NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.756 |
3.812 |
0.056 |
1.5% |
3.996 |
| High |
3.826 |
3.885 |
0.059 |
1.5% |
4.056 |
| Low |
3.748 |
3.758 |
0.010 |
0.3% |
3.844 |
| Close |
3.816 |
3.855 |
0.039 |
1.0% |
3.866 |
| Range |
0.078 |
0.127 |
0.049 |
62.8% |
0.212 |
| ATR |
0.100 |
0.102 |
0.002 |
2.0% |
0.000 |
| Volume |
26,622 |
24,864 |
-1,758 |
-6.6% |
108,007 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.214 |
4.161 |
3.925 |
|
| R3 |
4.087 |
4.034 |
3.890 |
|
| R2 |
3.960 |
3.960 |
3.878 |
|
| R1 |
3.907 |
3.907 |
3.867 |
3.934 |
| PP |
3.833 |
3.833 |
3.833 |
3.846 |
| S1 |
3.780 |
3.780 |
3.843 |
3.807 |
| S2 |
3.706 |
3.706 |
3.832 |
|
| S3 |
3.579 |
3.653 |
3.820 |
|
| S4 |
3.452 |
3.526 |
3.785 |
|
|
| 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 |
3.903 |
3.748 |
0.155 |
4.0% |
0.084 |
2.2% |
69% |
False |
False |
29,668 |
| 10 |
4.085 |
3.748 |
0.337 |
8.7% |
0.084 |
2.2% |
32% |
False |
False |
24,971 |
| 20 |
4.373 |
3.748 |
0.625 |
16.2% |
0.102 |
2.6% |
17% |
False |
False |
24,362 |
| 40 |
4.525 |
3.748 |
0.777 |
20.2% |
0.109 |
2.8% |
14% |
False |
False |
25,198 |
| 60 |
4.525 |
3.748 |
0.777 |
20.2% |
0.109 |
2.8% |
14% |
False |
False |
28,042 |
| 80 |
4.525 |
3.511 |
1.014 |
26.3% |
0.102 |
2.6% |
34% |
False |
False |
29,192 |
| 100 |
4.525 |
3.440 |
1.085 |
28.1% |
0.099 |
2.6% |
38% |
False |
False |
27,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.425 |
|
2.618 |
4.217 |
|
1.618 |
4.090 |
|
1.000 |
4.012 |
|
0.618 |
3.963 |
|
HIGH |
3.885 |
|
0.618 |
3.836 |
|
0.500 |
3.822 |
|
0.382 |
3.807 |
|
LOW |
3.758 |
|
0.618 |
3.680 |
|
1.000 |
3.631 |
|
1.618 |
3.553 |
|
2.618 |
3.426 |
|
4.250 |
3.218 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.844 |
3.842 |
| PP |
3.833 |
3.829 |
| S1 |
3.822 |
3.817 |
|