NYMEX Natural Gas Future October 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 |
3.812 |
3.853 |
0.041 |
1.1% |
3.871 |
| High |
3.885 |
3.871 |
-0.014 |
-0.4% |
3.903 |
| Low |
3.758 |
3.771 |
0.013 |
0.3% |
3.748 |
| Close |
3.855 |
3.776 |
-0.079 |
-2.0% |
3.776 |
| Range |
0.127 |
0.100 |
-0.027 |
-21.3% |
0.155 |
| ATR |
0.102 |
0.101 |
0.000 |
-0.1% |
0.000 |
| Volume |
24,864 |
35,397 |
10,533 |
42.4% |
148,053 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.106 |
4.041 |
3.831 |
|
| R3 |
4.006 |
3.941 |
3.804 |
|
| R2 |
3.906 |
3.906 |
3.794 |
|
| R1 |
3.841 |
3.841 |
3.785 |
3.824 |
| PP |
3.806 |
3.806 |
3.806 |
3.797 |
| S1 |
3.741 |
3.741 |
3.767 |
3.724 |
| S2 |
3.706 |
3.706 |
3.758 |
|
| S3 |
3.606 |
3.641 |
3.749 |
|
| S4 |
3.506 |
3.541 |
3.721 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.180 |
3.861 |
|
| R3 |
4.119 |
4.025 |
3.819 |
|
| R2 |
3.964 |
3.964 |
3.804 |
|
| R1 |
3.870 |
3.870 |
3.790 |
3.840 |
| PP |
3.809 |
3.809 |
3.809 |
3.794 |
| S1 |
3.715 |
3.715 |
3.762 |
3.685 |
| S2 |
3.654 |
3.654 |
3.748 |
|
| S3 |
3.499 |
3.560 |
3.733 |
|
| S4 |
3.344 |
3.405 |
3.691 |
|
|
| 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 |
4.1% |
0.094 |
2.5% |
18% |
False |
False |
29,610 |
| 10 |
4.056 |
3.748 |
0.308 |
8.2% |
0.086 |
2.3% |
9% |
False |
False |
25,606 |
| 20 |
4.373 |
3.748 |
0.625 |
16.6% |
0.099 |
2.6% |
4% |
False |
False |
25,137 |
| 40 |
4.525 |
3.748 |
0.777 |
20.6% |
0.106 |
2.8% |
4% |
False |
False |
25,639 |
| 60 |
4.525 |
3.748 |
0.777 |
20.6% |
0.110 |
2.9% |
4% |
False |
False |
27,968 |
| 80 |
4.525 |
3.511 |
1.014 |
26.9% |
0.103 |
2.7% |
26% |
False |
False |
29,450 |
| 100 |
4.525 |
3.440 |
1.085 |
28.7% |
0.099 |
2.6% |
31% |
False |
False |
28,017 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.296 |
|
2.618 |
4.133 |
|
1.618 |
4.033 |
|
1.000 |
3.971 |
|
0.618 |
3.933 |
|
HIGH |
3.871 |
|
0.618 |
3.833 |
|
0.500 |
3.821 |
|
0.382 |
3.809 |
|
LOW |
3.771 |
|
0.618 |
3.709 |
|
1.000 |
3.671 |
|
1.618 |
3.609 |
|
2.618 |
3.509 |
|
4.250 |
3.346 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.821 |
3.817 |
| PP |
3.806 |
3.803 |
| S1 |
3.791 |
3.790 |
|