NYMEX Natural Gas Future August 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 |
3.799 |
3.758 |
-0.041 |
-1.1% |
3.753 |
| High |
3.842 |
3.778 |
-0.064 |
-1.7% |
4.003 |
| Low |
3.744 |
3.668 |
-0.076 |
-2.0% |
3.753 |
| Close |
3.760 |
3.670 |
-0.090 |
-2.4% |
3.793 |
| Range |
0.098 |
0.110 |
0.012 |
12.2% |
0.250 |
| ATR |
0.110 |
0.110 |
0.000 |
0.0% |
0.000 |
| Volume |
60,940 |
115,069 |
54,129 |
88.8% |
355,004 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.963 |
3.731 |
|
| R3 |
3.925 |
3.853 |
3.700 |
|
| R2 |
3.815 |
3.815 |
3.690 |
|
| R1 |
3.743 |
3.743 |
3.680 |
3.724 |
| PP |
3.705 |
3.705 |
3.705 |
3.696 |
| S1 |
3.633 |
3.633 |
3.660 |
3.614 |
| S2 |
3.595 |
3.595 |
3.650 |
|
| S3 |
3.485 |
3.523 |
3.640 |
|
| S4 |
3.375 |
3.413 |
3.610 |
|
|
| 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 |
3.668 |
0.335 |
9.1% |
0.110 |
3.0% |
1% |
False |
True |
79,313 |
| 10 |
4.003 |
3.668 |
0.335 |
9.1% |
0.113 |
3.1% |
1% |
False |
True |
73,035 |
| 20 |
4.249 |
3.668 |
0.581 |
15.8% |
0.105 |
2.9% |
0% |
False |
True |
55,161 |
| 40 |
4.525 |
3.668 |
0.857 |
23.4% |
0.113 |
3.1% |
0% |
False |
True |
39,498 |
| 60 |
4.525 |
3.668 |
0.857 |
23.4% |
0.117 |
3.2% |
0% |
False |
True |
32,232 |
| 80 |
4.525 |
3.608 |
0.917 |
25.0% |
0.110 |
3.0% |
7% |
False |
False |
27,506 |
| 100 |
4.525 |
3.404 |
1.121 |
30.5% |
0.105 |
2.8% |
24% |
False |
False |
23,309 |
| 120 |
4.525 |
3.365 |
1.160 |
31.6% |
0.101 |
2.8% |
26% |
False |
False |
20,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.246 |
|
2.618 |
4.066 |
|
1.618 |
3.956 |
|
1.000 |
3.888 |
|
0.618 |
3.846 |
|
HIGH |
3.778 |
|
0.618 |
3.736 |
|
0.500 |
3.723 |
|
0.382 |
3.710 |
|
LOW |
3.668 |
|
0.618 |
3.600 |
|
1.000 |
3.558 |
|
1.618 |
3.490 |
|
2.618 |
3.380 |
|
4.250 |
3.201 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.723 |
3.797 |
| PP |
3.705 |
3.754 |
| S1 |
3.688 |
3.712 |
|