NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.751 |
3.925 |
0.174 |
4.6% |
3.861 |
| High |
3.930 |
3.965 |
0.035 |
0.9% |
3.890 |
| Low |
3.751 |
3.884 |
0.133 |
3.5% |
3.732 |
| Close |
3.896 |
3.924 |
0.028 |
0.7% |
3.761 |
| Range |
0.179 |
0.081 |
-0.098 |
-54.7% |
0.158 |
| ATR |
0.109 |
0.107 |
-0.002 |
-1.8% |
0.000 |
| Volume |
23,022 |
36,816 |
13,794 |
59.9% |
343,818 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.167 |
4.127 |
3.969 |
|
| R3 |
4.086 |
4.046 |
3.946 |
|
| R2 |
4.005 |
4.005 |
3.939 |
|
| R1 |
3.965 |
3.965 |
3.931 |
3.945 |
| PP |
3.924 |
3.924 |
3.924 |
3.914 |
| S1 |
3.884 |
3.884 |
3.917 |
3.864 |
| S2 |
3.843 |
3.843 |
3.909 |
|
| S3 |
3.762 |
3.803 |
3.902 |
|
| S4 |
3.681 |
3.722 |
3.879 |
|
|
| 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 |
3.965 |
3.732 |
0.233 |
5.9% |
0.114 |
2.9% |
82% |
True |
False |
53,150 |
| 10 |
4.034 |
3.732 |
0.302 |
7.7% |
0.101 |
2.6% |
64% |
False |
False |
46,924 |
| 20 |
4.366 |
3.732 |
0.634 |
16.2% |
0.104 |
2.6% |
30% |
False |
False |
32,829 |
| 40 |
4.517 |
3.732 |
0.785 |
20.0% |
0.111 |
2.8% |
24% |
False |
False |
24,542 |
| 60 |
4.517 |
3.732 |
0.785 |
20.0% |
0.112 |
2.8% |
24% |
False |
False |
21,234 |
| 80 |
4.517 |
3.595 |
0.922 |
23.5% |
0.104 |
2.6% |
36% |
False |
False |
18,317 |
| 100 |
4.517 |
3.420 |
1.097 |
28.0% |
0.099 |
2.5% |
46% |
False |
False |
15,723 |
| 120 |
4.517 |
3.350 |
1.167 |
29.7% |
0.097 |
2.5% |
49% |
False |
False |
13,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.309 |
|
2.618 |
4.177 |
|
1.618 |
4.096 |
|
1.000 |
4.046 |
|
0.618 |
4.015 |
|
HIGH |
3.965 |
|
0.618 |
3.934 |
|
0.500 |
3.925 |
|
0.382 |
3.915 |
|
LOW |
3.884 |
|
0.618 |
3.834 |
|
1.000 |
3.803 |
|
1.618 |
3.753 |
|
2.618 |
3.672 |
|
4.250 |
3.540 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.925 |
3.902 |
| PP |
3.924 |
3.880 |
| S1 |
3.924 |
3.858 |
|