NYMEX Natural Gas Future July 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 |
3.848 |
3.793 |
-0.055 |
-1.4% |
3.963 |
| High |
3.868 |
3.803 |
-0.065 |
-1.7% |
4.040 |
| Low |
3.779 |
3.716 |
-0.063 |
-1.7% |
3.814 |
| Close |
3.800 |
3.724 |
-0.076 |
-2.0% |
3.828 |
| Range |
0.089 |
0.087 |
-0.002 |
-2.2% |
0.226 |
| ATR |
0.111 |
0.109 |
-0.002 |
-1.5% |
0.000 |
| Volume |
142,650 |
157,301 |
14,651 |
10.3% |
589,539 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.009 |
3.953 |
3.772 |
|
| R3 |
3.922 |
3.866 |
3.748 |
|
| R2 |
3.835 |
3.835 |
3.740 |
|
| R1 |
3.779 |
3.779 |
3.732 |
3.764 |
| PP |
3.748 |
3.748 |
3.748 |
3.740 |
| S1 |
3.692 |
3.692 |
3.716 |
3.677 |
| S2 |
3.661 |
3.661 |
3.708 |
|
| S3 |
3.574 |
3.605 |
3.700 |
|
| S4 |
3.487 |
3.518 |
3.676 |
|
|
| 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 |
4.027 |
3.716 |
0.311 |
8.4% |
0.092 |
2.5% |
3% |
False |
True |
142,374 |
| 10 |
4.229 |
3.716 |
0.513 |
13.8% |
0.099 |
2.6% |
2% |
False |
True |
126,329 |
| 20 |
4.358 |
3.716 |
0.642 |
17.2% |
0.110 |
2.9% |
1% |
False |
True |
100,115 |
| 40 |
4.499 |
3.716 |
0.783 |
21.0% |
0.118 |
3.2% |
1% |
False |
True |
70,752 |
| 60 |
4.499 |
3.716 |
0.783 |
21.0% |
0.118 |
3.2% |
1% |
False |
True |
62,751 |
| 80 |
4.499 |
3.382 |
1.117 |
30.0% |
0.110 |
2.9% |
31% |
False |
False |
52,829 |
| 100 |
4.499 |
3.382 |
1.117 |
30.0% |
0.106 |
2.9% |
31% |
False |
False |
44,701 |
| 120 |
4.499 |
3.336 |
1.163 |
31.2% |
0.103 |
2.8% |
33% |
False |
False |
38,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.173 |
|
2.618 |
4.031 |
|
1.618 |
3.944 |
|
1.000 |
3.890 |
|
0.618 |
3.857 |
|
HIGH |
3.803 |
|
0.618 |
3.770 |
|
0.500 |
3.760 |
|
0.382 |
3.749 |
|
LOW |
3.716 |
|
0.618 |
3.662 |
|
1.000 |
3.629 |
|
1.618 |
3.575 |
|
2.618 |
3.488 |
|
4.250 |
3.346 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.760 |
3.793 |
| PP |
3.748 |
3.770 |
| S1 |
3.736 |
3.747 |
|