NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.769 |
3.693 |
-0.076 |
-2.0% |
3.767 |
| High |
3.787 |
3.760 |
-0.027 |
-0.7% |
4.004 |
| Low |
3.683 |
3.688 |
0.005 |
0.1% |
3.767 |
| Close |
3.684 |
3.748 |
0.064 |
1.7% |
3.804 |
| Range |
0.104 |
0.072 |
-0.032 |
-30.8% |
0.237 |
| ATR |
0.104 |
0.102 |
-0.002 |
-1.9% |
0.000 |
| Volume |
21,790 |
31,404 |
9,614 |
44.1% |
110,478 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.948 |
3.920 |
3.788 |
|
| R3 |
3.876 |
3.848 |
3.768 |
|
| R2 |
3.804 |
3.804 |
3.761 |
|
| R1 |
3.776 |
3.776 |
3.755 |
3.790 |
| PP |
3.732 |
3.732 |
3.732 |
3.739 |
| S1 |
3.704 |
3.704 |
3.741 |
3.718 |
| S2 |
3.660 |
3.660 |
3.735 |
|
| S3 |
3.588 |
3.632 |
3.728 |
|
| S4 |
3.516 |
3.560 |
3.708 |
|
|
| 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 |
3.986 |
3.683 |
0.303 |
8.1% |
0.102 |
2.7% |
21% |
False |
False |
22,077 |
| 10 |
4.004 |
3.683 |
0.321 |
8.6% |
0.104 |
2.8% |
20% |
False |
False |
24,539 |
| 20 |
4.204 |
3.683 |
0.521 |
13.9% |
0.096 |
2.6% |
12% |
False |
False |
24,786 |
| 40 |
4.525 |
3.683 |
0.842 |
22.5% |
0.104 |
2.8% |
8% |
False |
False |
24,996 |
| 60 |
4.525 |
3.683 |
0.842 |
22.5% |
0.109 |
2.9% |
8% |
False |
False |
26,810 |
| 80 |
4.525 |
3.680 |
0.845 |
22.5% |
0.104 |
2.8% |
8% |
False |
False |
29,422 |
| 100 |
4.525 |
3.440 |
1.085 |
28.9% |
0.100 |
2.7% |
28% |
False |
False |
27,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.066 |
|
2.618 |
3.948 |
|
1.618 |
3.876 |
|
1.000 |
3.832 |
|
0.618 |
3.804 |
|
HIGH |
3.760 |
|
0.618 |
3.732 |
|
0.500 |
3.724 |
|
0.382 |
3.716 |
|
LOW |
3.688 |
|
0.618 |
3.644 |
|
1.000 |
3.616 |
|
1.618 |
3.572 |
|
2.618 |
3.500 |
|
4.250 |
3.382 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.740 |
3.766 |
| PP |
3.732 |
3.760 |
| S1 |
3.724 |
3.754 |
|