NYMEX Natural Gas Future December 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 |
4.097 |
4.070 |
-0.027 |
-0.7% |
4.216 |
High |
4.137 |
4.070 |
-0.067 |
-1.6% |
4.282 |
Low |
4.056 |
3.996 |
-0.060 |
-1.5% |
4.076 |
Close |
4.081 |
4.005 |
-0.076 |
-1.9% |
4.102 |
Range |
0.081 |
0.074 |
-0.007 |
-8.6% |
0.206 |
ATR |
0.093 |
0.093 |
-0.001 |
-0.6% |
0.000 |
Volume |
6,059 |
6,805 |
746 |
12.3% |
33,283 |
|
Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.246 |
4.199 |
4.046 |
|
R3 |
4.172 |
4.125 |
4.025 |
|
R2 |
4.098 |
4.098 |
4.019 |
|
R1 |
4.051 |
4.051 |
4.012 |
4.038 |
PP |
4.024 |
4.024 |
4.024 |
4.017 |
S1 |
3.977 |
3.977 |
3.998 |
3.964 |
S2 |
3.950 |
3.950 |
3.991 |
|
S3 |
3.876 |
3.903 |
3.985 |
|
S4 |
3.802 |
3.829 |
3.964 |
|
|
Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.771 |
4.643 |
4.215 |
|
R3 |
4.565 |
4.437 |
4.159 |
|
R2 |
4.359 |
4.359 |
4.140 |
|
R1 |
4.231 |
4.231 |
4.121 |
4.192 |
PP |
4.153 |
4.153 |
4.153 |
4.134 |
S1 |
4.025 |
4.025 |
4.083 |
3.986 |
S2 |
3.947 |
3.947 |
4.064 |
|
S3 |
3.741 |
3.819 |
4.045 |
|
S4 |
3.535 |
3.613 |
3.989 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.264 |
3.996 |
0.268 |
6.7% |
0.076 |
1.9% |
3% |
False |
True |
6,660 |
10 |
4.463 |
3.996 |
0.467 |
11.7% |
0.081 |
2.0% |
2% |
False |
True |
6,591 |
20 |
4.583 |
3.996 |
0.587 |
14.7% |
0.090 |
2.2% |
2% |
False |
True |
5,950 |
40 |
4.744 |
3.996 |
0.748 |
18.7% |
0.098 |
2.5% |
1% |
False |
True |
6,625 |
60 |
4.744 |
3.996 |
0.748 |
18.7% |
0.098 |
2.4% |
1% |
False |
True |
7,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.385 |
2.618 |
4.264 |
1.618 |
4.190 |
1.000 |
4.144 |
0.618 |
4.116 |
HIGH |
4.070 |
0.618 |
4.042 |
0.500 |
4.033 |
0.382 |
4.024 |
LOW |
3.996 |
0.618 |
3.950 |
1.000 |
3.922 |
1.618 |
3.876 |
2.618 |
3.802 |
4.250 |
3.682 |
|
|
Fisher Pivots for day following 11-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.033 |
4.067 |
PP |
4.024 |
4.046 |
S1 |
4.014 |
4.026 |
|