NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.934 |
3.965 |
0.031 |
0.8% |
3.871 |
| High |
3.975 |
4.004 |
0.029 |
0.7% |
3.903 |
| Low |
3.896 |
3.957 |
0.061 |
1.6% |
3.748 |
| Close |
3.934 |
3.988 |
0.054 |
1.4% |
3.776 |
| Range |
0.079 |
0.047 |
-0.032 |
-40.5% |
0.155 |
| ATR |
0.105 |
0.102 |
-0.002 |
-2.4% |
0.000 |
| Volume |
32,067 |
25,842 |
-6,225 |
-19.4% |
148,053 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.124 |
4.103 |
4.014 |
|
| R3 |
4.077 |
4.056 |
4.001 |
|
| R2 |
4.030 |
4.030 |
3.997 |
|
| R1 |
4.009 |
4.009 |
3.992 |
4.020 |
| PP |
3.983 |
3.983 |
3.983 |
3.988 |
| S1 |
3.962 |
3.962 |
3.984 |
3.973 |
| S2 |
3.936 |
3.936 |
3.979 |
|
| S3 |
3.889 |
3.915 |
3.975 |
|
| S4 |
3.842 |
3.868 |
3.962 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.180 |
3.861 |
|
| R3 |
4.119 |
4.025 |
3.819 |
|
| R2 |
3.964 |
3.964 |
3.804 |
|
| R1 |
3.870 |
3.870 |
3.790 |
3.840 |
| PP |
3.809 |
3.809 |
3.809 |
3.794 |
| S1 |
3.715 |
3.715 |
3.762 |
3.685 |
| S2 |
3.654 |
3.654 |
3.748 |
|
| S3 |
3.499 |
3.560 |
3.733 |
|
| S4 |
3.344 |
3.405 |
3.691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.004 |
3.758 |
0.246 |
6.2% |
0.106 |
2.6% |
93% |
True |
False |
27,001 |
| 10 |
4.012 |
3.748 |
0.264 |
6.6% |
0.098 |
2.5% |
91% |
False |
False |
27,504 |
| 20 |
4.373 |
3.748 |
0.625 |
15.7% |
0.097 |
2.4% |
38% |
False |
False |
24,764 |
| 40 |
4.525 |
3.748 |
0.777 |
19.5% |
0.107 |
2.7% |
31% |
False |
False |
25,102 |
| 60 |
4.525 |
3.748 |
0.777 |
19.5% |
0.110 |
2.7% |
31% |
False |
False |
27,616 |
| 80 |
4.525 |
3.625 |
0.900 |
22.6% |
0.104 |
2.6% |
40% |
False |
False |
29,720 |
| 100 |
4.525 |
3.440 |
1.085 |
27.2% |
0.099 |
2.5% |
51% |
False |
False |
27,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.204 |
|
2.618 |
4.127 |
|
1.618 |
4.080 |
|
1.000 |
4.051 |
|
0.618 |
4.033 |
|
HIGH |
4.004 |
|
0.618 |
3.986 |
|
0.500 |
3.981 |
|
0.382 |
3.975 |
|
LOW |
3.957 |
|
0.618 |
3.928 |
|
1.000 |
3.910 |
|
1.618 |
3.881 |
|
2.618 |
3.834 |
|
4.250 |
3.757 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.986 |
3.954 |
| PP |
3.983 |
3.920 |
| S1 |
3.981 |
3.886 |
|