NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.799 |
3.769 |
-0.030 |
-0.8% |
3.767 |
| High |
3.849 |
3.787 |
-0.062 |
-1.6% |
4.004 |
| Low |
3.760 |
3.683 |
-0.077 |
-2.0% |
3.767 |
| Close |
3.772 |
3.684 |
-0.088 |
-2.3% |
3.804 |
| Range |
0.089 |
0.104 |
0.015 |
16.9% |
0.237 |
| ATR |
0.104 |
0.104 |
0.000 |
0.0% |
0.000 |
| Volume |
21,461 |
21,790 |
329 |
1.5% |
110,478 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.961 |
3.741 |
|
| R3 |
3.926 |
3.857 |
3.713 |
|
| R2 |
3.822 |
3.822 |
3.703 |
|
| R1 |
3.753 |
3.753 |
3.694 |
3.736 |
| PP |
3.718 |
3.718 |
3.718 |
3.709 |
| S1 |
3.649 |
3.649 |
3.674 |
3.632 |
| S2 |
3.614 |
3.614 |
3.665 |
|
| S3 |
3.510 |
3.545 |
3.655 |
|
| S4 |
3.406 |
3.441 |
3.627 |
|
|
| 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 |
3.683 |
0.321 |
8.7% |
0.097 |
2.6% |
0% |
False |
True |
20,964 |
| 10 |
4.004 |
3.683 |
0.321 |
8.7% |
0.105 |
2.8% |
0% |
False |
True |
24,061 |
| 20 |
4.251 |
3.683 |
0.568 |
15.4% |
0.097 |
2.6% |
0% |
False |
True |
24,459 |
| 40 |
4.525 |
3.683 |
0.842 |
22.9% |
0.104 |
2.8% |
0% |
False |
True |
24,733 |
| 60 |
4.525 |
3.683 |
0.842 |
22.9% |
0.110 |
3.0% |
0% |
False |
True |
26,831 |
| 80 |
4.525 |
3.647 |
0.878 |
23.8% |
0.105 |
2.8% |
4% |
False |
False |
29,284 |
| 100 |
4.525 |
3.440 |
1.085 |
29.5% |
0.100 |
2.7% |
22% |
False |
False |
27,886 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.229 |
|
2.618 |
4.059 |
|
1.618 |
3.955 |
|
1.000 |
3.891 |
|
0.618 |
3.851 |
|
HIGH |
3.787 |
|
0.618 |
3.747 |
|
0.500 |
3.735 |
|
0.382 |
3.723 |
|
LOW |
3.683 |
|
0.618 |
3.619 |
|
1.000 |
3.579 |
|
1.618 |
3.515 |
|
2.618 |
3.411 |
|
4.250 |
3.241 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.808 |
| PP |
3.718 |
3.766 |
| S1 |
3.701 |
3.725 |
|