NYMEX Natural Gas Future July 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 |
4.000 |
3.997 |
-0.003 |
-0.1% |
4.261 |
| High |
4.027 |
4.002 |
-0.025 |
-0.6% |
4.358 |
| Low |
3.975 |
3.824 |
-0.151 |
-3.8% |
3.981 |
| Close |
4.001 |
3.827 |
-0.174 |
-4.3% |
3.984 |
| Range |
0.052 |
0.178 |
0.126 |
242.3% |
0.377 |
| ATR |
0.112 |
0.117 |
0.005 |
4.2% |
0.000 |
| Volume |
90,193 |
179,667 |
89,474 |
99.2% |
515,982 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.418 |
4.301 |
3.925 |
|
| R3 |
4.240 |
4.123 |
3.876 |
|
| R2 |
4.062 |
4.062 |
3.860 |
|
| R1 |
3.945 |
3.945 |
3.843 |
3.915 |
| PP |
3.884 |
3.884 |
3.884 |
3.869 |
| S1 |
3.767 |
3.767 |
3.811 |
3.737 |
| S2 |
3.706 |
3.706 |
3.794 |
|
| S3 |
3.528 |
3.589 |
3.778 |
|
| S4 |
3.350 |
3.411 |
3.729 |
|
|
| 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 |
4.064 |
3.824 |
0.240 |
6.3% |
0.094 |
2.5% |
1% |
False |
True |
111,640 |
| 10 |
4.358 |
3.824 |
0.534 |
14.0% |
0.114 |
3.0% |
1% |
False |
True |
113,423 |
| 20 |
4.358 |
3.824 |
0.534 |
14.0% |
0.115 |
3.0% |
1% |
False |
True |
84,503 |
| 40 |
4.499 |
3.824 |
0.675 |
17.6% |
0.123 |
3.2% |
0% |
False |
True |
64,709 |
| 60 |
4.499 |
3.770 |
0.729 |
19.0% |
0.119 |
3.1% |
8% |
False |
False |
56,811 |
| 80 |
4.499 |
3.382 |
1.117 |
29.2% |
0.111 |
2.9% |
40% |
False |
False |
47,884 |
| 100 |
4.499 |
3.382 |
1.117 |
29.2% |
0.106 |
2.8% |
40% |
False |
False |
40,625 |
| 120 |
4.499 |
3.336 |
1.163 |
30.4% |
0.103 |
2.7% |
42% |
False |
False |
34,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.759 |
|
2.618 |
4.468 |
|
1.618 |
4.290 |
|
1.000 |
4.180 |
|
0.618 |
4.112 |
|
HIGH |
4.002 |
|
0.618 |
3.934 |
|
0.500 |
3.913 |
|
0.382 |
3.892 |
|
LOW |
3.824 |
|
0.618 |
3.714 |
|
1.000 |
3.646 |
|
1.618 |
3.536 |
|
2.618 |
3.358 |
|
4.250 |
3.068 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.913 |
3.929 |
| PP |
3.884 |
3.895 |
| S1 |
3.856 |
3.861 |
|