NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.836 |
3.756 |
-0.080 |
-2.1% |
3.996 |
| High |
3.836 |
3.826 |
-0.010 |
-0.3% |
4.056 |
| Low |
3.755 |
3.748 |
-0.007 |
-0.2% |
3.844 |
| Close |
3.762 |
3.816 |
0.054 |
1.4% |
3.866 |
| Range |
0.081 |
0.078 |
-0.003 |
-3.7% |
0.212 |
| ATR |
0.101 |
0.100 |
-0.002 |
-1.6% |
0.000 |
| Volume |
24,955 |
26,622 |
1,667 |
6.7% |
108,007 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.031 |
4.001 |
3.859 |
|
| R3 |
3.953 |
3.923 |
3.837 |
|
| R2 |
3.875 |
3.875 |
3.830 |
|
| R1 |
3.845 |
3.845 |
3.823 |
3.860 |
| PP |
3.797 |
3.797 |
3.797 |
3.804 |
| S1 |
3.767 |
3.767 |
3.809 |
3.782 |
| S2 |
3.719 |
3.719 |
3.802 |
|
| S3 |
3.641 |
3.689 |
3.795 |
|
| S4 |
3.563 |
3.611 |
3.773 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.558 |
4.424 |
3.983 |
|
| R3 |
4.346 |
4.212 |
3.924 |
|
| R2 |
4.134 |
4.134 |
3.905 |
|
| R1 |
4.000 |
4.000 |
3.885 |
3.961 |
| PP |
3.922 |
3.922 |
3.922 |
3.903 |
| S1 |
3.788 |
3.788 |
3.847 |
3.749 |
| S2 |
3.710 |
3.710 |
3.827 |
|
| S3 |
3.498 |
3.576 |
3.808 |
|
| S4 |
3.286 |
3.364 |
3.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.012 |
3.748 |
0.264 |
6.9% |
0.090 |
2.4% |
26% |
False |
True |
28,007 |
| 10 |
4.204 |
3.748 |
0.456 |
11.9% |
0.087 |
2.3% |
15% |
False |
True |
25,033 |
| 20 |
4.373 |
3.748 |
0.625 |
16.4% |
0.098 |
2.6% |
11% |
False |
True |
24,291 |
| 40 |
4.525 |
3.748 |
0.777 |
20.4% |
0.108 |
2.8% |
9% |
False |
True |
25,400 |
| 60 |
4.525 |
3.748 |
0.777 |
20.4% |
0.109 |
2.9% |
9% |
False |
True |
28,401 |
| 80 |
4.525 |
3.440 |
1.085 |
28.4% |
0.102 |
2.7% |
35% |
False |
False |
29,049 |
| 100 |
4.525 |
3.440 |
1.085 |
28.4% |
0.099 |
2.6% |
35% |
False |
False |
27,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.158 |
|
2.618 |
4.030 |
|
1.618 |
3.952 |
|
1.000 |
3.904 |
|
0.618 |
3.874 |
|
HIGH |
3.826 |
|
0.618 |
3.796 |
|
0.500 |
3.787 |
|
0.382 |
3.778 |
|
LOW |
3.748 |
|
0.618 |
3.700 |
|
1.000 |
3.670 |
|
1.618 |
3.622 |
|
2.618 |
3.544 |
|
4.250 |
3.417 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.806 |
3.826 |
| PP |
3.797 |
3.822 |
| S1 |
3.787 |
3.819 |
|