NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.820 |
3.736 |
-0.084 |
-2.2% |
3.960 |
| High |
3.825 |
3.810 |
-0.015 |
-0.4% |
4.047 |
| Low |
3.741 |
3.732 |
-0.009 |
-0.2% |
3.826 |
| Close |
3.746 |
3.799 |
0.053 |
1.4% |
3.851 |
| Range |
0.084 |
0.078 |
-0.006 |
-7.1% |
0.221 |
| ATR |
0.104 |
0.102 |
-0.002 |
-1.8% |
0.000 |
| Volume |
64,965 |
72,111 |
7,146 |
11.0% |
108,721 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.014 |
3.985 |
3.842 |
|
| R3 |
3.936 |
3.907 |
3.820 |
|
| R2 |
3.858 |
3.858 |
3.813 |
|
| R1 |
3.829 |
3.829 |
3.806 |
3.844 |
| PP |
3.780 |
3.780 |
3.780 |
3.788 |
| S1 |
3.751 |
3.751 |
3.792 |
3.766 |
| S2 |
3.702 |
3.702 |
3.785 |
|
| S3 |
3.624 |
3.673 |
3.778 |
|
| S4 |
3.546 |
3.595 |
3.756 |
|
|
| 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 |
4.008 |
3.732 |
0.276 |
7.3% |
0.094 |
2.5% |
24% |
False |
True |
52,103 |
| 10 |
4.192 |
3.732 |
0.460 |
12.1% |
0.092 |
2.4% |
15% |
False |
True |
36,411 |
| 20 |
4.366 |
3.732 |
0.634 |
16.7% |
0.102 |
2.7% |
11% |
False |
True |
27,060 |
| 40 |
4.517 |
3.732 |
0.785 |
20.7% |
0.110 |
2.9% |
9% |
False |
True |
21,368 |
| 60 |
4.517 |
3.732 |
0.785 |
20.7% |
0.109 |
2.9% |
9% |
False |
True |
18,633 |
| 80 |
4.517 |
3.420 |
1.097 |
28.9% |
0.102 |
2.7% |
35% |
False |
False |
16,113 |
| 100 |
4.517 |
3.420 |
1.097 |
28.9% |
0.097 |
2.6% |
35% |
False |
False |
13,939 |
| 120 |
4.517 |
3.350 |
1.167 |
30.7% |
0.095 |
2.5% |
38% |
False |
False |
12,158 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.142 |
|
2.618 |
4.014 |
|
1.618 |
3.936 |
|
1.000 |
3.888 |
|
0.618 |
3.858 |
|
HIGH |
3.810 |
|
0.618 |
3.780 |
|
0.500 |
3.771 |
|
0.382 |
3.762 |
|
LOW |
3.732 |
|
0.618 |
3.684 |
|
1.000 |
3.654 |
|
1.618 |
3.606 |
|
2.618 |
3.528 |
|
4.250 |
3.401 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.790 |
3.811 |
| PP |
3.780 |
3.807 |
| S1 |
3.771 |
3.803 |
|