NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.889 |
3.932 |
0.043 |
1.1% |
3.952 |
| High |
3.954 |
3.939 |
-0.015 |
-0.4% |
3.979 |
| Low |
3.841 |
3.850 |
0.009 |
0.2% |
3.826 |
| Close |
3.934 |
3.854 |
-0.080 |
-2.0% |
3.854 |
| Range |
0.113 |
0.089 |
-0.024 |
-21.2% |
0.153 |
| ATR |
0.096 |
0.095 |
0.000 |
-0.5% |
0.000 |
| Volume |
15,537 |
18,249 |
2,712 |
17.5% |
77,917 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.148 |
4.090 |
3.903 |
|
| R3 |
4.059 |
4.001 |
3.878 |
|
| R2 |
3.970 |
3.970 |
3.870 |
|
| R1 |
3.912 |
3.912 |
3.862 |
3.897 |
| PP |
3.881 |
3.881 |
3.881 |
3.873 |
| S1 |
3.823 |
3.823 |
3.846 |
3.808 |
| S2 |
3.792 |
3.792 |
3.838 |
|
| S3 |
3.703 |
3.734 |
3.830 |
|
| S4 |
3.614 |
3.645 |
3.805 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.345 |
4.253 |
3.938 |
|
| R3 |
4.192 |
4.100 |
3.896 |
|
| R2 |
4.039 |
4.039 |
3.882 |
|
| R1 |
3.947 |
3.947 |
3.868 |
3.917 |
| PP |
3.886 |
3.886 |
3.886 |
3.871 |
| S1 |
3.794 |
3.794 |
3.840 |
3.764 |
| S2 |
3.733 |
3.733 |
3.826 |
|
| S3 |
3.580 |
3.641 |
3.812 |
|
| S4 |
3.427 |
3.488 |
3.770 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.979 |
3.826 |
0.153 |
4.0% |
0.089 |
2.3% |
18% |
False |
False |
15,583 |
| 10 |
4.127 |
3.826 |
0.301 |
7.8% |
0.080 |
2.1% |
9% |
False |
False |
12,770 |
| 20 |
4.442 |
3.826 |
0.616 |
16.0% |
0.091 |
2.4% |
5% |
False |
False |
10,386 |
| 40 |
4.594 |
3.826 |
0.768 |
19.9% |
0.098 |
2.6% |
4% |
False |
False |
10,104 |
| 60 |
4.594 |
3.826 |
0.768 |
19.9% |
0.100 |
2.6% |
4% |
False |
False |
9,519 |
| 80 |
4.594 |
3.625 |
0.969 |
25.1% |
0.093 |
2.4% |
24% |
False |
False |
9,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.317 |
|
2.618 |
4.172 |
|
1.618 |
4.083 |
|
1.000 |
4.028 |
|
0.618 |
3.994 |
|
HIGH |
3.939 |
|
0.618 |
3.905 |
|
0.500 |
3.895 |
|
0.382 |
3.884 |
|
LOW |
3.850 |
|
0.618 |
3.795 |
|
1.000 |
3.761 |
|
1.618 |
3.706 |
|
2.618 |
3.617 |
|
4.250 |
3.472 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.895 |
3.890 |
| PP |
3.881 |
3.878 |
| S1 |
3.868 |
3.866 |
|