NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.896 |
3.799 |
-0.097 |
-2.5% |
3.767 |
| High |
3.932 |
3.849 |
-0.083 |
-2.1% |
4.004 |
| Low |
3.799 |
3.760 |
-0.039 |
-1.0% |
3.767 |
| Close |
3.804 |
3.772 |
-0.032 |
-0.8% |
3.804 |
| Range |
0.133 |
0.089 |
-0.044 |
-33.1% |
0.237 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.1% |
0.000 |
| Volume |
19,114 |
21,461 |
2,347 |
12.3% |
110,478 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.061 |
4.005 |
3.821 |
|
| R3 |
3.972 |
3.916 |
3.796 |
|
| R2 |
3.883 |
3.883 |
3.788 |
|
| R1 |
3.827 |
3.827 |
3.780 |
3.811 |
| PP |
3.794 |
3.794 |
3.794 |
3.785 |
| S1 |
3.738 |
3.738 |
3.764 |
3.722 |
| S2 |
3.705 |
3.705 |
3.756 |
|
| S3 |
3.616 |
3.649 |
3.748 |
|
| S4 |
3.527 |
3.560 |
3.723 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.569 |
4.424 |
3.934 |
|
| R3 |
4.332 |
4.187 |
3.869 |
|
| R2 |
4.095 |
4.095 |
3.847 |
|
| R1 |
3.950 |
3.950 |
3.826 |
4.023 |
| PP |
3.858 |
3.858 |
3.858 |
3.895 |
| S1 |
3.713 |
3.713 |
3.782 |
3.786 |
| S2 |
3.621 |
3.621 |
3.761 |
|
| S3 |
3.384 |
3.476 |
3.739 |
|
| S4 |
3.147 |
3.239 |
3.674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.004 |
3.760 |
0.244 |
6.5% |
0.092 |
2.4% |
5% |
False |
True |
23,020 |
| 10 |
4.004 |
3.748 |
0.256 |
6.8% |
0.102 |
2.7% |
9% |
False |
False |
24,377 |
| 20 |
4.373 |
3.748 |
0.625 |
16.6% |
0.101 |
2.7% |
4% |
False |
False |
24,184 |
| 40 |
4.525 |
3.748 |
0.777 |
20.6% |
0.106 |
2.8% |
3% |
False |
False |
24,930 |
| 60 |
4.525 |
3.748 |
0.777 |
20.6% |
0.110 |
2.9% |
3% |
False |
False |
27,087 |
| 80 |
4.525 |
3.647 |
0.878 |
23.3% |
0.104 |
2.8% |
14% |
False |
False |
29,468 |
| 100 |
4.525 |
3.440 |
1.085 |
28.8% |
0.101 |
2.7% |
31% |
False |
False |
27,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.227 |
|
2.618 |
4.082 |
|
1.618 |
3.993 |
|
1.000 |
3.938 |
|
0.618 |
3.904 |
|
HIGH |
3.849 |
|
0.618 |
3.815 |
|
0.500 |
3.805 |
|
0.382 |
3.794 |
|
LOW |
3.760 |
|
0.618 |
3.705 |
|
1.000 |
3.671 |
|
1.618 |
3.616 |
|
2.618 |
3.527 |
|
4.250 |
3.382 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.805 |
3.873 |
| PP |
3.794 |
3.839 |
| S1 |
3.783 |
3.806 |
|