NYMEX Natural Gas Future December 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 |
4.006 |
3.952 |
-0.054 |
-1.3% |
4.022 |
| High |
4.021 |
3.998 |
-0.023 |
-0.6% |
4.215 |
| Low |
3.930 |
3.930 |
0.000 |
0.0% |
4.022 |
| Close |
3.930 |
3.989 |
0.059 |
1.5% |
4.036 |
| Range |
0.091 |
0.068 |
-0.023 |
-25.3% |
0.193 |
| ATR |
0.092 |
0.090 |
-0.002 |
-1.8% |
0.000 |
| Volume |
6,320 |
8,403 |
2,083 |
33.0% |
29,730 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.176 |
4.151 |
4.026 |
|
| R3 |
4.108 |
4.083 |
4.008 |
|
| R2 |
4.040 |
4.040 |
4.001 |
|
| R1 |
4.015 |
4.015 |
3.995 |
4.028 |
| PP |
3.972 |
3.972 |
3.972 |
3.979 |
| S1 |
3.947 |
3.947 |
3.983 |
3.960 |
| S2 |
3.904 |
3.904 |
3.977 |
|
| S3 |
3.836 |
3.879 |
3.970 |
|
| S4 |
3.768 |
3.811 |
3.952 |
|
|
| 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 |
4.185 |
3.930 |
0.255 |
6.4% |
0.087 |
2.2% |
23% |
False |
True |
6,414 |
| 10 |
4.215 |
3.930 |
0.285 |
7.1% |
0.087 |
2.2% |
21% |
False |
True |
6,860 |
| 20 |
4.431 |
3.930 |
0.501 |
12.6% |
0.083 |
2.1% |
12% |
False |
True |
6,959 |
| 40 |
4.744 |
3.930 |
0.814 |
20.4% |
0.093 |
2.3% |
7% |
False |
True |
6,542 |
| 60 |
4.744 |
3.930 |
0.814 |
20.4% |
0.097 |
2.4% |
7% |
False |
True |
7,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.287 |
|
2.618 |
4.176 |
|
1.618 |
4.108 |
|
1.000 |
4.066 |
|
0.618 |
4.040 |
|
HIGH |
3.998 |
|
0.618 |
3.972 |
|
0.500 |
3.964 |
|
0.382 |
3.956 |
|
LOW |
3.930 |
|
0.618 |
3.888 |
|
1.000 |
3.862 |
|
1.618 |
3.820 |
|
2.618 |
3.752 |
|
4.250 |
3.641 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.981 |
4.005 |
| PP |
3.972 |
3.999 |
| S1 |
3.964 |
3.994 |
|