NYMEX Natural Gas Future July 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 |
3.871 |
3.790 |
-0.081 |
-2.1% |
3.738 |
| High |
3.904 |
3.822 |
-0.082 |
-2.1% |
3.983 |
| Low |
3.764 |
3.725 |
-0.039 |
-1.0% |
3.738 |
| Close |
3.771 |
3.739 |
-0.032 |
-0.8% |
3.771 |
| Range |
0.140 |
0.097 |
-0.043 |
-30.7% |
0.245 |
| ATR |
0.113 |
0.112 |
-0.001 |
-1.0% |
0.000 |
| Volume |
108,678 |
67,584 |
-41,094 |
-37.8% |
651,152 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.053 |
3.993 |
3.792 |
|
| R3 |
3.956 |
3.896 |
3.766 |
|
| R2 |
3.859 |
3.859 |
3.757 |
|
| R1 |
3.799 |
3.799 |
3.748 |
3.781 |
| PP |
3.762 |
3.762 |
3.762 |
3.753 |
| S1 |
3.702 |
3.702 |
3.730 |
3.684 |
| S2 |
3.665 |
3.665 |
3.721 |
|
| S3 |
3.568 |
3.605 |
3.712 |
|
| S4 |
3.471 |
3.508 |
3.686 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.566 |
4.413 |
3.906 |
|
| R3 |
4.321 |
4.168 |
3.838 |
|
| R2 |
4.076 |
4.076 |
3.816 |
|
| R1 |
3.923 |
3.923 |
3.793 |
4.000 |
| PP |
3.831 |
3.831 |
3.831 |
3.869 |
| S1 |
3.678 |
3.678 |
3.749 |
3.755 |
| S2 |
3.586 |
3.586 |
3.726 |
|
| S3 |
3.341 |
3.433 |
3.704 |
|
| S4 |
3.096 |
3.188 |
3.636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.983 |
3.725 |
0.258 |
6.9% |
0.106 |
2.8% |
5% |
False |
True |
116,316 |
| 10 |
3.983 |
3.710 |
0.273 |
7.3% |
0.111 |
3.0% |
11% |
False |
False |
133,325 |
| 20 |
4.358 |
3.710 |
0.648 |
17.3% |
0.110 |
2.9% |
4% |
False |
False |
129,071 |
| 40 |
4.499 |
3.710 |
0.789 |
21.1% |
0.116 |
3.1% |
4% |
False |
False |
92,222 |
| 60 |
4.499 |
3.710 |
0.789 |
21.1% |
0.119 |
3.2% |
4% |
False |
False |
77,579 |
| 80 |
4.499 |
3.569 |
0.930 |
24.9% |
0.113 |
3.0% |
18% |
False |
False |
65,382 |
| 100 |
4.499 |
3.382 |
1.117 |
29.9% |
0.108 |
2.9% |
32% |
False |
False |
55,506 |
| 120 |
4.499 |
3.336 |
1.163 |
31.1% |
0.105 |
2.8% |
35% |
False |
False |
47,799 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.234 |
|
2.618 |
4.076 |
|
1.618 |
3.979 |
|
1.000 |
3.919 |
|
0.618 |
3.882 |
|
HIGH |
3.822 |
|
0.618 |
3.785 |
|
0.500 |
3.774 |
|
0.382 |
3.762 |
|
LOW |
3.725 |
|
0.618 |
3.665 |
|
1.000 |
3.628 |
|
1.618 |
3.568 |
|
2.618 |
3.471 |
|
4.250 |
3.313 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.774 |
3.845 |
| PP |
3.762 |
3.809 |
| S1 |
3.751 |
3.774 |
|