NYMEX Natural Gas Future September 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 |
3.975 |
3.890 |
-0.085 |
-2.1% |
3.751 |
| High |
3.975 |
3.921 |
-0.054 |
-1.4% |
3.996 |
| Low |
3.852 |
3.783 |
-0.069 |
-1.8% |
3.751 |
| Close |
3.897 |
3.789 |
-0.108 |
-2.8% |
3.789 |
| Range |
0.123 |
0.138 |
0.015 |
12.2% |
0.245 |
| ATR |
0.106 |
0.108 |
0.002 |
2.1% |
0.000 |
| Volume |
22,407 |
31,449 |
9,042 |
40.4% |
147,960 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.245 |
4.155 |
3.865 |
|
| R3 |
4.107 |
4.017 |
3.827 |
|
| R2 |
3.969 |
3.969 |
3.814 |
|
| R1 |
3.879 |
3.879 |
3.802 |
3.855 |
| PP |
3.831 |
3.831 |
3.831 |
3.819 |
| S1 |
3.741 |
3.741 |
3.776 |
3.717 |
| S2 |
3.693 |
3.693 |
3.764 |
|
| S3 |
3.555 |
3.603 |
3.751 |
|
| S4 |
3.417 |
3.465 |
3.713 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.580 |
4.430 |
3.924 |
|
| R3 |
4.335 |
4.185 |
3.856 |
|
| R2 |
4.090 |
4.090 |
3.834 |
|
| R1 |
3.940 |
3.940 |
3.811 |
4.015 |
| PP |
3.845 |
3.845 |
3.845 |
3.883 |
| S1 |
3.695 |
3.695 |
3.767 |
3.770 |
| S2 |
3.600 |
3.600 |
3.744 |
|
| S3 |
3.355 |
3.450 |
3.722 |
|
| S4 |
3.110 |
3.205 |
3.654 |
|
|
| 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 |
6.5% |
0.118 |
3.1% |
16% |
False |
False |
29,592 |
| 10 |
3.996 |
3.732 |
0.264 |
7.0% |
0.107 |
2.8% |
22% |
False |
False |
49,177 |
| 20 |
4.366 |
3.732 |
0.634 |
16.7% |
0.106 |
2.8% |
9% |
False |
False |
35,112 |
| 40 |
4.517 |
3.732 |
0.785 |
20.7% |
0.112 |
3.0% |
7% |
False |
False |
25,888 |
| 60 |
4.517 |
3.732 |
0.785 |
20.7% |
0.112 |
2.9% |
7% |
False |
False |
22,277 |
| 80 |
4.517 |
3.595 |
0.922 |
24.3% |
0.105 |
2.8% |
21% |
False |
False |
19,227 |
| 100 |
4.517 |
3.420 |
1.097 |
29.0% |
0.100 |
2.6% |
34% |
False |
False |
16,487 |
| 120 |
4.517 |
3.350 |
1.167 |
30.8% |
0.098 |
2.6% |
38% |
False |
False |
14,399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.508 |
|
2.618 |
4.282 |
|
1.618 |
4.144 |
|
1.000 |
4.059 |
|
0.618 |
4.006 |
|
HIGH |
3.921 |
|
0.618 |
3.868 |
|
0.500 |
3.852 |
|
0.382 |
3.836 |
|
LOW |
3.783 |
|
0.618 |
3.698 |
|
1.000 |
3.645 |
|
1.618 |
3.560 |
|
2.618 |
3.422 |
|
4.250 |
3.197 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.852 |
3.890 |
| PP |
3.831 |
3.856 |
| S1 |
3.810 |
3.823 |
|