NYMEX Natural Gas Future July 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 |
3.846 |
3.848 |
0.002 |
0.1% |
3.963 |
| High |
3.869 |
3.868 |
-0.001 |
0.0% |
4.040 |
| Low |
3.814 |
3.779 |
-0.035 |
-0.9% |
3.814 |
| Close |
3.828 |
3.800 |
-0.028 |
-0.7% |
3.828 |
| Range |
0.055 |
0.089 |
0.034 |
61.8% |
0.226 |
| ATR |
0.112 |
0.111 |
-0.002 |
-1.5% |
0.000 |
| Volume |
142,059 |
142,650 |
591 |
0.4% |
589,539 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.083 |
4.030 |
3.849 |
|
| R3 |
3.994 |
3.941 |
3.824 |
|
| R2 |
3.905 |
3.905 |
3.816 |
|
| R1 |
3.852 |
3.852 |
3.808 |
3.834 |
| PP |
3.816 |
3.816 |
3.816 |
3.807 |
| S1 |
3.763 |
3.763 |
3.792 |
3.745 |
| S2 |
3.727 |
3.727 |
3.784 |
|
| S3 |
3.638 |
3.674 |
3.776 |
|
| S4 |
3.549 |
3.585 |
3.751 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.572 |
4.426 |
3.952 |
|
| R3 |
4.346 |
4.200 |
3.890 |
|
| R2 |
4.120 |
4.120 |
3.869 |
|
| R1 |
3.974 |
3.974 |
3.849 |
3.934 |
| PP |
3.894 |
3.894 |
3.894 |
3.874 |
| S1 |
3.748 |
3.748 |
3.807 |
3.708 |
| S2 |
3.668 |
3.668 |
3.787 |
|
| S3 |
3.442 |
3.522 |
3.766 |
|
| S4 |
3.216 |
3.296 |
3.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.033 |
3.779 |
0.254 |
6.7% |
0.088 |
2.3% |
8% |
False |
True |
127,314 |
| 10 |
4.358 |
3.779 |
0.579 |
15.2% |
0.109 |
2.9% |
4% |
False |
True |
124,817 |
| 20 |
4.358 |
3.779 |
0.579 |
15.2% |
0.110 |
2.9% |
4% |
False |
True |
94,547 |
| 40 |
4.499 |
3.779 |
0.720 |
18.9% |
0.120 |
3.2% |
3% |
False |
True |
67,858 |
| 60 |
4.499 |
3.779 |
0.720 |
18.9% |
0.118 |
3.1% |
3% |
False |
True |
60,790 |
| 80 |
4.499 |
3.382 |
1.117 |
29.4% |
0.111 |
2.9% |
37% |
False |
False |
51,095 |
| 100 |
4.499 |
3.382 |
1.117 |
29.4% |
0.106 |
2.8% |
37% |
False |
False |
43,268 |
| 120 |
4.499 |
3.336 |
1.163 |
30.6% |
0.103 |
2.7% |
40% |
False |
False |
37,095 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.246 |
|
2.618 |
4.101 |
|
1.618 |
4.012 |
|
1.000 |
3.957 |
|
0.618 |
3.923 |
|
HIGH |
3.868 |
|
0.618 |
3.834 |
|
0.500 |
3.824 |
|
0.382 |
3.813 |
|
LOW |
3.779 |
|
0.618 |
3.724 |
|
1.000 |
3.690 |
|
1.618 |
3.635 |
|
2.618 |
3.546 |
|
4.250 |
3.401 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.824 |
3.891 |
| PP |
3.816 |
3.860 |
| S1 |
3.808 |
3.830 |
|