NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.735 |
3.794 |
0.059 |
1.6% |
3.980 |
| High |
3.809 |
3.872 |
0.063 |
1.7% |
4.056 |
| Low |
3.729 |
3.738 |
0.009 |
0.2% |
3.829 |
| Close |
3.797 |
3.837 |
0.040 |
1.1% |
3.848 |
| Range |
0.080 |
0.134 |
0.054 |
67.5% |
0.227 |
| ATR |
0.105 |
0.107 |
0.002 |
2.0% |
0.000 |
| Volume |
69,983 |
82,663 |
12,680 |
18.1% |
172,200 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.218 |
4.161 |
3.911 |
|
| R3 |
4.084 |
4.027 |
3.874 |
|
| R2 |
3.950 |
3.950 |
3.862 |
|
| R1 |
3.893 |
3.893 |
3.849 |
3.922 |
| PP |
3.816 |
3.816 |
3.816 |
3.830 |
| S1 |
3.759 |
3.759 |
3.825 |
3.788 |
| S2 |
3.682 |
3.682 |
3.812 |
|
| S3 |
3.548 |
3.625 |
3.800 |
|
| S4 |
3.414 |
3.491 |
3.763 |
|
|
| 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 |
3.888 |
3.729 |
0.159 |
4.1% |
0.088 |
2.3% |
68% |
False |
False |
66,381 |
| 10 |
4.083 |
3.729 |
0.354 |
9.2% |
0.090 |
2.3% |
31% |
False |
False |
47,401 |
| 20 |
4.377 |
3.729 |
0.648 |
16.9% |
0.111 |
2.9% |
17% |
False |
False |
35,694 |
| 40 |
4.525 |
3.729 |
0.796 |
20.7% |
0.117 |
3.0% |
14% |
False |
False |
28,198 |
| 60 |
4.525 |
3.729 |
0.796 |
20.7% |
0.116 |
3.0% |
14% |
False |
False |
24,264 |
| 80 |
4.525 |
3.473 |
1.052 |
27.4% |
0.106 |
2.8% |
35% |
False |
False |
21,068 |
| 100 |
4.525 |
3.404 |
1.121 |
29.2% |
0.103 |
2.7% |
39% |
False |
False |
17,943 |
| 120 |
4.525 |
3.365 |
1.160 |
30.2% |
0.098 |
2.6% |
41% |
False |
False |
15,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.442 |
|
2.618 |
4.223 |
|
1.618 |
4.089 |
|
1.000 |
4.006 |
|
0.618 |
3.955 |
|
HIGH |
3.872 |
|
0.618 |
3.821 |
|
0.500 |
3.805 |
|
0.382 |
3.789 |
|
LOW |
3.738 |
|
0.618 |
3.655 |
|
1.000 |
3.604 |
|
1.618 |
3.521 |
|
2.618 |
3.387 |
|
4.250 |
3.169 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.826 |
3.825 |
| PP |
3.816 |
3.813 |
| S1 |
3.805 |
3.801 |
|