NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.736 |
3.795 |
0.059 |
1.6% |
3.960 |
| High |
3.810 |
3.872 |
0.062 |
1.6% |
4.047 |
| Low |
3.732 |
3.741 |
0.009 |
0.2% |
3.826 |
| Close |
3.799 |
3.840 |
0.041 |
1.1% |
3.851 |
| Range |
0.078 |
0.131 |
0.053 |
67.9% |
0.221 |
| ATR |
0.102 |
0.104 |
0.002 |
2.0% |
0.000 |
| Volume |
72,111 |
67,097 |
-5,014 |
-7.0% |
108,721 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.211 |
4.156 |
3.912 |
|
| R3 |
4.080 |
4.025 |
3.876 |
|
| R2 |
3.949 |
3.949 |
3.864 |
|
| R1 |
3.894 |
3.894 |
3.852 |
3.922 |
| PP |
3.818 |
3.818 |
3.818 |
3.831 |
| S1 |
3.763 |
3.763 |
3.828 |
3.791 |
| S2 |
3.687 |
3.687 |
3.816 |
|
| S3 |
3.556 |
3.632 |
3.804 |
|
| S4 |
3.425 |
3.501 |
3.768 |
|
|
| 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 |
3.890 |
3.732 |
0.158 |
4.1% |
0.087 |
2.3% |
68% |
False |
False |
61,537 |
| 10 |
4.075 |
3.732 |
0.343 |
8.9% |
0.088 |
2.3% |
31% |
False |
False |
40,922 |
| 20 |
4.366 |
3.732 |
0.634 |
16.5% |
0.106 |
2.7% |
17% |
False |
False |
29,640 |
| 40 |
4.517 |
3.732 |
0.785 |
20.4% |
0.111 |
2.9% |
14% |
False |
False |
22,684 |
| 60 |
4.517 |
3.732 |
0.785 |
20.4% |
0.110 |
2.9% |
14% |
False |
False |
19,576 |
| 80 |
4.517 |
3.479 |
1.038 |
27.0% |
0.102 |
2.7% |
35% |
False |
False |
16,901 |
| 100 |
4.517 |
3.420 |
1.097 |
28.6% |
0.098 |
2.6% |
38% |
False |
False |
14,576 |
| 120 |
4.517 |
3.350 |
1.167 |
30.4% |
0.095 |
2.5% |
42% |
False |
False |
12,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.429 |
|
2.618 |
4.215 |
|
1.618 |
4.084 |
|
1.000 |
4.003 |
|
0.618 |
3.953 |
|
HIGH |
3.872 |
|
0.618 |
3.822 |
|
0.500 |
3.807 |
|
0.382 |
3.791 |
|
LOW |
3.741 |
|
0.618 |
3.660 |
|
1.000 |
3.610 |
|
1.618 |
3.529 |
|
2.618 |
3.398 |
|
4.250 |
3.184 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.829 |
3.827 |
| PP |
3.818 |
3.815 |
| S1 |
3.807 |
3.802 |
|