NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.790 |
3.738 |
-0.052 |
-1.4% |
3.738 |
| High |
3.822 |
3.760 |
-0.062 |
-1.6% |
3.983 |
| Low |
3.725 |
3.645 |
-0.080 |
-2.1% |
3.738 |
| Close |
3.739 |
3.647 |
-0.092 |
-2.5% |
3.771 |
| Range |
0.097 |
0.115 |
0.018 |
18.6% |
0.245 |
| ATR |
0.112 |
0.112 |
0.000 |
0.2% |
0.000 |
| Volume |
67,584 |
70,595 |
3,011 |
4.5% |
651,152 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.029 |
3.953 |
3.710 |
|
| R3 |
3.914 |
3.838 |
3.679 |
|
| R2 |
3.799 |
3.799 |
3.668 |
|
| R1 |
3.723 |
3.723 |
3.658 |
3.704 |
| PP |
3.684 |
3.684 |
3.684 |
3.674 |
| S1 |
3.608 |
3.608 |
3.636 |
3.589 |
| S2 |
3.569 |
3.569 |
3.626 |
|
| S3 |
3.454 |
3.493 |
3.615 |
|
| S4 |
3.339 |
3.378 |
3.584 |
|
|
| 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 |
3.645 |
0.338 |
9.3% |
0.112 |
3.1% |
1% |
False |
True |
99,671 |
| 10 |
3.983 |
3.645 |
0.338 |
9.3% |
0.114 |
3.1% |
1% |
False |
True |
124,655 |
| 20 |
4.229 |
3.645 |
0.584 |
16.0% |
0.106 |
2.9% |
0% |
False |
True |
125,492 |
| 40 |
4.499 |
3.645 |
0.854 |
23.4% |
0.114 |
3.1% |
0% |
False |
True |
92,996 |
| 60 |
4.499 |
3.645 |
0.854 |
23.4% |
0.119 |
3.3% |
0% |
False |
True |
78,142 |
| 80 |
4.499 |
3.569 |
0.930 |
25.5% |
0.113 |
3.1% |
8% |
False |
False |
65,973 |
| 100 |
4.499 |
3.382 |
1.117 |
30.6% |
0.108 |
3.0% |
24% |
False |
False |
56,115 |
| 120 |
4.499 |
3.336 |
1.163 |
31.9% |
0.105 |
2.9% |
27% |
False |
False |
48,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.249 |
|
2.618 |
4.061 |
|
1.618 |
3.946 |
|
1.000 |
3.875 |
|
0.618 |
3.831 |
|
HIGH |
3.760 |
|
0.618 |
3.716 |
|
0.500 |
3.703 |
|
0.382 |
3.689 |
|
LOW |
3.645 |
|
0.618 |
3.574 |
|
1.000 |
3.530 |
|
1.618 |
3.459 |
|
2.618 |
3.344 |
|
4.250 |
3.156 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.703 |
3.775 |
| PP |
3.684 |
3.732 |
| S1 |
3.666 |
3.690 |
|