NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.983 |
3.894 |
-0.089 |
-2.2% |
3.753 |
| High |
3.985 |
3.925 |
-0.060 |
-1.5% |
4.003 |
| Low |
3.855 |
3.787 |
-0.068 |
-1.8% |
3.753 |
| Close |
3.899 |
3.793 |
-0.106 |
-2.7% |
3.793 |
| Range |
0.130 |
0.138 |
0.008 |
6.2% |
0.250 |
| ATR |
0.109 |
0.111 |
0.002 |
1.9% |
0.000 |
| Volume |
83,032 |
80,736 |
-2,296 |
-2.8% |
355,004 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.249 |
4.159 |
3.869 |
|
| R3 |
4.111 |
4.021 |
3.831 |
|
| R2 |
3.973 |
3.973 |
3.818 |
|
| R1 |
3.883 |
3.883 |
3.806 |
3.859 |
| PP |
3.835 |
3.835 |
3.835 |
3.823 |
| S1 |
3.745 |
3.745 |
3.780 |
3.721 |
| S2 |
3.697 |
3.697 |
3.768 |
|
| S3 |
3.559 |
3.607 |
3.755 |
|
| S4 |
3.421 |
3.469 |
3.717 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.600 |
4.446 |
3.931 |
|
| R3 |
4.350 |
4.196 |
3.862 |
|
| R2 |
4.100 |
4.100 |
3.839 |
|
| R1 |
3.946 |
3.946 |
3.816 |
4.023 |
| PP |
3.850 |
3.850 |
3.850 |
3.888 |
| S1 |
3.696 |
3.696 |
3.770 |
3.773 |
| S2 |
3.600 |
3.600 |
3.747 |
|
| S3 |
3.350 |
3.446 |
3.724 |
|
| S4 |
3.100 |
3.196 |
3.656 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.003 |
3.753 |
0.250 |
6.6% |
0.122 |
3.2% |
16% |
False |
False |
71,000 |
| 10 |
4.003 |
3.729 |
0.274 |
7.2% |
0.110 |
2.9% |
23% |
False |
False |
67,449 |
| 20 |
4.377 |
3.729 |
0.648 |
17.1% |
0.108 |
2.8% |
10% |
False |
False |
48,408 |
| 40 |
4.525 |
3.729 |
0.796 |
21.0% |
0.116 |
3.1% |
8% |
False |
False |
35,814 |
| 60 |
4.525 |
3.729 |
0.796 |
21.0% |
0.117 |
3.1% |
8% |
False |
False |
29,807 |
| 80 |
4.525 |
3.581 |
0.944 |
24.9% |
0.110 |
2.9% |
22% |
False |
False |
25,617 |
| 100 |
4.525 |
3.404 |
1.121 |
29.6% |
0.104 |
2.8% |
35% |
False |
False |
21,658 |
| 120 |
4.525 |
3.365 |
1.160 |
30.6% |
0.101 |
2.7% |
37% |
False |
False |
18,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.512 |
|
2.618 |
4.286 |
|
1.618 |
4.148 |
|
1.000 |
4.063 |
|
0.618 |
4.010 |
|
HIGH |
3.925 |
|
0.618 |
3.872 |
|
0.500 |
3.856 |
|
0.382 |
3.840 |
|
LOW |
3.787 |
|
0.618 |
3.702 |
|
1.000 |
3.649 |
|
1.618 |
3.564 |
|
2.618 |
3.426 |
|
4.250 |
3.201 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.856 |
3.895 |
| PP |
3.835 |
3.861 |
| S1 |
3.814 |
3.827 |
|