NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.932 |
3.877 |
-0.055 |
-1.4% |
3.952 |
| High |
3.939 |
3.995 |
0.056 |
1.4% |
3.979 |
| Low |
3.850 |
3.876 |
0.026 |
0.7% |
3.826 |
| Close |
3.854 |
3.976 |
0.122 |
3.2% |
3.854 |
| Range |
0.089 |
0.119 |
0.030 |
33.7% |
0.153 |
| ATR |
0.095 |
0.098 |
0.003 |
3.4% |
0.000 |
| Volume |
18,249 |
10,026 |
-8,223 |
-45.1% |
77,917 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.306 |
4.260 |
4.041 |
|
| R3 |
4.187 |
4.141 |
4.009 |
|
| R2 |
4.068 |
4.068 |
3.998 |
|
| R1 |
4.022 |
4.022 |
3.987 |
4.045 |
| PP |
3.949 |
3.949 |
3.949 |
3.961 |
| S1 |
3.903 |
3.903 |
3.965 |
3.926 |
| S2 |
3.830 |
3.830 |
3.954 |
|
| S3 |
3.711 |
3.784 |
3.943 |
|
| S4 |
3.592 |
3.665 |
3.911 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.345 |
4.253 |
3.938 |
|
| R3 |
4.192 |
4.100 |
3.896 |
|
| R2 |
4.039 |
4.039 |
3.882 |
|
| R1 |
3.947 |
3.947 |
3.868 |
3.917 |
| PP |
3.886 |
3.886 |
3.886 |
3.871 |
| S1 |
3.794 |
3.794 |
3.840 |
3.764 |
| S2 |
3.733 |
3.733 |
3.826 |
|
| S3 |
3.580 |
3.641 |
3.812 |
|
| S4 |
3.427 |
3.488 |
3.770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.995 |
3.826 |
0.169 |
4.3% |
0.097 |
2.4% |
89% |
True |
False |
14,486 |
| 10 |
4.115 |
3.826 |
0.289 |
7.3% |
0.086 |
2.2% |
52% |
False |
False |
12,985 |
| 20 |
4.442 |
3.826 |
0.616 |
15.5% |
0.090 |
2.3% |
24% |
False |
False |
10,389 |
| 40 |
4.594 |
3.826 |
0.768 |
19.3% |
0.100 |
2.5% |
20% |
False |
False |
9,917 |
| 60 |
4.594 |
3.826 |
0.768 |
19.3% |
0.100 |
2.5% |
20% |
False |
False |
9,586 |
| 80 |
4.594 |
3.630 |
0.964 |
24.2% |
0.094 |
2.4% |
36% |
False |
False |
9,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.501 |
|
2.618 |
4.307 |
|
1.618 |
4.188 |
|
1.000 |
4.114 |
|
0.618 |
4.069 |
|
HIGH |
3.995 |
|
0.618 |
3.950 |
|
0.500 |
3.936 |
|
0.382 |
3.921 |
|
LOW |
3.876 |
|
0.618 |
3.802 |
|
1.000 |
3.757 |
|
1.618 |
3.683 |
|
2.618 |
3.564 |
|
4.250 |
3.370 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.963 |
3.957 |
| PP |
3.949 |
3.937 |
| S1 |
3.936 |
3.918 |
|