NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.856 |
3.816 |
-0.040 |
-1.0% |
3.980 |
| High |
3.888 |
3.820 |
-0.068 |
-1.7% |
4.056 |
| Low |
3.800 |
3.739 |
-0.061 |
-1.6% |
3.829 |
| Close |
3.821 |
3.743 |
-0.078 |
-2.0% |
3.848 |
| Range |
0.088 |
0.081 |
-0.007 |
-8.0% |
0.227 |
| ATR |
0.109 |
0.107 |
-0.002 |
-1.8% |
0.000 |
| Volume |
63,104 |
57,050 |
-6,054 |
-9.6% |
172,200 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.010 |
3.958 |
3.788 |
|
| R3 |
3.929 |
3.877 |
3.765 |
|
| R2 |
3.848 |
3.848 |
3.758 |
|
| R1 |
3.796 |
3.796 |
3.750 |
3.782 |
| PP |
3.767 |
3.767 |
3.767 |
3.760 |
| S1 |
3.715 |
3.715 |
3.736 |
3.701 |
| S2 |
3.686 |
3.686 |
3.728 |
|
| S3 |
3.605 |
3.634 |
3.721 |
|
| S4 |
3.524 |
3.553 |
3.698 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.592 |
4.447 |
3.973 |
|
| R3 |
4.365 |
4.220 |
3.910 |
|
| R2 |
4.138 |
4.138 |
3.890 |
|
| R1 |
3.993 |
3.993 |
3.869 |
3.952 |
| PP |
3.911 |
3.911 |
3.911 |
3.891 |
| S1 |
3.766 |
3.766 |
3.827 |
3.725 |
| S2 |
3.684 |
3.684 |
3.806 |
|
| S3 |
3.457 |
3.539 |
3.786 |
|
| S4 |
3.230 |
3.312 |
3.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.042 |
3.739 |
0.303 |
8.1% |
0.090 |
2.4% |
1% |
False |
True |
48,178 |
| 10 |
4.249 |
3.739 |
0.510 |
13.6% |
0.096 |
2.6% |
1% |
False |
True |
37,288 |
| 20 |
4.377 |
3.739 |
0.638 |
17.0% |
0.108 |
2.9% |
1% |
False |
True |
30,420 |
| 40 |
4.525 |
3.739 |
0.786 |
21.0% |
0.116 |
3.1% |
1% |
False |
True |
25,236 |
| 60 |
4.525 |
3.739 |
0.786 |
21.0% |
0.115 |
3.1% |
1% |
False |
True |
22,350 |
| 80 |
4.525 |
3.404 |
1.121 |
29.9% |
0.106 |
2.8% |
30% |
False |
False |
19,315 |
| 100 |
4.525 |
3.404 |
1.121 |
29.9% |
0.102 |
2.7% |
30% |
False |
False |
16,508 |
| 120 |
4.525 |
3.365 |
1.160 |
31.0% |
0.097 |
2.6% |
33% |
False |
False |
14,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.164 |
|
2.618 |
4.032 |
|
1.618 |
3.951 |
|
1.000 |
3.901 |
|
0.618 |
3.870 |
|
HIGH |
3.820 |
|
0.618 |
3.789 |
|
0.500 |
3.780 |
|
0.382 |
3.770 |
|
LOW |
3.739 |
|
0.618 |
3.689 |
|
1.000 |
3.658 |
|
1.618 |
3.608 |
|
2.618 |
3.527 |
|
4.250 |
3.395 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.780 |
3.814 |
| PP |
3.767 |
3.790 |
| S1 |
3.755 |
3.767 |
|