |
3.780 |
0.241 |
6.3% |
0.094 |
2.5% |
20% |
False |
True |
10,348 |
10 |
4.215 |
3.780 |
0.435 |
11.4% |
0.087 |
2.3% |
11% |
False |
True |
8,201 |
20 |
4.264 |
3.780 |
0.484 |
12.6% |
0.084 |
2.2% |
10% |
False |
True |
7,815 |
40 |
4.583 |
3.780 |
0.803 |
21.0% |
0.089 |
2.3% |
6% |
False |
True |
6,711 |
60 |
4.744 |
3.780 |
0.964 |
25.2% |
0.098 |
2.6% |
5% |
False |
True |
7,456 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.158 |
2.618 |
4.040 |
1.618 |
3.968 |
1.000 |
3.924 |
0.618 |
3.896 |
HIGH |
3.852 |
0.618 |
3.824 |
0.500 |
3.816 |
0.382 |
3.808 |
LOW |
3.780 |
0.618 |
3.736 |
1.000 |
3.708 |
1.618 |
3.664 |
2.618 |
3.592 |
4.250 |
3.474 |
|
|
Fisher Pivots for day following 01-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.823 |
3.884 |
PP |
3.820 |
3.865 |
S1 |
3.816 |
3.846 |
|