NYMEX Natural Gas Future October 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 |
3.862 |
3.871 |
0.009 |
0.2% |
3.996 |
| High |
3.893 |
3.903 |
0.010 |
0.3% |
4.056 |
| Low |
3.844 |
3.819 |
-0.025 |
-0.7% |
3.844 |
| Close |
3.866 |
3.840 |
-0.026 |
-0.7% |
3.866 |
| Range |
0.049 |
0.084 |
0.035 |
71.4% |
0.212 |
| ATR |
0.104 |
0.102 |
-0.001 |
-1.4% |
0.000 |
| Volume |
35,686 |
36,215 |
529 |
1.5% |
108,007 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.106 |
4.057 |
3.886 |
|
| R3 |
4.022 |
3.973 |
3.863 |
|
| R2 |
3.938 |
3.938 |
3.855 |
|
| R1 |
3.889 |
3.889 |
3.848 |
3.872 |
| PP |
3.854 |
3.854 |
3.854 |
3.845 |
| S1 |
3.805 |
3.805 |
3.832 |
3.788 |
| S2 |
3.770 |
3.770 |
3.825 |
|
| S3 |
3.686 |
3.721 |
3.817 |
|
| S4 |
3.602 |
3.637 |
3.794 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.558 |
4.424 |
3.983 |
|
| R3 |
4.346 |
4.212 |
3.924 |
|
| R2 |
4.134 |
4.134 |
3.905 |
|
| R1 |
4.000 |
4.000 |
3.885 |
3.961 |
| PP |
3.922 |
3.922 |
3.922 |
3.903 |
| S1 |
3.788 |
3.788 |
3.847 |
3.749 |
| S2 |
3.710 |
3.710 |
3.827 |
|
| S3 |
3.498 |
3.576 |
3.808 |
|
| S4 |
3.286 |
3.364 |
3.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.049 |
3.819 |
0.230 |
6.0% |
0.080 |
2.1% |
9% |
False |
True |
25,187 |
| 10 |
4.373 |
3.819 |
0.554 |
14.4% |
0.100 |
2.6% |
4% |
False |
True |
23,991 |
| 20 |
4.373 |
3.819 |
0.554 |
14.4% |
0.098 |
2.6% |
4% |
False |
True |
24,377 |
| 40 |
4.525 |
3.819 |
0.706 |
18.4% |
0.111 |
2.9% |
3% |
False |
True |
25,777 |
| 60 |
4.525 |
3.819 |
0.706 |
18.4% |
0.109 |
2.8% |
3% |
False |
True |
30,030 |
| 80 |
4.525 |
3.440 |
1.085 |
28.3% |
0.102 |
2.7% |
37% |
False |
False |
29,156 |
| 100 |
4.525 |
3.440 |
1.085 |
28.3% |
0.099 |
2.6% |
37% |
False |
False |
27,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.260 |
|
2.618 |
4.123 |
|
1.618 |
4.039 |
|
1.000 |
3.987 |
|
0.618 |
3.955 |
|
HIGH |
3.903 |
|
0.618 |
3.871 |
|
0.500 |
3.861 |
|
0.382 |
3.851 |
|
LOW |
3.819 |
|
0.618 |
3.767 |
|
1.000 |
3.735 |
|
1.618 |
3.683 |
|
2.618 |
3.599 |
|
4.250 |
3.462 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.861 |
3.916 |
| PP |
3.854 |
3.890 |
| S1 |
3.847 |
3.865 |
|