NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.794 |
3.839 |
0.045 |
1.2% |
3.856 |
| High |
3.872 |
3.856 |
-0.016 |
-0.4% |
3.888 |
| Low |
3.738 |
3.755 |
0.017 |
0.5% |
3.729 |
| Close |
3.837 |
3.759 |
-0.078 |
-2.0% |
3.759 |
| Range |
0.134 |
0.101 |
-0.033 |
-24.6% |
0.159 |
| ATR |
0.107 |
0.107 |
0.000 |
-0.4% |
0.000 |
| Volume |
82,663 |
46,693 |
-35,970 |
-43.5% |
319,493 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.093 |
4.027 |
3.815 |
|
| R3 |
3.992 |
3.926 |
3.787 |
|
| R2 |
3.891 |
3.891 |
3.778 |
|
| R1 |
3.825 |
3.825 |
3.768 |
3.808 |
| PP |
3.790 |
3.790 |
3.790 |
3.781 |
| S1 |
3.724 |
3.724 |
3.750 |
3.707 |
| S2 |
3.689 |
3.689 |
3.740 |
|
| S3 |
3.588 |
3.623 |
3.731 |
|
| S4 |
3.487 |
3.522 |
3.703 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.269 |
4.173 |
3.846 |
|
| R3 |
4.110 |
4.014 |
3.803 |
|
| R2 |
3.951 |
3.951 |
3.788 |
|
| R1 |
3.855 |
3.855 |
3.774 |
3.824 |
| PP |
3.792 |
3.792 |
3.792 |
3.776 |
| S1 |
3.696 |
3.696 |
3.744 |
3.665 |
| S2 |
3.633 |
3.633 |
3.730 |
|
| S3 |
3.474 |
3.537 |
3.715 |
|
| S4 |
3.315 |
3.378 |
3.672 |
|
|
| 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 |
4.2% |
0.097 |
2.6% |
19% |
False |
False |
63,898 |
| 10 |
4.056 |
3.729 |
0.327 |
8.7% |
0.092 |
2.4% |
9% |
False |
False |
49,169 |
| 20 |
4.377 |
3.729 |
0.648 |
17.2% |
0.105 |
2.8% |
5% |
False |
False |
37,102 |
| 40 |
4.525 |
3.729 |
0.796 |
21.2% |
0.113 |
3.0% |
4% |
False |
False |
29,037 |
| 60 |
4.525 |
3.729 |
0.796 |
21.2% |
0.116 |
3.1% |
4% |
False |
False |
24,855 |
| 80 |
4.525 |
3.473 |
1.052 |
28.0% |
0.107 |
2.8% |
27% |
False |
False |
21,567 |
| 100 |
4.525 |
3.404 |
1.121 |
29.8% |
0.102 |
2.7% |
32% |
False |
False |
18,373 |
| 120 |
4.525 |
3.365 |
1.160 |
30.9% |
0.098 |
2.6% |
34% |
False |
False |
15,896 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.285 |
|
2.618 |
4.120 |
|
1.618 |
4.019 |
|
1.000 |
3.957 |
|
0.618 |
3.918 |
|
HIGH |
3.856 |
|
0.618 |
3.817 |
|
0.500 |
3.806 |
|
0.382 |
3.794 |
|
LOW |
3.755 |
|
0.618 |
3.693 |
|
1.000 |
3.654 |
|
1.618 |
3.592 |
|
2.618 |
3.491 |
|
4.250 |
3.326 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.806 |
3.801 |
| PP |
3.790 |
3.787 |
| S1 |
3.775 |
3.773 |
|