NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
3.963 |
3.988 |
0.025 |
0.6% |
4.261 |
| High |
4.040 |
4.033 |
-0.007 |
-0.2% |
4.358 |
| Low |
3.951 |
3.965 |
0.014 |
0.4% |
3.981 |
| Close |
3.991 |
3.998 |
0.007 |
0.2% |
3.984 |
| Range |
0.089 |
0.068 |
-0.021 |
-23.6% |
0.377 |
| ATR |
0.120 |
0.117 |
-0.004 |
-3.1% |
0.000 |
| Volume |
95,619 |
82,001 |
-13,618 |
-14.2% |
515,982 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.203 |
4.168 |
4.035 |
|
| R3 |
4.135 |
4.100 |
4.017 |
|
| R2 |
4.067 |
4.067 |
4.010 |
|
| R1 |
4.032 |
4.032 |
4.004 |
4.050 |
| PP |
3.999 |
3.999 |
3.999 |
4.007 |
| S1 |
3.964 |
3.964 |
3.992 |
3.982 |
| S2 |
3.931 |
3.931 |
3.986 |
|
| S3 |
3.863 |
3.896 |
3.979 |
|
| S4 |
3.795 |
3.828 |
3.961 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.239 |
4.988 |
4.191 |
|
| R3 |
4.862 |
4.611 |
4.088 |
|
| R2 |
4.485 |
4.485 |
4.053 |
|
| R1 |
4.234 |
4.234 |
4.019 |
4.171 |
| PP |
4.108 |
4.108 |
4.108 |
4.076 |
| S1 |
3.857 |
3.857 |
3.949 |
3.794 |
| S2 |
3.731 |
3.731 |
3.915 |
|
| S3 |
3.354 |
3.480 |
3.880 |
|
| S4 |
2.977 |
3.103 |
3.777 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.229 |
3.951 |
0.278 |
7.0% |
0.105 |
2.6% |
17% |
False |
False |
110,284 |
| 10 |
4.358 |
3.951 |
0.407 |
10.2% |
0.111 |
2.8% |
12% |
False |
False |
98,294 |
| 20 |
4.358 |
3.933 |
0.425 |
10.6% |
0.112 |
2.8% |
15% |
False |
False |
75,937 |
| 40 |
4.499 |
3.933 |
0.566 |
14.2% |
0.123 |
3.1% |
11% |
False |
False |
61,819 |
| 60 |
4.499 |
3.734 |
0.765 |
19.1% |
0.117 |
2.9% |
35% |
False |
False |
53,090 |
| 80 |
4.499 |
3.382 |
1.117 |
27.9% |
0.110 |
2.7% |
55% |
False |
False |
44,968 |
| 100 |
4.499 |
3.374 |
1.125 |
28.1% |
0.106 |
2.6% |
55% |
False |
False |
38,138 |
| 120 |
4.499 |
3.336 |
1.163 |
29.1% |
0.102 |
2.6% |
57% |
False |
False |
32,717 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.322 |
|
2.618 |
4.211 |
|
1.618 |
4.143 |
|
1.000 |
4.101 |
|
0.618 |
4.075 |
|
HIGH |
4.033 |
|
0.618 |
4.007 |
|
0.500 |
3.999 |
|
0.382 |
3.991 |
|
LOW |
3.965 |
|
0.618 |
3.923 |
|
1.000 |
3.897 |
|
1.618 |
3.855 |
|
2.618 |
3.787 |
|
4.250 |
3.676 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.999 |
4.008 |
| PP |
3.999 |
4.004 |
| S1 |
3.998 |
4.001 |
|