NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.795 |
3.847 |
0.052 |
1.4% |
3.861 |
| High |
3.872 |
3.858 |
-0.014 |
-0.4% |
3.890 |
| Low |
3.741 |
3.757 |
0.016 |
0.4% |
3.732 |
| Close |
3.840 |
3.761 |
-0.079 |
-2.1% |
3.761 |
| Range |
0.131 |
0.101 |
-0.030 |
-22.9% |
0.158 |
| ATR |
0.104 |
0.104 |
0.000 |
-0.2% |
0.000 |
| Volume |
67,097 |
66,706 |
-391 |
-0.6% |
343,818 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.095 |
4.029 |
3.817 |
|
| R3 |
3.994 |
3.928 |
3.789 |
|
| R2 |
3.893 |
3.893 |
3.780 |
|
| R1 |
3.827 |
3.827 |
3.770 |
3.810 |
| PP |
3.792 |
3.792 |
3.792 |
3.783 |
| S1 |
3.726 |
3.726 |
3.752 |
3.709 |
| S2 |
3.691 |
3.691 |
3.742 |
|
| S3 |
3.590 |
3.625 |
3.733 |
|
| S4 |
3.489 |
3.524 |
3.705 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.268 |
4.173 |
3.848 |
|
| R3 |
4.110 |
4.015 |
3.804 |
|
| R2 |
3.952 |
3.952 |
3.790 |
|
| R1 |
3.857 |
3.857 |
3.775 |
3.826 |
| PP |
3.794 |
3.794 |
3.794 |
3.779 |
| S1 |
3.699 |
3.699 |
3.747 |
3.668 |
| S2 |
3.636 |
3.636 |
3.732 |
|
| S3 |
3.478 |
3.541 |
3.718 |
|
| S4 |
3.320 |
3.383 |
3.674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.890 |
3.732 |
0.158 |
4.2% |
0.096 |
2.6% |
18% |
False |
False |
68,763 |
| 10 |
4.047 |
3.732 |
0.315 |
8.4% |
0.090 |
2.4% |
9% |
False |
False |
45,253 |
| 20 |
4.366 |
3.732 |
0.634 |
16.9% |
0.102 |
2.7% |
5% |
False |
False |
32,265 |
| 40 |
4.517 |
3.732 |
0.785 |
20.9% |
0.109 |
2.9% |
4% |
False |
False |
24,087 |
| 60 |
4.517 |
3.732 |
0.785 |
20.9% |
0.111 |
2.9% |
4% |
False |
False |
20,544 |
| 80 |
4.517 |
3.479 |
1.038 |
27.6% |
0.102 |
2.7% |
27% |
False |
False |
17,682 |
| 100 |
4.517 |
3.420 |
1.097 |
29.2% |
0.098 |
2.6% |
31% |
False |
False |
15,216 |
| 120 |
4.517 |
3.350 |
1.167 |
31.0% |
0.095 |
2.5% |
35% |
False |
False |
13,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.287 |
|
2.618 |
4.122 |
|
1.618 |
4.021 |
|
1.000 |
3.959 |
|
0.618 |
3.920 |
|
HIGH |
3.858 |
|
0.618 |
3.819 |
|
0.500 |
3.808 |
|
0.382 |
3.796 |
|
LOW |
3.757 |
|
0.618 |
3.695 |
|
1.000 |
3.656 |
|
1.618 |
3.594 |
|
2.618 |
3.493 |
|
4.250 |
3.328 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.808 |
3.802 |
| PP |
3.792 |
3.788 |
| S1 |
3.777 |
3.775 |
|