NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.681 |
3.743 |
0.062 |
1.7% |
3.753 |
| High |
3.752 |
3.757 |
0.005 |
0.1% |
4.003 |
| Low |
3.671 |
3.556 |
-0.115 |
-3.1% |
3.753 |
| Close |
3.737 |
3.582 |
-0.155 |
-4.1% |
3.793 |
| Range |
0.081 |
0.201 |
0.120 |
148.1% |
0.250 |
| ATR |
0.108 |
0.115 |
0.007 |
6.1% |
0.000 |
| Volume |
117,721 |
178,655 |
60,934 |
51.8% |
355,004 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.235 |
4.109 |
3.693 |
|
| R3 |
4.034 |
3.908 |
3.637 |
|
| R2 |
3.833 |
3.833 |
3.619 |
|
| R1 |
3.707 |
3.707 |
3.600 |
3.670 |
| PP |
3.632 |
3.632 |
3.632 |
3.613 |
| S1 |
3.506 |
3.506 |
3.564 |
3.469 |
| S2 |
3.431 |
3.431 |
3.545 |
|
| S3 |
3.230 |
3.305 |
3.527 |
|
| S4 |
3.029 |
3.104 |
3.471 |
|
|
| 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 |
3.925 |
3.556 |
0.369 |
10.3% |
0.126 |
3.5% |
7% |
False |
True |
110,624 |
| 10 |
4.003 |
3.556 |
0.447 |
12.5% |
0.120 |
3.4% |
6% |
False |
True |
87,408 |
| 20 |
4.083 |
3.556 |
0.527 |
14.7% |
0.105 |
2.9% |
5% |
False |
True |
67,404 |
| 40 |
4.437 |
3.556 |
0.881 |
24.6% |
0.115 |
3.2% |
3% |
False |
True |
45,974 |
| 60 |
4.525 |
3.556 |
0.969 |
27.1% |
0.118 |
3.3% |
3% |
False |
True |
36,680 |
| 80 |
4.525 |
3.556 |
0.969 |
27.1% |
0.112 |
3.1% |
3% |
False |
True |
30,933 |
| 100 |
4.525 |
3.404 |
1.121 |
31.3% |
0.106 |
2.9% |
16% |
False |
False |
26,120 |
| 120 |
4.525 |
3.365 |
1.160 |
32.4% |
0.102 |
2.9% |
19% |
False |
False |
22,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.611 |
|
2.618 |
4.283 |
|
1.618 |
4.082 |
|
1.000 |
3.958 |
|
0.618 |
3.881 |
|
HIGH |
3.757 |
|
0.618 |
3.680 |
|
0.500 |
3.657 |
|
0.382 |
3.633 |
|
LOW |
3.556 |
|
0.618 |
3.432 |
|
1.000 |
3.355 |
|
1.618 |
3.231 |
|
2.618 |
3.030 |
|
4.250 |
2.702 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.657 |
3.667 |
| PP |
3.632 |
3.639 |
| S1 |
3.607 |
3.610 |
|