NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4.000 |
4.014 |
0.014 |
0.4% |
4.282 |
| High |
4.049 |
4.042 |
-0.007 |
-0.2% |
4.377 |
| Low |
3.983 |
3.991 |
0.008 |
0.2% |
4.001 |
| Close |
4.015 |
4.015 |
0.000 |
0.0% |
4.003 |
| Range |
0.066 |
0.051 |
-0.015 |
-22.7% |
0.376 |
| ATR |
0.115 |
0.110 |
-0.005 |
-4.0% |
0.000 |
| Volume |
25,879 |
30,603 |
4,724 |
18.3% |
99,510 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.169 |
4.143 |
4.043 |
|
| R3 |
4.118 |
4.092 |
4.029 |
|
| R2 |
4.067 |
4.067 |
4.024 |
|
| R1 |
4.041 |
4.041 |
4.020 |
4.054 |
| PP |
4.016 |
4.016 |
4.016 |
4.023 |
| S1 |
3.990 |
3.990 |
4.010 |
4.003 |
| S2 |
3.965 |
3.965 |
4.006 |
|
| S3 |
3.914 |
3.939 |
4.001 |
|
| S4 |
3.863 |
3.888 |
3.987 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.255 |
5.005 |
4.210 |
|
| R3 |
4.879 |
4.629 |
4.106 |
|
| R2 |
4.503 |
4.503 |
4.072 |
|
| R1 |
4.253 |
4.253 |
4.037 |
4.190 |
| PP |
4.127 |
4.127 |
4.127 |
4.096 |
| S1 |
3.877 |
3.877 |
3.969 |
3.814 |
| S2 |
3.751 |
3.751 |
3.934 |
|
| S3 |
3.375 |
3.501 |
3.900 |
|
| S4 |
2.999 |
3.125 |
3.796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.204 |
3.971 |
0.233 |
5.8% |
0.091 |
2.3% |
19% |
False |
False |
27,269 |
| 10 |
4.377 |
3.971 |
0.406 |
10.1% |
0.101 |
2.5% |
11% |
False |
False |
24,282 |
| 20 |
4.377 |
3.956 |
0.421 |
10.5% |
0.110 |
2.7% |
14% |
False |
False |
25,427 |
| 40 |
4.525 |
3.956 |
0.569 |
14.2% |
0.119 |
3.0% |
10% |
False |
False |
21,813 |
| 60 |
4.525 |
3.782 |
0.743 |
18.5% |
0.113 |
2.8% |
31% |
False |
False |
19,852 |
| 80 |
4.525 |
3.404 |
1.121 |
27.9% |
0.105 |
2.6% |
55% |
False |
False |
16,937 |
| 100 |
4.525 |
3.404 |
1.121 |
27.9% |
0.101 |
2.5% |
55% |
False |
False |
14,627 |
| 120 |
4.525 |
3.365 |
1.160 |
28.9% |
0.096 |
2.4% |
56% |
False |
False |
12,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.259 |
|
2.618 |
4.176 |
|
1.618 |
4.125 |
|
1.000 |
4.093 |
|
0.618 |
4.074 |
|
HIGH |
4.042 |
|
0.618 |
4.023 |
|
0.500 |
4.017 |
|
0.382 |
4.010 |
|
LOW |
3.991 |
|
0.618 |
3.959 |
|
1.000 |
3.940 |
|
1.618 |
3.908 |
|
2.618 |
3.857 |
|
4.250 |
3.774 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.017 |
4.015 |
| PP |
4.016 |
4.014 |
| S1 |
4.016 |
4.014 |
|