NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.933 |
3.975 |
0.042 |
1.1% |
3.861 |
| High |
3.996 |
3.975 |
-0.021 |
-0.5% |
3.890 |
| Low |
3.927 |
3.852 |
-0.075 |
-1.9% |
3.732 |
| Close |
3.979 |
3.897 |
-0.082 |
-2.1% |
3.761 |
| Range |
0.069 |
0.123 |
0.054 |
78.3% |
0.158 |
| ATR |
0.105 |
0.106 |
0.002 |
1.5% |
0.000 |
| Volume |
34,266 |
22,407 |
-11,859 |
-34.6% |
343,818 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.277 |
4.210 |
3.965 |
|
| R3 |
4.154 |
4.087 |
3.931 |
|
| R2 |
4.031 |
4.031 |
3.920 |
|
| R1 |
3.964 |
3.964 |
3.908 |
3.936 |
| PP |
3.908 |
3.908 |
3.908 |
3.894 |
| S1 |
3.841 |
3.841 |
3.886 |
3.813 |
| S2 |
3.785 |
3.785 |
3.874 |
|
| S3 |
3.662 |
3.718 |
3.863 |
|
| S4 |
3.539 |
3.595 |
3.829 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.268 |
4.173 |
3.848 |
|
| R3 |
4.110 |
4.015 |
3.804 |
|
| R2 |
3.952 |
3.952 |
3.790 |
|
| R1 |
3.857 |
3.857 |
3.775 |
3.826 |
| PP |
3.794 |
3.794 |
3.794 |
3.779 |
| S1 |
3.699 |
3.699 |
3.747 |
3.668 |
| S2 |
3.636 |
3.636 |
3.732 |
|
| S3 |
3.478 |
3.541 |
3.718 |
|
| S4 |
3.320 |
3.383 |
3.674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.996 |
3.751 |
0.245 |
6.3% |
0.111 |
2.8% |
60% |
False |
False |
36,643 |
| 10 |
3.996 |
3.732 |
0.264 |
6.8% |
0.099 |
2.5% |
63% |
False |
False |
49,090 |
| 20 |
4.366 |
3.732 |
0.634 |
16.3% |
0.104 |
2.7% |
26% |
False |
False |
34,170 |
| 40 |
4.517 |
3.732 |
0.785 |
20.1% |
0.111 |
2.8% |
21% |
False |
False |
25,453 |
| 60 |
4.517 |
3.732 |
0.785 |
20.1% |
0.111 |
2.8% |
21% |
False |
False |
21,926 |
| 80 |
4.517 |
3.595 |
0.922 |
23.7% |
0.105 |
2.7% |
33% |
False |
False |
18,895 |
| 100 |
4.517 |
3.420 |
1.097 |
28.1% |
0.099 |
2.5% |
43% |
False |
False |
16,222 |
| 120 |
4.517 |
3.350 |
1.167 |
29.9% |
0.098 |
2.5% |
47% |
False |
False |
14,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.498 |
|
2.618 |
4.297 |
|
1.618 |
4.174 |
|
1.000 |
4.098 |
|
0.618 |
4.051 |
|
HIGH |
3.975 |
|
0.618 |
3.928 |
|
0.500 |
3.914 |
|
0.382 |
3.899 |
|
LOW |
3.852 |
|
0.618 |
3.776 |
|
1.000 |
3.729 |
|
1.618 |
3.653 |
|
2.618 |
3.530 |
|
4.250 |
3.329 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.914 |
3.924 |
| PP |
3.908 |
3.915 |
| S1 |
3.903 |
3.906 |
|