NYMEX Natural Gas Future July 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 |
3.988 |
4.000 |
0.012 |
0.3% |
4.261 |
High |
4.033 |
4.027 |
-0.006 |
-0.1% |
4.358 |
Low |
3.965 |
3.975 |
0.010 |
0.3% |
3.981 |
Close |
3.998 |
4.001 |
0.003 |
0.1% |
3.984 |
Range |
0.068 |
0.052 |
-0.016 |
-23.5% |
0.377 |
ATR |
0.117 |
0.112 |
-0.005 |
-4.0% |
0.000 |
Volume |
82,001 |
90,193 |
8,192 |
10.0% |
515,982 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.157 |
4.131 |
4.030 |
|
R3 |
4.105 |
4.079 |
4.015 |
|
R2 |
4.053 |
4.053 |
4.011 |
|
R1 |
4.027 |
4.027 |
4.006 |
4.040 |
PP |
4.001 |
4.001 |
4.001 |
4.008 |
S1 |
3.975 |
3.975 |
3.996 |
3.988 |
S2 |
3.949 |
3.949 |
3.991 |
|
S3 |
3.897 |
3.923 |
3.987 |
|
S4 |
3.845 |
3.871 |
3.972 |
|
|
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 |
4.184 |
3.951 |
0.233 |
5.8% |
0.093 |
2.3% |
21% |
False |
False |
103,130 |
10 |
4.358 |
3.951 |
0.407 |
10.2% |
0.103 |
2.6% |
12% |
False |
False |
101,055 |
20 |
4.358 |
3.933 |
0.425 |
10.6% |
0.110 |
2.8% |
16% |
False |
False |
78,402 |
40 |
4.499 |
3.933 |
0.566 |
14.1% |
0.122 |
3.0% |
12% |
False |
False |
61,777 |
60 |
4.499 |
3.756 |
0.743 |
18.6% |
0.117 |
2.9% |
33% |
False |
False |
54,152 |
80 |
4.499 |
3.382 |
1.117 |
27.9% |
0.109 |
2.7% |
55% |
False |
False |
45,833 |
100 |
4.499 |
3.382 |
1.117 |
27.9% |
0.105 |
2.6% |
55% |
False |
False |
38,931 |
120 |
4.499 |
3.336 |
1.163 |
29.1% |
0.102 |
2.5% |
57% |
False |
False |
33,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.248 |
2.618 |
4.163 |
1.618 |
4.111 |
1.000 |
4.079 |
0.618 |
4.059 |
HIGH |
4.027 |
0.618 |
4.007 |
0.500 |
4.001 |
0.382 |
3.995 |
LOW |
3.975 |
0.618 |
3.943 |
1.000 |
3.923 |
1.618 |
3.891 |
2.618 |
3.839 |
4.250 |
3.754 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.001 |
3.999 |
PP |
4.001 |
3.997 |
S1 |
4.001 |
3.996 |
|