NYMEX Natural Gas Future October 2013
Trading Metrics calculated at close of trading on 21-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
3.986 |
3.896 |
-0.090 |
-2.3% |
3.767 |
High |
3.986 |
3.932 |
-0.054 |
-1.4% |
4.004 |
Low |
3.872 |
3.799 |
-0.073 |
-1.9% |
3.767 |
Close |
3.908 |
3.804 |
-0.104 |
-2.7% |
3.804 |
Range |
0.114 |
0.133 |
0.019 |
16.7% |
0.237 |
ATR |
0.103 |
0.105 |
0.002 |
2.1% |
0.000 |
Volume |
16,616 |
19,114 |
2,498 |
15.0% |
110,478 |
|
Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.244 |
4.157 |
3.877 |
|
R3 |
4.111 |
4.024 |
3.841 |
|
R2 |
3.978 |
3.978 |
3.828 |
|
R1 |
3.891 |
3.891 |
3.816 |
3.868 |
PP |
3.845 |
3.845 |
3.845 |
3.834 |
S1 |
3.758 |
3.758 |
3.792 |
3.735 |
S2 |
3.712 |
3.712 |
3.780 |
|
S3 |
3.579 |
3.625 |
3.767 |
|
S4 |
3.446 |
3.492 |
3.731 |
|
|
Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.569 |
4.424 |
3.934 |
|
R3 |
4.332 |
4.187 |
3.869 |
|
R2 |
4.095 |
4.095 |
3.847 |
|
R1 |
3.950 |
3.950 |
3.826 |
4.023 |
PP |
3.858 |
3.858 |
3.858 |
3.895 |
S1 |
3.713 |
3.713 |
3.782 |
3.786 |
S2 |
3.621 |
3.621 |
3.761 |
|
S3 |
3.384 |
3.476 |
3.739 |
|
S4 |
3.147 |
3.239 |
3.674 |
|
|
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 |
6.2% |
0.110 |
2.9% |
16% |
False |
False |
22,095 |
10 |
4.004 |
3.748 |
0.256 |
6.7% |
0.102 |
2.7% |
22% |
False |
False |
25,853 |
20 |
4.373 |
3.748 |
0.625 |
16.4% |
0.101 |
2.6% |
9% |
False |
False |
24,638 |
40 |
4.525 |
3.748 |
0.777 |
20.4% |
0.108 |
2.8% |
7% |
False |
False |
24,979 |
60 |
4.525 |
3.748 |
0.777 |
20.4% |
0.110 |
2.9% |
7% |
False |
False |
27,350 |
80 |
4.525 |
3.625 |
0.900 |
23.7% |
0.104 |
2.7% |
20% |
False |
False |
29,629 |
100 |
4.525 |
3.440 |
1.085 |
28.5% |
0.100 |
2.6% |
34% |
False |
False |
27,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.497 |
2.618 |
4.280 |
1.618 |
4.147 |
1.000 |
4.065 |
0.618 |
4.014 |
HIGH |
3.932 |
0.618 |
3.881 |
0.500 |
3.866 |
0.382 |
3.850 |
LOW |
3.799 |
0.618 |
3.717 |
1.000 |
3.666 |
1.618 |
3.584 |
2.618 |
3.451 |
4.250 |
3.234 |
|
|
Fisher Pivots for day following 21-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
3.866 |
3.902 |
PP |
3.845 |
3.869 |
S1 |
3.825 |
3.837 |
|