NYMEX Natural Gas Future September 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 |
3.861 |
3.820 |
-0.041 |
-1.1% |
3.960 |
| High |
3.890 |
3.825 |
-0.065 |
-1.7% |
4.047 |
| Low |
3.804 |
3.741 |
-0.063 |
-1.7% |
3.826 |
| Close |
3.825 |
3.746 |
-0.079 |
-2.1% |
3.851 |
| Range |
0.086 |
0.084 |
-0.002 |
-2.3% |
0.221 |
| ATR |
0.105 |
0.104 |
-0.002 |
-1.4% |
0.000 |
| Volume |
72,939 |
64,965 |
-7,974 |
-10.9% |
108,721 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.023 |
3.968 |
3.792 |
|
| R3 |
3.939 |
3.884 |
3.769 |
|
| R2 |
3.855 |
3.855 |
3.761 |
|
| R1 |
3.800 |
3.800 |
3.754 |
3.786 |
| PP |
3.771 |
3.771 |
3.771 |
3.763 |
| S1 |
3.716 |
3.716 |
3.738 |
3.702 |
| S2 |
3.687 |
3.687 |
3.731 |
|
| S3 |
3.603 |
3.632 |
3.723 |
|
| S4 |
3.519 |
3.548 |
3.700 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.571 |
4.432 |
3.973 |
|
| R3 |
4.350 |
4.211 |
3.912 |
|
| R2 |
4.129 |
4.129 |
3.892 |
|
| R1 |
3.990 |
3.990 |
3.871 |
3.949 |
| PP |
3.908 |
3.908 |
3.908 |
3.888 |
| S1 |
3.769 |
3.769 |
3.831 |
3.728 |
| S2 |
3.687 |
3.687 |
3.810 |
|
| S3 |
3.466 |
3.548 |
3.790 |
|
| S4 |
3.245 |
3.327 |
3.729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.034 |
3.741 |
0.293 |
7.8% |
0.088 |
2.4% |
2% |
False |
True |
40,699 |
| 10 |
4.242 |
3.741 |
0.501 |
13.4% |
0.095 |
2.5% |
1% |
False |
True |
31,131 |
| 20 |
4.366 |
3.741 |
0.625 |
16.7% |
0.103 |
2.8% |
1% |
False |
True |
24,225 |
| 40 |
4.517 |
3.741 |
0.776 |
20.7% |
0.111 |
3.0% |
1% |
False |
True |
19,887 |
| 60 |
4.517 |
3.741 |
0.776 |
20.7% |
0.110 |
2.9% |
1% |
False |
True |
17,750 |
| 80 |
4.517 |
3.420 |
1.097 |
29.3% |
0.101 |
2.7% |
30% |
False |
False |
15,321 |
| 100 |
4.517 |
3.420 |
1.097 |
29.3% |
0.098 |
2.6% |
30% |
False |
False |
13,245 |
| 120 |
4.517 |
3.350 |
1.167 |
31.2% |
0.094 |
2.5% |
34% |
False |
False |
11,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.182 |
|
2.618 |
4.045 |
|
1.618 |
3.961 |
|
1.000 |
3.909 |
|
0.618 |
3.877 |
|
HIGH |
3.825 |
|
0.618 |
3.793 |
|
0.500 |
3.783 |
|
0.382 |
3.773 |
|
LOW |
3.741 |
|
0.618 |
3.689 |
|
1.000 |
3.657 |
|
1.618 |
3.605 |
|
2.618 |
3.521 |
|
4.250 |
3.384 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.783 |
3.816 |
| PP |
3.771 |
3.792 |
| S1 |
3.758 |
3.769 |
|