NYMEX Natural Gas Future July 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4.032 |
3.963 |
-0.069 |
-1.7% |
4.261 |
| High |
4.064 |
4.040 |
-0.024 |
-0.6% |
4.358 |
| Low |
3.981 |
3.951 |
-0.030 |
-0.8% |
3.981 |
| Close |
3.984 |
3.991 |
0.007 |
0.2% |
3.984 |
| Range |
0.083 |
0.089 |
0.006 |
7.2% |
0.377 |
| ATR |
0.123 |
0.120 |
-0.002 |
-2.0% |
0.000 |
| Volume |
110,722 |
95,619 |
-15,103 |
-13.6% |
515,982 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.261 |
4.215 |
4.040 |
|
| R3 |
4.172 |
4.126 |
4.015 |
|
| R2 |
4.083 |
4.083 |
4.007 |
|
| R1 |
4.037 |
4.037 |
3.999 |
4.060 |
| PP |
3.994 |
3.994 |
3.994 |
4.006 |
| S1 |
3.948 |
3.948 |
3.983 |
3.971 |
| S2 |
3.905 |
3.905 |
3.975 |
|
| S3 |
3.816 |
3.859 |
3.967 |
|
| S4 |
3.727 |
3.770 |
3.942 |
|
|
| 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 |
4.358 |
3.951 |
0.407 |
10.2% |
0.129 |
3.2% |
10% |
False |
True |
122,320 |
| 10 |
4.358 |
3.951 |
0.407 |
10.2% |
0.113 |
2.8% |
10% |
False |
True |
95,694 |
| 20 |
4.358 |
3.933 |
0.425 |
10.6% |
0.113 |
2.8% |
14% |
False |
False |
73,749 |
| 40 |
4.499 |
3.933 |
0.566 |
14.2% |
0.125 |
3.1% |
10% |
False |
False |
62,543 |
| 60 |
4.499 |
3.707 |
0.792 |
19.8% |
0.117 |
2.9% |
36% |
False |
False |
52,387 |
| 80 |
4.499 |
3.382 |
1.117 |
28.0% |
0.110 |
2.8% |
55% |
False |
False |
44,100 |
| 100 |
4.499 |
3.336 |
1.163 |
29.1% |
0.106 |
2.7% |
56% |
False |
False |
37,387 |
| 120 |
4.499 |
3.336 |
1.163 |
29.1% |
0.102 |
2.6% |
56% |
False |
False |
32,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.418 |
|
2.618 |
4.273 |
|
1.618 |
4.184 |
|
1.000 |
4.129 |
|
0.618 |
4.095 |
|
HIGH |
4.040 |
|
0.618 |
4.006 |
|
0.500 |
3.996 |
|
0.382 |
3.985 |
|
LOW |
3.951 |
|
0.618 |
3.896 |
|
1.000 |
3.862 |
|
1.618 |
3.807 |
|
2.618 |
3.718 |
|
4.250 |
3.573 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.996 |
4.068 |
| PP |
3.994 |
4.042 |
| S1 |
3.993 |
4.017 |
|