NYMEX Natural Gas Future November 2013
Trading Metrics calculated at close of trading on 13-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
3.831 |
3.889 |
0.058 |
1.5% |
4.059 |
High |
3.906 |
3.954 |
0.048 |
1.2% |
4.127 |
Low |
3.826 |
3.841 |
0.015 |
0.4% |
3.915 |
Close |
3.897 |
3.934 |
0.037 |
0.9% |
3.944 |
Range |
0.080 |
0.113 |
0.033 |
41.3% |
0.212 |
ATR |
0.094 |
0.096 |
0.001 |
1.4% |
0.000 |
Volume |
15,305 |
15,537 |
232 |
1.5% |
49,787 |
|
Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.249 |
4.204 |
3.996 |
|
R3 |
4.136 |
4.091 |
3.965 |
|
R2 |
4.023 |
4.023 |
3.955 |
|
R1 |
3.978 |
3.978 |
3.944 |
4.001 |
PP |
3.910 |
3.910 |
3.910 |
3.921 |
S1 |
3.865 |
3.865 |
3.924 |
3.888 |
S2 |
3.797 |
3.797 |
3.913 |
|
S3 |
3.684 |
3.752 |
3.903 |
|
S4 |
3.571 |
3.639 |
3.872 |
|
|
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 |
3.979 |
3.826 |
0.153 |
3.9% |
0.080 |
2.0% |
71% |
False |
False |
14,900 |
10 |
4.155 |
3.826 |
0.329 |
8.4% |
0.079 |
2.0% |
33% |
False |
False |
12,082 |
20 |
4.442 |
3.826 |
0.616 |
15.7% |
0.095 |
2.4% |
18% |
False |
False |
9,889 |
40 |
4.594 |
3.826 |
0.768 |
19.5% |
0.101 |
2.6% |
14% |
False |
False |
9,774 |
60 |
4.594 |
3.826 |
0.768 |
19.5% |
0.100 |
2.5% |
14% |
False |
False |
9,428 |
80 |
4.594 |
3.625 |
0.969 |
24.6% |
0.092 |
2.3% |
32% |
False |
False |
8,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.434 |
2.618 |
4.250 |
1.618 |
4.137 |
1.000 |
4.067 |
0.618 |
4.024 |
HIGH |
3.954 |
0.618 |
3.911 |
0.500 |
3.898 |
0.382 |
3.884 |
LOW |
3.841 |
0.618 |
3.771 |
1.000 |
3.728 |
1.618 |
3.658 |
2.618 |
3.545 |
4.250 |
3.361 |
|
|
Fisher Pivots for day following 13-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
3.922 |
3.919 |
PP |
3.910 |
3.905 |
S1 |
3.898 |
3.890 |
|