NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.738 |
3.902 |
0.164 |
4.4% |
3.848 |
| High |
3.913 |
3.952 |
0.039 |
1.0% |
3.868 |
| Low |
3.738 |
3.865 |
0.127 |
3.4% |
3.710 |
| Close |
3.875 |
3.905 |
0.030 |
0.8% |
3.733 |
| Range |
0.175 |
0.087 |
-0.088 |
-50.3% |
0.158 |
| ATR |
0.113 |
0.112 |
-0.002 |
-1.7% |
0.000 |
| Volume |
137,156 |
153,816 |
16,660 |
12.1% |
757,171 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.168 |
4.124 |
3.953 |
|
| R3 |
4.081 |
4.037 |
3.929 |
|
| R2 |
3.994 |
3.994 |
3.921 |
|
| R1 |
3.950 |
3.950 |
3.913 |
3.972 |
| PP |
3.907 |
3.907 |
3.907 |
3.919 |
| S1 |
3.863 |
3.863 |
3.897 |
3.885 |
| S2 |
3.820 |
3.820 |
3.889 |
|
| S3 |
3.733 |
3.776 |
3.881 |
|
| S4 |
3.646 |
3.689 |
3.857 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.244 |
4.147 |
3.820 |
|
| R3 |
4.086 |
3.989 |
3.776 |
|
| R2 |
3.928 |
3.928 |
3.762 |
|
| R1 |
3.831 |
3.831 |
3.747 |
3.801 |
| PP |
3.770 |
3.770 |
3.770 |
3.755 |
| S1 |
3.673 |
3.673 |
3.719 |
3.643 |
| S2 |
3.612 |
3.612 |
3.704 |
|
| S3 |
3.454 |
3.515 |
3.690 |
|
| S4 |
3.296 |
3.357 |
3.646 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.952 |
3.710 |
0.242 |
6.2% |
0.116 |
3.0% |
81% |
True |
False |
149,638 |
| 10 |
4.027 |
3.710 |
0.317 |
8.1% |
0.104 |
2.7% |
62% |
False |
False |
146,006 |
| 20 |
4.358 |
3.710 |
0.648 |
16.6% |
0.107 |
2.7% |
30% |
False |
False |
122,150 |
| 40 |
4.499 |
3.710 |
0.789 |
20.2% |
0.117 |
3.0% |
25% |
False |
False |
84,531 |
| 60 |
4.499 |
3.710 |
0.789 |
20.2% |
0.120 |
3.1% |
25% |
False |
False |
72,471 |
| 80 |
4.499 |
3.550 |
0.949 |
24.3% |
0.112 |
2.9% |
37% |
False |
False |
61,025 |
| 100 |
4.499 |
3.382 |
1.117 |
28.6% |
0.107 |
2.7% |
47% |
False |
False |
51,634 |
| 120 |
4.499 |
3.336 |
1.163 |
29.8% |
0.104 |
2.7% |
49% |
False |
False |
44,358 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.322 |
|
2.618 |
4.180 |
|
1.618 |
4.093 |
|
1.000 |
4.039 |
|
0.618 |
4.006 |
|
HIGH |
3.952 |
|
0.618 |
3.919 |
|
0.500 |
3.909 |
|
0.382 |
3.898 |
|
LOW |
3.865 |
|
0.618 |
3.811 |
|
1.000 |
3.778 |
|
1.618 |
3.724 |
|
2.618 |
3.637 |
|
4.250 |
3.495 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.909 |
3.884 |
| PP |
3.907 |
3.862 |
| S1 |
3.906 |
3.841 |
|