NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.693 |
3.764 |
0.071 |
1.9% |
3.767 |
| High |
3.760 |
3.764 |
0.004 |
0.1% |
4.004 |
| Low |
3.688 |
3.570 |
-0.118 |
-3.2% |
3.767 |
| Close |
3.748 |
3.593 |
-0.155 |
-4.1% |
3.804 |
| Range |
0.072 |
0.194 |
0.122 |
169.4% |
0.237 |
| ATR |
0.102 |
0.109 |
0.007 |
6.4% |
0.000 |
| Volume |
31,404 |
21,026 |
-10,378 |
-33.0% |
110,478 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.224 |
4.103 |
3.700 |
|
| R3 |
4.030 |
3.909 |
3.646 |
|
| R2 |
3.836 |
3.836 |
3.629 |
|
| R1 |
3.715 |
3.715 |
3.611 |
3.679 |
| PP |
3.642 |
3.642 |
3.642 |
3.624 |
| S1 |
3.521 |
3.521 |
3.575 |
3.485 |
| S2 |
3.448 |
3.448 |
3.557 |
|
| S3 |
3.254 |
3.327 |
3.540 |
|
| S4 |
3.060 |
3.133 |
3.486 |
|
|
| 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 |
3.932 |
3.570 |
0.362 |
10.1% |
0.118 |
3.3% |
6% |
False |
True |
22,959 |
| 10 |
4.004 |
3.570 |
0.434 |
12.1% |
0.111 |
3.1% |
5% |
False |
True |
24,155 |
| 20 |
4.085 |
3.570 |
0.515 |
14.3% |
0.097 |
2.7% |
4% |
False |
True |
24,563 |
| 40 |
4.447 |
3.570 |
0.877 |
24.4% |
0.106 |
3.0% |
3% |
False |
True |
24,967 |
| 60 |
4.525 |
3.570 |
0.955 |
26.6% |
0.111 |
3.1% |
2% |
False |
True |
26,659 |
| 80 |
4.525 |
3.570 |
0.955 |
26.6% |
0.106 |
3.0% |
2% |
False |
True |
29,340 |
| 100 |
4.525 |
3.440 |
1.085 |
30.2% |
0.101 |
2.8% |
14% |
False |
False |
27,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.589 |
|
2.618 |
4.272 |
|
1.618 |
4.078 |
|
1.000 |
3.958 |
|
0.618 |
3.884 |
|
HIGH |
3.764 |
|
0.618 |
3.690 |
|
0.500 |
3.667 |
|
0.382 |
3.644 |
|
LOW |
3.570 |
|
0.618 |
3.450 |
|
1.000 |
3.376 |
|
1.618 |
3.256 |
|
2.618 |
3.062 |
|
4.250 |
2.746 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.667 |
3.679 |
| PP |
3.642 |
3.650 |
| S1 |
3.618 |
3.622 |
|