NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.853 |
3.767 |
-0.086 |
-2.2% |
3.871 |
| High |
3.871 |
3.942 |
0.071 |
1.8% |
3.903 |
| Low |
3.771 |
3.767 |
-0.004 |
-0.1% |
3.748 |
| Close |
3.776 |
3.908 |
0.132 |
3.5% |
3.776 |
| Range |
0.100 |
0.175 |
0.075 |
75.0% |
0.155 |
| ATR |
0.101 |
0.107 |
0.005 |
5.2% |
0.000 |
| Volume |
35,397 |
16,839 |
-18,558 |
-52.4% |
148,053 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.397 |
4.328 |
4.004 |
|
| R3 |
4.222 |
4.153 |
3.956 |
|
| R2 |
4.047 |
4.047 |
3.940 |
|
| R1 |
3.978 |
3.978 |
3.924 |
4.013 |
| PP |
3.872 |
3.872 |
3.872 |
3.890 |
| S1 |
3.803 |
3.803 |
3.892 |
3.838 |
| S2 |
3.697 |
3.697 |
3.876 |
|
| S3 |
3.522 |
3.628 |
3.860 |
|
| S4 |
3.347 |
3.453 |
3.812 |
|
|
| 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 |
3.942 |
3.748 |
0.194 |
5.0% |
0.112 |
2.9% |
82% |
True |
False |
25,735 |
| 10 |
4.049 |
3.748 |
0.301 |
7.7% |
0.096 |
2.5% |
53% |
False |
False |
25,461 |
| 20 |
4.373 |
3.748 |
0.625 |
16.0% |
0.100 |
2.5% |
26% |
False |
False |
24,381 |
| 40 |
4.525 |
3.748 |
0.777 |
19.9% |
0.109 |
2.8% |
21% |
False |
False |
24,758 |
| 60 |
4.525 |
3.748 |
0.777 |
19.9% |
0.111 |
2.8% |
21% |
False |
False |
27,785 |
| 80 |
4.525 |
3.524 |
1.001 |
25.6% |
0.104 |
2.7% |
38% |
False |
False |
29,486 |
| 100 |
4.525 |
3.440 |
1.085 |
27.8% |
0.100 |
2.6% |
43% |
False |
False |
27,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.686 |
|
2.618 |
4.400 |
|
1.618 |
4.225 |
|
1.000 |
4.117 |
|
0.618 |
4.050 |
|
HIGH |
3.942 |
|
0.618 |
3.875 |
|
0.500 |
3.855 |
|
0.382 |
3.834 |
|
LOW |
3.767 |
|
0.618 |
3.659 |
|
1.000 |
3.592 |
|
1.618 |
3.484 |
|
2.618 |
3.309 |
|
4.250 |
3.023 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.890 |
3.889 |
| PP |
3.872 |
3.869 |
| S1 |
3.855 |
3.850 |
|