NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.965 |
3.986 |
0.021 |
0.5% |
3.871 |
| High |
4.004 |
3.986 |
-0.018 |
-0.4% |
3.903 |
| Low |
3.957 |
3.872 |
-0.085 |
-2.1% |
3.748 |
| Close |
3.988 |
3.908 |
-0.080 |
-2.0% |
3.776 |
| Range |
0.047 |
0.114 |
0.067 |
142.6% |
0.155 |
| ATR |
0.102 |
0.103 |
0.001 |
1.0% |
0.000 |
| Volume |
25,842 |
16,616 |
-9,226 |
-35.7% |
148,053 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.264 |
4.200 |
3.971 |
|
| R3 |
4.150 |
4.086 |
3.939 |
|
| R2 |
4.036 |
4.036 |
3.929 |
|
| R1 |
3.972 |
3.972 |
3.918 |
3.947 |
| PP |
3.922 |
3.922 |
3.922 |
3.910 |
| S1 |
3.858 |
3.858 |
3.898 |
3.833 |
| S2 |
3.808 |
3.808 |
3.887 |
|
| S3 |
3.694 |
3.744 |
3.877 |
|
| S4 |
3.580 |
3.630 |
3.845 |
|
|
| 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 |
4.004 |
3.767 |
0.237 |
6.1% |
0.103 |
2.6% |
59% |
False |
False |
25,352 |
| 10 |
4.004 |
3.748 |
0.256 |
6.6% |
0.093 |
2.4% |
63% |
False |
False |
27,510 |
| 20 |
4.373 |
3.748 |
0.625 |
16.0% |
0.099 |
2.5% |
26% |
False |
False |
24,578 |
| 40 |
4.525 |
3.748 |
0.777 |
19.9% |
0.107 |
2.7% |
21% |
False |
False |
25,043 |
| 60 |
4.525 |
3.748 |
0.777 |
19.9% |
0.109 |
2.8% |
21% |
False |
False |
27,533 |
| 80 |
4.525 |
3.625 |
0.900 |
23.0% |
0.104 |
2.7% |
31% |
False |
False |
29,663 |
| 100 |
4.525 |
3.440 |
1.085 |
27.8% |
0.100 |
2.5% |
43% |
False |
False |
27,935 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.471 |
|
2.618 |
4.284 |
|
1.618 |
4.170 |
|
1.000 |
4.100 |
|
0.618 |
4.056 |
|
HIGH |
3.986 |
|
0.618 |
3.942 |
|
0.500 |
3.929 |
|
0.382 |
3.916 |
|
LOW |
3.872 |
|
0.618 |
3.802 |
|
1.000 |
3.758 |
|
1.618 |
3.688 |
|
2.618 |
3.574 |
|
4.250 |
3.388 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.929 |
3.938 |
| PP |
3.922 |
3.928 |
| S1 |
3.915 |
3.918 |
|