NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4.007 |
3.861 |
-0.146 |
-3.6% |
3.980 |
| High |
4.014 |
3.884 |
-0.130 |
-3.2% |
4.056 |
| Low |
3.840 |
3.829 |
-0.011 |
-0.3% |
3.829 |
| Close |
3.843 |
3.848 |
0.005 |
0.1% |
3.848 |
| Range |
0.174 |
0.055 |
-0.119 |
-68.4% |
0.227 |
| ATR |
0.115 |
0.111 |
-0.004 |
-3.7% |
0.000 |
| Volume |
31,026 |
59,107 |
28,081 |
90.5% |
172,200 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.019 |
3.988 |
3.878 |
|
| R3 |
3.964 |
3.933 |
3.863 |
|
| R2 |
3.909 |
3.909 |
3.858 |
|
| R1 |
3.878 |
3.878 |
3.853 |
3.866 |
| PP |
3.854 |
3.854 |
3.854 |
3.848 |
| S1 |
3.823 |
3.823 |
3.843 |
3.811 |
| S2 |
3.799 |
3.799 |
3.838 |
|
| S3 |
3.744 |
3.768 |
3.833 |
|
| S4 |
3.689 |
3.713 |
3.818 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.592 |
4.447 |
3.973 |
|
| R3 |
4.365 |
4.220 |
3.910 |
|
| R2 |
4.138 |
4.138 |
3.890 |
|
| R1 |
3.993 |
3.993 |
3.869 |
3.952 |
| PP |
3.911 |
3.911 |
3.911 |
3.891 |
| S1 |
3.766 |
3.766 |
3.827 |
3.725 |
| S2 |
3.684 |
3.684 |
3.806 |
|
| S3 |
3.457 |
3.539 |
3.786 |
|
| S4 |
3.230 |
3.312 |
3.723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.056 |
3.829 |
0.227 |
5.9% |
0.086 |
2.2% |
8% |
False |
True |
34,440 |
| 10 |
4.377 |
3.829 |
0.548 |
14.2% |
0.106 |
2.8% |
3% |
False |
True |
29,366 |
| 20 |
4.377 |
3.829 |
0.548 |
14.2% |
0.110 |
2.9% |
3% |
False |
True |
27,378 |
| 40 |
4.525 |
3.829 |
0.696 |
18.1% |
0.119 |
3.1% |
3% |
False |
True |
23,215 |
| 60 |
4.525 |
3.829 |
0.696 |
18.1% |
0.116 |
3.0% |
3% |
False |
True |
20,959 |
| 80 |
4.525 |
3.404 |
1.121 |
29.1% |
0.106 |
2.8% |
40% |
False |
False |
17,942 |
| 100 |
4.525 |
3.404 |
1.121 |
29.1% |
0.102 |
2.7% |
40% |
False |
False |
15,427 |
| 120 |
4.525 |
3.365 |
1.160 |
30.1% |
0.097 |
2.5% |
42% |
False |
False |
13,314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.118 |
|
2.618 |
4.028 |
|
1.618 |
3.973 |
|
1.000 |
3.939 |
|
0.618 |
3.918 |
|
HIGH |
3.884 |
|
0.618 |
3.863 |
|
0.500 |
3.857 |
|
0.382 |
3.850 |
|
LOW |
3.829 |
|
0.618 |
3.795 |
|
1.000 |
3.774 |
|
1.618 |
3.740 |
|
2.618 |
3.685 |
|
4.250 |
3.595 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.857 |
3.936 |
| PP |
3.854 |
3.906 |
| S1 |
3.851 |
3.877 |
|