NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.758 |
3.681 |
-0.077 |
-2.0% |
3.753 |
| High |
3.778 |
3.752 |
-0.026 |
-0.7% |
4.003 |
| Low |
3.668 |
3.671 |
0.003 |
0.1% |
3.753 |
| Close |
3.670 |
3.737 |
0.067 |
1.8% |
3.793 |
| Range |
0.110 |
0.081 |
-0.029 |
-26.4% |
0.250 |
| ATR |
0.110 |
0.108 |
-0.002 |
-1.8% |
0.000 |
| Volume |
115,069 |
117,721 |
2,652 |
2.3% |
355,004 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.963 |
3.931 |
3.782 |
|
| R3 |
3.882 |
3.850 |
3.759 |
|
| R2 |
3.801 |
3.801 |
3.752 |
|
| R1 |
3.769 |
3.769 |
3.744 |
3.785 |
| PP |
3.720 |
3.720 |
3.720 |
3.728 |
| S1 |
3.688 |
3.688 |
3.730 |
3.704 |
| S2 |
3.639 |
3.639 |
3.722 |
|
| S3 |
3.558 |
3.607 |
3.715 |
|
| S4 |
3.477 |
3.526 |
3.692 |
|
|
| 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 |
3.985 |
3.668 |
0.317 |
8.5% |
0.111 |
3.0% |
22% |
False |
False |
91,499 |
| 10 |
4.003 |
3.668 |
0.335 |
9.0% |
0.114 |
3.0% |
21% |
False |
False |
77,809 |
| 20 |
4.204 |
3.668 |
0.536 |
14.3% |
0.104 |
2.8% |
13% |
False |
False |
59,735 |
| 40 |
4.525 |
3.668 |
0.857 |
22.9% |
0.113 |
3.0% |
8% |
False |
False |
41,968 |
| 60 |
4.525 |
3.668 |
0.857 |
22.9% |
0.116 |
3.1% |
8% |
False |
False |
33,974 |
| 80 |
4.525 |
3.646 |
0.879 |
23.5% |
0.110 |
2.9% |
10% |
False |
False |
28,824 |
| 100 |
4.525 |
3.404 |
1.121 |
30.0% |
0.104 |
2.8% |
30% |
False |
False |
24,411 |
| 120 |
4.525 |
3.365 |
1.160 |
31.0% |
0.101 |
2.7% |
32% |
False |
False |
21,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.096 |
|
2.618 |
3.964 |
|
1.618 |
3.883 |
|
1.000 |
3.833 |
|
0.618 |
3.802 |
|
HIGH |
3.752 |
|
0.618 |
3.721 |
|
0.500 |
3.712 |
|
0.382 |
3.702 |
|
LOW |
3.671 |
|
0.618 |
3.621 |
|
1.000 |
3.590 |
|
1.618 |
3.540 |
|
2.618 |
3.459 |
|
4.250 |
3.327 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.729 |
3.755 |
| PP |
3.720 |
3.749 |
| S1 |
3.712 |
3.743 |
|