NYMEX Natural Gas Future September 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 |
3.853 |
3.861 |
0.008 |
0.2% |
3.960 |
| High |
3.880 |
3.890 |
0.010 |
0.3% |
4.047 |
| Low |
3.826 |
3.804 |
-0.022 |
-0.6% |
3.826 |
| Close |
3.851 |
3.825 |
-0.026 |
-0.7% |
3.851 |
| Range |
0.054 |
0.086 |
0.032 |
59.3% |
0.221 |
| ATR |
0.107 |
0.105 |
-0.001 |
-1.4% |
0.000 |
| Volume |
30,574 |
72,939 |
42,365 |
138.6% |
108,721 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.098 |
4.047 |
3.872 |
|
| R3 |
4.012 |
3.961 |
3.849 |
|
| R2 |
3.926 |
3.926 |
3.841 |
|
| R1 |
3.875 |
3.875 |
3.833 |
3.858 |
| PP |
3.840 |
3.840 |
3.840 |
3.831 |
| S1 |
3.789 |
3.789 |
3.817 |
3.772 |
| S2 |
3.754 |
3.754 |
3.809 |
|
| S3 |
3.668 |
3.703 |
3.801 |
|
| S4 |
3.582 |
3.617 |
3.778 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.571 |
4.432 |
3.973 |
|
| R3 |
4.350 |
4.211 |
3.912 |
|
| R2 |
4.129 |
4.129 |
3.892 |
|
| R1 |
3.990 |
3.990 |
3.871 |
3.949 |
| PP |
3.908 |
3.908 |
3.908 |
3.888 |
| S1 |
3.769 |
3.769 |
3.831 |
3.728 |
| S2 |
3.687 |
3.687 |
3.810 |
|
| S3 |
3.466 |
3.548 |
3.790 |
|
| S4 |
3.245 |
3.327 |
3.729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.038 |
3.804 |
0.234 |
6.1% |
0.084 |
2.2% |
9% |
False |
True |
31,812 |
| 10 |
4.366 |
3.804 |
0.562 |
14.7% |
0.105 |
2.7% |
4% |
False |
True |
26,353 |
| 20 |
4.366 |
3.804 |
0.562 |
14.7% |
0.103 |
2.7% |
4% |
False |
True |
21,854 |
| 40 |
4.517 |
3.804 |
0.713 |
18.6% |
0.112 |
2.9% |
3% |
False |
True |
18,626 |
| 60 |
4.517 |
3.804 |
0.713 |
18.6% |
0.109 |
2.9% |
3% |
False |
True |
16,961 |
| 80 |
4.517 |
3.420 |
1.097 |
28.7% |
0.102 |
2.7% |
37% |
False |
False |
14,582 |
| 100 |
4.517 |
3.420 |
1.097 |
28.7% |
0.098 |
2.6% |
37% |
False |
False |
12,657 |
| 120 |
4.517 |
3.350 |
1.167 |
30.5% |
0.094 |
2.5% |
41% |
False |
False |
11,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.256 |
|
2.618 |
4.115 |
|
1.618 |
4.029 |
|
1.000 |
3.976 |
|
0.618 |
3.943 |
|
HIGH |
3.890 |
|
0.618 |
3.857 |
|
0.500 |
3.847 |
|
0.382 |
3.837 |
|
LOW |
3.804 |
|
0.618 |
3.751 |
|
1.000 |
3.718 |
|
1.618 |
3.665 |
|
2.618 |
3.579 |
|
4.250 |
3.439 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.847 |
3.906 |
| PP |
3.840 |
3.879 |
| S1 |
3.832 |
3.852 |
|