NYMEX Natural Gas Future October 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 |
3.767 |
3.934 |
0.167 |
4.4% |
3.871 |
| High |
3.942 |
3.975 |
0.033 |
0.8% |
3.903 |
| Low |
3.767 |
3.896 |
0.129 |
3.4% |
3.748 |
| Close |
3.908 |
3.934 |
0.026 |
0.7% |
3.776 |
| Range |
0.175 |
0.079 |
-0.096 |
-54.9% |
0.155 |
| ATR |
0.107 |
0.105 |
-0.002 |
-1.9% |
0.000 |
| Volume |
16,839 |
32,067 |
15,228 |
90.4% |
148,053 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.172 |
4.132 |
3.977 |
|
| R3 |
4.093 |
4.053 |
3.956 |
|
| R2 |
4.014 |
4.014 |
3.948 |
|
| R1 |
3.974 |
3.974 |
3.941 |
3.974 |
| PP |
3.935 |
3.935 |
3.935 |
3.935 |
| S1 |
3.895 |
3.895 |
3.927 |
3.895 |
| S2 |
3.856 |
3.856 |
3.920 |
|
| S3 |
3.777 |
3.816 |
3.912 |
|
| S4 |
3.698 |
3.737 |
3.891 |
|
|
| 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 |
3.975 |
3.748 |
0.227 |
5.8% |
0.112 |
2.8% |
82% |
True |
False |
27,157 |
| 10 |
4.044 |
3.748 |
0.296 |
7.5% |
0.098 |
2.5% |
63% |
False |
False |
26,561 |
| 20 |
4.373 |
3.748 |
0.625 |
15.9% |
0.100 |
2.5% |
30% |
False |
False |
24,475 |
| 40 |
4.525 |
3.748 |
0.777 |
19.8% |
0.108 |
2.7% |
24% |
False |
False |
24,939 |
| 60 |
4.525 |
3.748 |
0.777 |
19.8% |
0.111 |
2.8% |
24% |
False |
False |
27,582 |
| 80 |
4.525 |
3.621 |
0.904 |
23.0% |
0.104 |
2.6% |
35% |
False |
False |
29,613 |
| 100 |
4.525 |
3.440 |
1.085 |
27.6% |
0.100 |
2.5% |
46% |
False |
False |
27,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.311 |
|
2.618 |
4.182 |
|
1.618 |
4.103 |
|
1.000 |
4.054 |
|
0.618 |
4.024 |
|
HIGH |
3.975 |
|
0.618 |
3.945 |
|
0.500 |
3.936 |
|
0.382 |
3.926 |
|
LOW |
3.896 |
|
0.618 |
3.847 |
|
1.000 |
3.817 |
|
1.618 |
3.768 |
|
2.618 |
3.689 |
|
4.250 |
3.560 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.936 |
3.913 |
| PP |
3.935 |
3.892 |
| S1 |
3.935 |
3.871 |
|