NYMEX Natural Gas Future November 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 |
3.843 |
3.777 |
-0.066 |
-1.7% |
3.877 |
| High |
3.859 |
3.832 |
-0.027 |
-0.7% |
4.070 |
| Low |
3.762 |
3.766 |
0.004 |
0.1% |
3.876 |
| Close |
3.762 |
3.823 |
0.061 |
1.6% |
3.879 |
| Range |
0.097 |
0.066 |
-0.031 |
-32.0% |
0.194 |
| ATR |
0.095 |
0.093 |
-0.002 |
-1.9% |
0.000 |
| Volume |
10,914 |
10,415 |
-499 |
-4.6% |
47,986 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.005 |
3.980 |
3.859 |
|
| R3 |
3.939 |
3.914 |
3.841 |
|
| R2 |
3.873 |
3.873 |
3.835 |
|
| R1 |
3.848 |
3.848 |
3.829 |
3.861 |
| PP |
3.807 |
3.807 |
3.807 |
3.813 |
| S1 |
3.782 |
3.782 |
3.817 |
3.795 |
| S2 |
3.741 |
3.741 |
3.811 |
|
| S3 |
3.675 |
3.716 |
3.805 |
|
| S4 |
3.609 |
3.650 |
3.787 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.524 |
4.395 |
3.986 |
|
| R3 |
4.330 |
4.201 |
3.932 |
|
| R2 |
4.136 |
4.136 |
3.915 |
|
| R1 |
4.007 |
4.007 |
3.897 |
4.072 |
| PP |
3.942 |
3.942 |
3.942 |
3.974 |
| S1 |
3.813 |
3.813 |
3.861 |
3.878 |
| S2 |
3.748 |
3.748 |
3.843 |
|
| S3 |
3.554 |
3.619 |
3.826 |
|
| S4 |
3.360 |
3.425 |
3.772 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.019 |
3.762 |
0.257 |
6.7% |
0.082 |
2.2% |
24% |
False |
False |
8,692 |
| 10 |
4.070 |
3.762 |
0.308 |
8.1% |
0.086 |
2.3% |
20% |
False |
False |
11,126 |
| 20 |
4.280 |
3.762 |
0.518 |
13.5% |
0.085 |
2.2% |
12% |
False |
False |
11,269 |
| 40 |
4.594 |
3.762 |
0.832 |
21.8% |
0.095 |
2.5% |
7% |
False |
False |
10,053 |
| 60 |
4.594 |
3.762 |
0.832 |
21.8% |
0.098 |
2.6% |
7% |
False |
False |
9,882 |
| 80 |
4.594 |
3.762 |
0.832 |
21.8% |
0.094 |
2.5% |
7% |
False |
False |
9,503 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.113 |
|
2.618 |
4.005 |
|
1.618 |
3.939 |
|
1.000 |
3.898 |
|
0.618 |
3.873 |
|
HIGH |
3.832 |
|
0.618 |
3.807 |
|
0.500 |
3.799 |
|
0.382 |
3.791 |
|
LOW |
3.766 |
|
0.618 |
3.725 |
|
1.000 |
3.700 |
|
1.618 |
3.659 |
|
2.618 |
3.593 |
|
4.250 |
3.486 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.815 |
3.843 |
| PP |
3.807 |
3.836 |
| S1 |
3.799 |
3.830 |
|