NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.871 |
3.836 |
-0.035 |
-0.9% |
3.996 |
| High |
3.903 |
3.836 |
-0.067 |
-1.7% |
4.056 |
| Low |
3.819 |
3.755 |
-0.064 |
-1.7% |
3.844 |
| Close |
3.840 |
3.762 |
-0.078 |
-2.0% |
3.866 |
| Range |
0.084 |
0.081 |
-0.003 |
-3.6% |
0.212 |
| ATR |
0.102 |
0.101 |
-0.001 |
-1.2% |
0.000 |
| Volume |
36,215 |
24,955 |
-11,260 |
-31.1% |
108,007 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.976 |
3.807 |
|
| R3 |
3.946 |
3.895 |
3.784 |
|
| R2 |
3.865 |
3.865 |
3.777 |
|
| R1 |
3.814 |
3.814 |
3.769 |
3.799 |
| PP |
3.784 |
3.784 |
3.784 |
3.777 |
| S1 |
3.733 |
3.733 |
3.755 |
3.718 |
| S2 |
3.703 |
3.703 |
3.747 |
|
| S3 |
3.622 |
3.652 |
3.740 |
|
| S4 |
3.541 |
3.571 |
3.717 |
|
|
| 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 |
4.044 |
3.755 |
0.289 |
7.7% |
0.084 |
2.2% |
2% |
False |
True |
25,964 |
| 10 |
4.251 |
3.755 |
0.496 |
13.2% |
0.090 |
2.4% |
1% |
False |
True |
24,856 |
| 20 |
4.373 |
3.755 |
0.618 |
16.4% |
0.098 |
2.6% |
1% |
False |
True |
24,370 |
| 40 |
4.525 |
3.755 |
0.770 |
20.5% |
0.109 |
2.9% |
1% |
False |
True |
25,359 |
| 60 |
4.525 |
3.755 |
0.770 |
20.5% |
0.109 |
2.9% |
1% |
False |
True |
29,022 |
| 80 |
4.525 |
3.440 |
1.085 |
28.8% |
0.102 |
2.7% |
30% |
False |
False |
29,147 |
| 100 |
4.525 |
3.440 |
1.085 |
28.8% |
0.099 |
2.6% |
30% |
False |
False |
27,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.180 |
|
2.618 |
4.048 |
|
1.618 |
3.967 |
|
1.000 |
3.917 |
|
0.618 |
3.886 |
|
HIGH |
3.836 |
|
0.618 |
3.805 |
|
0.500 |
3.796 |
|
0.382 |
3.786 |
|
LOW |
3.755 |
|
0.618 |
3.705 |
|
1.000 |
3.674 |
|
1.618 |
3.624 |
|
2.618 |
3.543 |
|
4.250 |
3.411 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.796 |
3.829 |
| PP |
3.784 |
3.807 |
| S1 |
3.773 |
3.784 |
|