NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.764 |
3.596 |
-0.168 |
-4.5% |
3.799 |
| High |
3.764 |
3.625 |
-0.139 |
-3.7% |
3.849 |
| Low |
3.570 |
3.542 |
-0.028 |
-0.8% |
3.542 |
| Close |
3.593 |
3.572 |
-0.021 |
-0.6% |
3.572 |
| Range |
0.194 |
0.083 |
-0.111 |
-57.2% |
0.307 |
| ATR |
0.109 |
0.107 |
-0.002 |
-1.7% |
0.000 |
| Volume |
21,026 |
45,009 |
23,983 |
114.1% |
140,690 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.829 |
3.783 |
3.618 |
|
| R3 |
3.746 |
3.700 |
3.595 |
|
| R2 |
3.663 |
3.663 |
3.587 |
|
| R1 |
3.617 |
3.617 |
3.580 |
3.599 |
| PP |
3.580 |
3.580 |
3.580 |
3.570 |
| S1 |
3.534 |
3.534 |
3.564 |
3.516 |
| S2 |
3.497 |
3.497 |
3.557 |
|
| S3 |
3.414 |
3.451 |
3.549 |
|
| S4 |
3.331 |
3.368 |
3.526 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.575 |
4.381 |
3.741 |
|
| R3 |
4.268 |
4.074 |
3.656 |
|
| R2 |
3.961 |
3.961 |
3.628 |
|
| R1 |
3.767 |
3.767 |
3.600 |
3.711 |
| PP |
3.654 |
3.654 |
3.654 |
3.626 |
| S1 |
3.460 |
3.460 |
3.544 |
3.404 |
| S2 |
3.347 |
3.347 |
3.516 |
|
| S3 |
3.040 |
3.153 |
3.488 |
|
| S4 |
2.733 |
2.846 |
3.403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.849 |
3.542 |
0.307 |
8.6% |
0.108 |
3.0% |
10% |
False |
True |
28,138 |
| 10 |
4.004 |
3.542 |
0.462 |
12.9% |
0.109 |
3.1% |
6% |
False |
True |
25,116 |
| 20 |
4.056 |
3.542 |
0.514 |
14.4% |
0.097 |
2.7% |
6% |
False |
True |
25,361 |
| 40 |
4.373 |
3.542 |
0.831 |
23.3% |
0.100 |
2.8% |
4% |
False |
True |
25,349 |
| 60 |
4.525 |
3.542 |
0.983 |
27.5% |
0.111 |
3.1% |
3% |
False |
True |
26,982 |
| 80 |
4.525 |
3.542 |
0.983 |
27.5% |
0.106 |
3.0% |
3% |
False |
True |
29,436 |
| 100 |
4.525 |
3.440 |
1.085 |
30.4% |
0.101 |
2.8% |
12% |
False |
False |
28,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.978 |
|
2.618 |
3.842 |
|
1.618 |
3.759 |
|
1.000 |
3.708 |
|
0.618 |
3.676 |
|
HIGH |
3.625 |
|
0.618 |
3.593 |
|
0.500 |
3.584 |
|
0.382 |
3.574 |
|
LOW |
3.542 |
|
0.618 |
3.491 |
|
1.000 |
3.459 |
|
1.618 |
3.408 |
|
2.618 |
3.325 |
|
4.250 |
3.189 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.584 |
3.653 |
| PP |
3.580 |
3.626 |
| S1 |
3.576 |
3.599 |
|