NYMEX Natural Gas Future December 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 |
4.180 |
4.124 |
-0.056 |
-1.3% |
4.022 |
| High |
4.185 |
4.135 |
-0.050 |
-1.2% |
4.215 |
| Low |
4.079 |
4.036 |
-0.043 |
-1.1% |
4.022 |
| Close |
4.129 |
4.036 |
-0.093 |
-2.3% |
4.036 |
| Range |
0.106 |
0.099 |
-0.007 |
-6.6% |
0.193 |
| ATR |
0.093 |
0.093 |
0.000 |
0.5% |
0.000 |
| Volume |
4,135 |
7,278 |
3,143 |
76.0% |
29,730 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.366 |
4.300 |
4.090 |
|
| R3 |
4.267 |
4.201 |
4.063 |
|
| R2 |
4.168 |
4.168 |
4.054 |
|
| R1 |
4.102 |
4.102 |
4.045 |
4.086 |
| PP |
4.069 |
4.069 |
4.069 |
4.061 |
| S1 |
4.003 |
4.003 |
4.027 |
3.987 |
| S2 |
3.970 |
3.970 |
4.018 |
|
| S3 |
3.871 |
3.904 |
4.009 |
|
| S4 |
3.772 |
3.805 |
3.982 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.670 |
4.546 |
4.142 |
|
| R3 |
4.477 |
4.353 |
4.089 |
|
| R2 |
4.284 |
4.284 |
4.071 |
|
| R1 |
4.160 |
4.160 |
4.054 |
4.222 |
| PP |
4.091 |
4.091 |
4.091 |
4.122 |
| S1 |
3.967 |
3.967 |
4.018 |
4.029 |
| S2 |
3.898 |
3.898 |
4.001 |
|
| S3 |
3.705 |
3.774 |
3.983 |
|
| S4 |
3.512 |
3.581 |
3.930 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.215 |
4.022 |
0.193 |
4.8% |
0.090 |
2.2% |
7% |
False |
False |
5,946 |
| 10 |
4.215 |
3.995 |
0.220 |
5.5% |
0.087 |
2.2% |
19% |
False |
False |
7,044 |
| 20 |
4.583 |
3.995 |
0.588 |
14.6% |
0.088 |
2.2% |
7% |
False |
False |
6,676 |
| 40 |
4.744 |
3.995 |
0.749 |
18.6% |
0.097 |
2.4% |
5% |
False |
False |
6,714 |
| 60 |
4.744 |
3.995 |
0.749 |
18.6% |
0.098 |
2.4% |
5% |
False |
False |
7,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.556 |
|
2.618 |
4.394 |
|
1.618 |
4.295 |
|
1.000 |
4.234 |
|
0.618 |
4.196 |
|
HIGH |
4.135 |
|
0.618 |
4.097 |
|
0.500 |
4.086 |
|
0.382 |
4.074 |
|
LOW |
4.036 |
|
0.618 |
3.975 |
|
1.000 |
3.937 |
|
1.618 |
3.876 |
|
2.618 |
3.777 |
|
4.250 |
3.615 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.086 |
4.126 |
| PP |
4.069 |
4.096 |
| S1 |
4.053 |
4.066 |
|