NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.913 |
3.831 |
-0.082 |
-2.1% |
4.059 |
| High |
3.915 |
3.906 |
-0.009 |
-0.2% |
4.127 |
| Low |
3.833 |
3.826 |
-0.007 |
-0.2% |
3.915 |
| Close |
3.842 |
3.897 |
0.055 |
1.4% |
3.944 |
| Range |
0.082 |
0.080 |
-0.002 |
-2.4% |
0.212 |
| ATR |
0.095 |
0.094 |
-0.001 |
-1.2% |
0.000 |
| Volume |
13,316 |
15,305 |
1,989 |
14.9% |
49,787 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.116 |
4.087 |
3.941 |
|
| R3 |
4.036 |
4.007 |
3.919 |
|
| R2 |
3.956 |
3.956 |
3.912 |
|
| R1 |
3.927 |
3.927 |
3.904 |
3.942 |
| PP |
3.876 |
3.876 |
3.876 |
3.884 |
| S1 |
3.847 |
3.847 |
3.890 |
3.862 |
| S2 |
3.796 |
3.796 |
3.882 |
|
| S3 |
3.716 |
3.767 |
3.875 |
|
| S4 |
3.636 |
3.687 |
3.853 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.631 |
4.500 |
4.061 |
|
| R3 |
4.419 |
4.288 |
4.002 |
|
| R2 |
4.207 |
4.207 |
3.983 |
|
| R1 |
4.076 |
4.076 |
3.963 |
4.036 |
| PP |
3.995 |
3.995 |
3.995 |
3.975 |
| S1 |
3.864 |
3.864 |
3.925 |
3.824 |
| S2 |
3.783 |
3.783 |
3.905 |
|
| S3 |
3.571 |
3.652 |
3.886 |
|
| S4 |
3.359 |
3.440 |
3.827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.072 |
3.826 |
0.246 |
6.3% |
0.087 |
2.2% |
29% |
False |
True |
13,634 |
| 10 |
4.280 |
3.826 |
0.454 |
11.6% |
0.084 |
2.1% |
16% |
False |
True |
11,413 |
| 20 |
4.442 |
3.826 |
0.616 |
15.8% |
0.091 |
2.3% |
12% |
False |
True |
9,576 |
| 40 |
4.594 |
3.826 |
0.768 |
19.7% |
0.100 |
2.6% |
9% |
False |
True |
9,611 |
| 60 |
4.594 |
3.826 |
0.768 |
19.7% |
0.099 |
2.5% |
9% |
False |
True |
9,345 |
| 80 |
4.594 |
3.562 |
1.032 |
26.5% |
0.092 |
2.4% |
32% |
False |
False |
8,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.246 |
|
2.618 |
4.115 |
|
1.618 |
4.035 |
|
1.000 |
3.986 |
|
0.618 |
3.955 |
|
HIGH |
3.906 |
|
0.618 |
3.875 |
|
0.500 |
3.866 |
|
0.382 |
3.857 |
|
LOW |
3.826 |
|
0.618 |
3.777 |
|
1.000 |
3.746 |
|
1.618 |
3.697 |
|
2.618 |
3.617 |
|
4.250 |
3.486 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.887 |
3.903 |
| PP |
3.876 |
3.901 |
| S1 |
3.866 |
3.899 |
|