NYMEX Natural Gas Future December 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 |
4.070 |
3.995 |
-0.075 |
-1.8% |
4.216 |
| High |
4.070 |
4.072 |
0.002 |
0.0% |
4.282 |
| Low |
3.996 |
3.995 |
-0.001 |
0.0% |
4.076 |
| Close |
4.005 |
4.062 |
0.057 |
1.4% |
4.102 |
| Range |
0.074 |
0.077 |
0.003 |
4.1% |
0.206 |
| ATR |
0.093 |
0.092 |
-0.001 |
-1.2% |
0.000 |
| Volume |
6,805 |
9,634 |
2,829 |
41.6% |
33,283 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.274 |
4.245 |
4.104 |
|
| R3 |
4.197 |
4.168 |
4.083 |
|
| R2 |
4.120 |
4.120 |
4.076 |
|
| R1 |
4.091 |
4.091 |
4.069 |
4.106 |
| PP |
4.043 |
4.043 |
4.043 |
4.050 |
| S1 |
4.014 |
4.014 |
4.055 |
4.029 |
| S2 |
3.966 |
3.966 |
4.048 |
|
| S3 |
3.889 |
3.937 |
4.041 |
|
| S4 |
3.812 |
3.860 |
4.020 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.771 |
4.643 |
4.215 |
|
| R3 |
4.565 |
4.437 |
4.159 |
|
| R2 |
4.359 |
4.359 |
4.140 |
|
| R1 |
4.231 |
4.231 |
4.121 |
4.192 |
| PP |
4.153 |
4.153 |
4.153 |
4.134 |
| S1 |
4.025 |
4.025 |
4.083 |
3.986 |
| S2 |
3.947 |
3.947 |
4.064 |
|
| S3 |
3.741 |
3.819 |
4.045 |
|
| S4 |
3.535 |
3.613 |
3.989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.227 |
3.995 |
0.232 |
5.7% |
0.083 |
2.0% |
29% |
False |
True |
7,562 |
| 10 |
4.431 |
3.995 |
0.436 |
10.7% |
0.079 |
1.9% |
15% |
False |
True |
7,058 |
| 20 |
4.583 |
3.995 |
0.588 |
14.5% |
0.090 |
2.2% |
11% |
False |
True |
6,058 |
| 40 |
4.744 |
3.995 |
0.749 |
18.4% |
0.097 |
2.4% |
9% |
False |
True |
6,625 |
| 60 |
4.744 |
3.995 |
0.749 |
18.4% |
0.097 |
2.4% |
9% |
False |
True |
7,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.399 |
|
2.618 |
4.274 |
|
1.618 |
4.197 |
|
1.000 |
4.149 |
|
0.618 |
4.120 |
|
HIGH |
4.072 |
|
0.618 |
4.043 |
|
0.500 |
4.034 |
|
0.382 |
4.024 |
|
LOW |
3.995 |
|
0.618 |
3.947 |
|
1.000 |
3.918 |
|
1.618 |
3.870 |
|
2.618 |
3.793 |
|
4.250 |
3.668 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.053 |
4.066 |
| PP |
4.043 |
4.065 |
| S1 |
4.034 |
4.063 |
|