NYMEX Natural Gas Future September 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 |
4.006 |
3.853 |
-0.153 |
-3.8% |
3.960 |
| High |
4.008 |
3.880 |
-0.128 |
-3.2% |
4.047 |
| Low |
3.839 |
3.826 |
-0.013 |
-0.3% |
3.826 |
| Close |
3.841 |
3.851 |
0.010 |
0.3% |
3.851 |
| Range |
0.169 |
0.054 |
-0.115 |
-68.0% |
0.221 |
| ATR |
0.111 |
0.107 |
-0.004 |
-3.7% |
0.000 |
| Volume |
19,927 |
30,574 |
10,647 |
53.4% |
108,721 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.014 |
3.987 |
3.881 |
|
| R3 |
3.960 |
3.933 |
3.866 |
|
| R2 |
3.906 |
3.906 |
3.861 |
|
| R1 |
3.879 |
3.879 |
3.856 |
3.866 |
| PP |
3.852 |
3.852 |
3.852 |
3.846 |
| S1 |
3.825 |
3.825 |
3.846 |
3.812 |
| S2 |
3.798 |
3.798 |
3.841 |
|
| S3 |
3.744 |
3.771 |
3.836 |
|
| S4 |
3.690 |
3.717 |
3.821 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.571 |
4.432 |
3.973 |
|
| R3 |
4.350 |
4.211 |
3.912 |
|
| R2 |
4.129 |
4.129 |
3.892 |
|
| R1 |
3.990 |
3.990 |
3.871 |
3.949 |
| PP |
3.908 |
3.908 |
3.908 |
3.888 |
| S1 |
3.769 |
3.769 |
3.831 |
3.728 |
| S2 |
3.687 |
3.687 |
3.810 |
|
| S3 |
3.466 |
3.548 |
3.790 |
|
| S4 |
3.245 |
3.327 |
3.729 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.047 |
3.826 |
0.221 |
5.7% |
0.084 |
2.2% |
11% |
False |
True |
21,744 |
| 10 |
4.366 |
3.826 |
0.540 |
14.0% |
0.104 |
2.7% |
5% |
False |
True |
21,047 |
| 20 |
4.366 |
3.826 |
0.540 |
14.0% |
0.104 |
2.7% |
5% |
False |
True |
19,141 |
| 40 |
4.517 |
3.826 |
0.691 |
17.9% |
0.112 |
2.9% |
4% |
False |
True |
17,249 |
| 60 |
4.517 |
3.826 |
0.691 |
17.9% |
0.110 |
2.9% |
4% |
False |
True |
15,918 |
| 80 |
4.517 |
3.420 |
1.097 |
28.5% |
0.101 |
2.6% |
39% |
False |
False |
13,736 |
| 100 |
4.517 |
3.420 |
1.097 |
28.5% |
0.098 |
2.5% |
39% |
False |
False |
11,976 |
| 120 |
4.517 |
3.350 |
1.167 |
30.3% |
0.094 |
2.5% |
43% |
False |
False |
10,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.110 |
|
2.618 |
4.021 |
|
1.618 |
3.967 |
|
1.000 |
3.934 |
|
0.618 |
3.913 |
|
HIGH |
3.880 |
|
0.618 |
3.859 |
|
0.500 |
3.853 |
|
0.382 |
3.847 |
|
LOW |
3.826 |
|
0.618 |
3.793 |
|
1.000 |
3.772 |
|
1.618 |
3.739 |
|
2.618 |
3.685 |
|
4.250 |
3.597 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.853 |
3.930 |
| PP |
3.852 |
3.904 |
| S1 |
3.852 |
3.877 |
|