NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4.014 |
4.007 |
-0.007 |
-0.2% |
4.282 |
| High |
4.042 |
4.014 |
-0.028 |
-0.7% |
4.377 |
| Low |
3.991 |
3.840 |
-0.151 |
-3.8% |
4.001 |
| Close |
4.015 |
3.843 |
-0.172 |
-4.3% |
4.003 |
| Range |
0.051 |
0.174 |
0.123 |
241.2% |
0.376 |
| ATR |
0.110 |
0.115 |
0.005 |
4.2% |
0.000 |
| Volume |
30,603 |
31,026 |
423 |
1.4% |
99,510 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.421 |
4.306 |
3.939 |
|
| R3 |
4.247 |
4.132 |
3.891 |
|
| R2 |
4.073 |
4.073 |
3.875 |
|
| R1 |
3.958 |
3.958 |
3.859 |
3.929 |
| PP |
3.899 |
3.899 |
3.899 |
3.884 |
| S1 |
3.784 |
3.784 |
3.827 |
3.755 |
| S2 |
3.725 |
3.725 |
3.811 |
|
| S3 |
3.551 |
3.610 |
3.795 |
|
| S4 |
3.377 |
3.436 |
3.747 |
|
|
| 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 |
4.083 |
3.840 |
0.243 |
6.3% |
0.092 |
2.4% |
1% |
False |
True |
28,420 |
| 10 |
4.377 |
3.840 |
0.537 |
14.0% |
0.111 |
2.9% |
1% |
False |
True |
25,011 |
| 20 |
4.377 |
3.840 |
0.537 |
14.0% |
0.114 |
3.0% |
1% |
False |
True |
25,448 |
| 40 |
4.525 |
3.840 |
0.685 |
17.8% |
0.121 |
3.1% |
0% |
False |
True |
22,198 |
| 60 |
4.525 |
3.785 |
0.740 |
19.3% |
0.116 |
3.0% |
8% |
False |
False |
20,201 |
| 80 |
4.525 |
3.404 |
1.121 |
29.2% |
0.107 |
2.8% |
39% |
False |
False |
17,267 |
| 100 |
4.525 |
3.404 |
1.121 |
29.2% |
0.102 |
2.7% |
39% |
False |
False |
14,891 |
| 120 |
4.525 |
3.365 |
1.160 |
30.2% |
0.097 |
2.5% |
41% |
False |
False |
12,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.754 |
|
2.618 |
4.470 |
|
1.618 |
4.296 |
|
1.000 |
4.188 |
|
0.618 |
4.122 |
|
HIGH |
4.014 |
|
0.618 |
3.948 |
|
0.500 |
3.927 |
|
0.382 |
3.906 |
|
LOW |
3.840 |
|
0.618 |
3.732 |
|
1.000 |
3.666 |
|
1.618 |
3.558 |
|
2.618 |
3.384 |
|
4.250 |
3.101 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.927 |
3.945 |
| PP |
3.899 |
3.911 |
| S1 |
3.871 |
3.877 |
|