NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.847 |
3.751 |
-0.096 |
-2.5% |
3.861 |
| High |
3.858 |
3.930 |
0.072 |
1.9% |
3.890 |
| Low |
3.757 |
3.751 |
-0.006 |
-0.2% |
3.732 |
| Close |
3.761 |
3.896 |
0.135 |
3.6% |
3.761 |
| Range |
0.101 |
0.179 |
0.078 |
77.2% |
0.158 |
| ATR |
0.104 |
0.109 |
0.005 |
5.2% |
0.000 |
| Volume |
66,706 |
23,022 |
-43,684 |
-65.5% |
343,818 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.396 |
4.325 |
3.994 |
|
| R3 |
4.217 |
4.146 |
3.945 |
|
| R2 |
4.038 |
4.038 |
3.929 |
|
| R1 |
3.967 |
3.967 |
3.912 |
4.003 |
| PP |
3.859 |
3.859 |
3.859 |
3.877 |
| S1 |
3.788 |
3.788 |
3.880 |
3.824 |
| S2 |
3.680 |
3.680 |
3.863 |
|
| S3 |
3.501 |
3.609 |
3.847 |
|
| S4 |
3.322 |
3.430 |
3.798 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.268 |
4.173 |
3.848 |
|
| R3 |
4.110 |
4.015 |
3.804 |
|
| R2 |
3.952 |
3.952 |
3.790 |
|
| R1 |
3.857 |
3.857 |
3.775 |
3.826 |
| PP |
3.794 |
3.794 |
3.794 |
3.779 |
| S1 |
3.699 |
3.699 |
3.747 |
3.668 |
| S2 |
3.636 |
3.636 |
3.732 |
|
| S3 |
3.478 |
3.541 |
3.718 |
|
| S4 |
3.320 |
3.383 |
3.674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.930 |
3.732 |
0.198 |
5.1% |
0.115 |
2.9% |
83% |
True |
False |
58,780 |
| 10 |
4.038 |
3.732 |
0.306 |
7.9% |
0.099 |
2.6% |
54% |
False |
False |
45,296 |
| 20 |
4.366 |
3.732 |
0.634 |
16.3% |
0.104 |
2.7% |
26% |
False |
False |
32,184 |
| 40 |
4.517 |
3.732 |
0.785 |
20.1% |
0.112 |
2.9% |
21% |
False |
False |
23,990 |
| 60 |
4.517 |
3.732 |
0.785 |
20.1% |
0.112 |
2.9% |
21% |
False |
False |
20,825 |
| 80 |
4.517 |
3.490 |
1.027 |
26.4% |
0.104 |
2.7% |
40% |
False |
False |
17,925 |
| 100 |
4.517 |
3.420 |
1.097 |
28.2% |
0.099 |
2.5% |
43% |
False |
False |
15,393 |
| 120 |
4.517 |
3.350 |
1.167 |
30.0% |
0.096 |
2.5% |
47% |
False |
False |
13,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.691 |
|
2.618 |
4.399 |
|
1.618 |
4.220 |
|
1.000 |
4.109 |
|
0.618 |
4.041 |
|
HIGH |
3.930 |
|
0.618 |
3.862 |
|
0.500 |
3.841 |
|
0.382 |
3.819 |
|
LOW |
3.751 |
|
0.618 |
3.640 |
|
1.000 |
3.572 |
|
1.618 |
3.461 |
|
2.618 |
3.282 |
|
4.250 |
2.990 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.878 |
3.876 |
| PP |
3.859 |
3.856 |
| S1 |
3.841 |
3.836 |
|