NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.952 |
3.913 |
-0.039 |
-1.0% |
4.059 |
| High |
3.979 |
3.915 |
-0.064 |
-1.6% |
4.127 |
| Low |
3.897 |
3.833 |
-0.064 |
-1.6% |
3.915 |
| Close |
3.920 |
3.842 |
-0.078 |
-2.0% |
3.944 |
| Range |
0.082 |
0.082 |
0.000 |
0.0% |
0.212 |
| ATR |
0.096 |
0.095 |
-0.001 |
-0.7% |
0.000 |
| Volume |
15,510 |
13,316 |
-2,194 |
-14.1% |
49,787 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.109 |
4.058 |
3.887 |
|
| R3 |
4.027 |
3.976 |
3.865 |
|
| R2 |
3.945 |
3.945 |
3.857 |
|
| R1 |
3.894 |
3.894 |
3.850 |
3.879 |
| PP |
3.863 |
3.863 |
3.863 |
3.856 |
| S1 |
3.812 |
3.812 |
3.834 |
3.797 |
| S2 |
3.781 |
3.781 |
3.827 |
|
| S3 |
3.699 |
3.730 |
3.819 |
|
| S4 |
3.617 |
3.648 |
3.797 |
|
|
| 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 |
3.833 |
0.282 |
7.3% |
0.081 |
2.1% |
3% |
False |
True |
12,115 |
| 10 |
4.317 |
3.833 |
0.484 |
12.6% |
0.086 |
2.2% |
2% |
False |
True |
10,654 |
| 20 |
4.442 |
3.833 |
0.609 |
15.9% |
0.091 |
2.4% |
1% |
False |
True |
9,487 |
| 40 |
4.594 |
3.833 |
0.761 |
19.8% |
0.101 |
2.6% |
1% |
False |
True |
9,413 |
| 60 |
4.594 |
3.833 |
0.761 |
19.8% |
0.099 |
2.6% |
1% |
False |
True |
9,376 |
| 80 |
4.594 |
3.562 |
1.032 |
26.9% |
0.092 |
2.4% |
27% |
False |
False |
8,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.264 |
|
2.618 |
4.130 |
|
1.618 |
4.048 |
|
1.000 |
3.997 |
|
0.618 |
3.966 |
|
HIGH |
3.915 |
|
0.618 |
3.884 |
|
0.500 |
3.874 |
|
0.382 |
3.864 |
|
LOW |
3.833 |
|
0.618 |
3.782 |
|
1.000 |
3.751 |
|
1.618 |
3.700 |
|
2.618 |
3.618 |
|
4.250 |
3.485 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.874 |
3.906 |
| PP |
3.863 |
3.885 |
| S1 |
3.853 |
3.863 |
|