NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.816 |
3.735 |
-0.081 |
-2.1% |
3.980 |
| High |
3.820 |
3.809 |
-0.011 |
-0.3% |
4.056 |
| Low |
3.739 |
3.729 |
-0.010 |
-0.3% |
3.829 |
| Close |
3.743 |
3.797 |
0.054 |
1.4% |
3.848 |
| Range |
0.081 |
0.080 |
-0.001 |
-1.2% |
0.227 |
| ATR |
0.107 |
0.105 |
-0.002 |
-1.8% |
0.000 |
| Volume |
57,050 |
69,983 |
12,933 |
22.7% |
172,200 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.018 |
3.988 |
3.841 |
|
| R3 |
3.938 |
3.908 |
3.819 |
|
| R2 |
3.858 |
3.858 |
3.812 |
|
| R1 |
3.828 |
3.828 |
3.804 |
3.843 |
| PP |
3.778 |
3.778 |
3.778 |
3.786 |
| S1 |
3.748 |
3.748 |
3.790 |
3.763 |
| S2 |
3.698 |
3.698 |
3.782 |
|
| S3 |
3.618 |
3.668 |
3.775 |
|
| S4 |
3.538 |
3.588 |
3.753 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.592 |
4.447 |
3.973 |
|
| R3 |
4.365 |
4.220 |
3.910 |
|
| R2 |
4.138 |
4.138 |
3.890 |
|
| R1 |
3.993 |
3.993 |
3.869 |
3.952 |
| PP |
3.911 |
3.911 |
3.911 |
3.891 |
| S1 |
3.766 |
3.766 |
3.827 |
3.725 |
| S2 |
3.684 |
3.684 |
3.806 |
|
| S3 |
3.457 |
3.539 |
3.786 |
|
| S4 |
3.230 |
3.312 |
3.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.014 |
3.729 |
0.285 |
7.5% |
0.096 |
2.5% |
24% |
False |
True |
56,054 |
| 10 |
4.204 |
3.729 |
0.475 |
12.5% |
0.094 |
2.5% |
14% |
False |
True |
41,661 |
| 20 |
4.377 |
3.729 |
0.648 |
17.1% |
0.107 |
2.8% |
10% |
False |
True |
32,806 |
| 40 |
4.525 |
3.729 |
0.796 |
21.0% |
0.115 |
3.0% |
9% |
False |
True |
26,581 |
| 60 |
4.525 |
3.729 |
0.796 |
21.0% |
0.115 |
3.0% |
9% |
False |
True |
23,164 |
| 80 |
4.525 |
3.404 |
1.121 |
29.5% |
0.106 |
2.8% |
35% |
False |
False |
20,094 |
| 100 |
4.525 |
3.404 |
1.121 |
29.5% |
0.102 |
2.7% |
35% |
False |
False |
17,159 |
| 120 |
4.525 |
3.365 |
1.160 |
30.6% |
0.097 |
2.6% |
37% |
False |
False |
14,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.149 |
|
2.618 |
4.018 |
|
1.618 |
3.938 |
|
1.000 |
3.889 |
|
0.618 |
3.858 |
|
HIGH |
3.809 |
|
0.618 |
3.778 |
|
0.500 |
3.769 |
|
0.382 |
3.760 |
|
LOW |
3.729 |
|
0.618 |
3.680 |
|
1.000 |
3.649 |
|
1.618 |
3.600 |
|
2.618 |
3.520 |
|
4.250 |
3.389 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.788 |
3.809 |
| PP |
3.778 |
3.805 |
| S1 |
3.769 |
3.801 |
|