NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.928 |
3.952 |
0.024 |
0.6% |
4.059 |
| High |
3.960 |
3.979 |
0.019 |
0.5% |
4.127 |
| Low |
3.915 |
3.897 |
-0.018 |
-0.5% |
3.915 |
| Close |
3.944 |
3.920 |
-0.024 |
-0.6% |
3.944 |
| Range |
0.045 |
0.082 |
0.037 |
82.2% |
0.212 |
| ATR |
0.097 |
0.096 |
-0.001 |
-1.1% |
0.000 |
| Volume |
14,835 |
15,510 |
675 |
4.6% |
49,787 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.178 |
4.131 |
3.965 |
|
| R3 |
4.096 |
4.049 |
3.943 |
|
| R2 |
4.014 |
4.014 |
3.935 |
|
| R1 |
3.967 |
3.967 |
3.928 |
3.950 |
| PP |
3.932 |
3.932 |
3.932 |
3.923 |
| S1 |
3.885 |
3.885 |
3.912 |
3.868 |
| S2 |
3.850 |
3.850 |
3.905 |
|
| S3 |
3.768 |
3.803 |
3.897 |
|
| S4 |
3.686 |
3.721 |
3.875 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.631 |
4.500 |
4.061 |
|
| R3 |
4.419 |
4.288 |
4.002 |
|
| R2 |
4.207 |
4.207 |
3.983 |
|
| R1 |
4.076 |
4.076 |
3.963 |
4.036 |
| PP |
3.995 |
3.995 |
3.995 |
3.975 |
| S1 |
3.864 |
3.864 |
3.925 |
3.824 |
| S2 |
3.783 |
3.783 |
3.905 |
|
| S3 |
3.571 |
3.652 |
3.886 |
|
| S4 |
3.359 |
3.440 |
3.827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.115 |
3.897 |
0.218 |
5.6% |
0.074 |
1.9% |
11% |
False |
True |
11,483 |
| 10 |
4.442 |
3.897 |
0.545 |
13.9% |
0.095 |
2.4% |
4% |
False |
True |
9,898 |
| 20 |
4.442 |
3.897 |
0.545 |
13.9% |
0.090 |
2.3% |
4% |
False |
True |
9,329 |
| 40 |
4.594 |
3.897 |
0.697 |
17.8% |
0.103 |
2.6% |
3% |
False |
True |
9,427 |
| 60 |
4.594 |
3.897 |
0.697 |
17.8% |
0.099 |
2.5% |
3% |
False |
True |
9,503 |
| 80 |
4.594 |
3.562 |
1.032 |
26.3% |
0.093 |
2.4% |
35% |
False |
False |
8,432 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.328 |
|
2.618 |
4.194 |
|
1.618 |
4.112 |
|
1.000 |
4.061 |
|
0.618 |
4.030 |
|
HIGH |
3.979 |
|
0.618 |
3.948 |
|
0.500 |
3.938 |
|
0.382 |
3.928 |
|
LOW |
3.897 |
|
0.618 |
3.846 |
|
1.000 |
3.815 |
|
1.618 |
3.764 |
|
2.618 |
3.682 |
|
4.250 |
3.549 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.938 |
3.985 |
| PP |
3.932 |
3.963 |
| S1 |
3.926 |
3.942 |
|