NYMEX Natural Gas Future August 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 |
3.861 |
3.856 |
-0.005 |
-0.1% |
3.980 |
| High |
3.884 |
3.888 |
0.004 |
0.1% |
4.056 |
| Low |
3.829 |
3.800 |
-0.029 |
-0.8% |
3.829 |
| Close |
3.848 |
3.821 |
-0.027 |
-0.7% |
3.848 |
| Range |
0.055 |
0.088 |
0.033 |
60.0% |
0.227 |
| ATR |
0.111 |
0.109 |
-0.002 |
-1.5% |
0.000 |
| Volume |
59,107 |
63,104 |
3,997 |
6.8% |
172,200 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.100 |
4.049 |
3.869 |
|
| R3 |
4.012 |
3.961 |
3.845 |
|
| R2 |
3.924 |
3.924 |
3.837 |
|
| R1 |
3.873 |
3.873 |
3.829 |
3.855 |
| PP |
3.836 |
3.836 |
3.836 |
3.827 |
| S1 |
3.785 |
3.785 |
3.813 |
3.767 |
| S2 |
3.748 |
3.748 |
3.805 |
|
| S3 |
3.660 |
3.697 |
3.797 |
|
| S4 |
3.572 |
3.609 |
3.773 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.592 |
4.447 |
3.973 |
|
| R3 |
4.365 |
4.220 |
3.910 |
|
| R2 |
4.138 |
4.138 |
3.890 |
|
| R1 |
3.993 |
3.993 |
3.869 |
3.952 |
| PP |
3.911 |
3.911 |
3.911 |
3.891 |
| S1 |
3.766 |
3.766 |
3.827 |
3.725 |
| S2 |
3.684 |
3.684 |
3.806 |
|
| S3 |
3.457 |
3.539 |
3.786 |
|
| S4 |
3.230 |
3.312 |
3.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.049 |
3.800 |
0.249 |
6.5% |
0.087 |
2.3% |
8% |
False |
True |
41,943 |
| 10 |
4.377 |
3.800 |
0.577 |
15.1% |
0.107 |
2.8% |
4% |
False |
True |
33,481 |
| 20 |
4.377 |
3.800 |
0.577 |
15.1% |
0.109 |
2.8% |
4% |
False |
True |
29,263 |
| 40 |
4.525 |
3.800 |
0.725 |
19.0% |
0.118 |
3.1% |
3% |
False |
True |
24,246 |
| 60 |
4.525 |
3.800 |
0.725 |
19.0% |
0.115 |
3.0% |
3% |
False |
True |
21,800 |
| 80 |
4.525 |
3.404 |
1.121 |
29.3% |
0.106 |
2.8% |
37% |
False |
False |
18,670 |
| 100 |
4.525 |
3.404 |
1.121 |
29.3% |
0.102 |
2.7% |
37% |
False |
False |
16,016 |
| 120 |
4.525 |
3.365 |
1.160 |
30.4% |
0.097 |
2.5% |
39% |
False |
False |
13,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.262 |
|
2.618 |
4.118 |
|
1.618 |
4.030 |
|
1.000 |
3.976 |
|
0.618 |
3.942 |
|
HIGH |
3.888 |
|
0.618 |
3.854 |
|
0.500 |
3.844 |
|
0.382 |
3.834 |
|
LOW |
3.800 |
|
0.618 |
3.746 |
|
1.000 |
3.712 |
|
1.618 |
3.658 |
|
2.618 |
3.570 |
|
4.250 |
3.426 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.844 |
3.907 |
| PP |
3.836 |
3.878 |
| S1 |
3.829 |
3.850 |
|