NYMEX Natural Gas Future July 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 |
3.997 |
3.846 |
-0.151 |
-3.8% |
3.963 |
| High |
4.002 |
3.869 |
-0.133 |
-3.3% |
4.040 |
| Low |
3.824 |
3.814 |
-0.010 |
-0.3% |
3.814 |
| Close |
3.827 |
3.828 |
0.001 |
0.0% |
3.828 |
| Range |
0.178 |
0.055 |
-0.123 |
-69.1% |
0.226 |
| ATR |
0.117 |
0.112 |
-0.004 |
-3.8% |
0.000 |
| Volume |
179,667 |
142,059 |
-37,608 |
-20.9% |
589,539 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.002 |
3.970 |
3.858 |
|
| R3 |
3.947 |
3.915 |
3.843 |
|
| R2 |
3.892 |
3.892 |
3.838 |
|
| R1 |
3.860 |
3.860 |
3.833 |
3.849 |
| PP |
3.837 |
3.837 |
3.837 |
3.831 |
| S1 |
3.805 |
3.805 |
3.823 |
3.794 |
| S2 |
3.782 |
3.782 |
3.818 |
|
| S3 |
3.727 |
3.750 |
3.813 |
|
| S4 |
3.672 |
3.695 |
3.798 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.572 |
4.426 |
3.952 |
|
| R3 |
4.346 |
4.200 |
3.890 |
|
| R2 |
4.120 |
4.120 |
3.869 |
|
| R1 |
3.974 |
3.974 |
3.849 |
3.934 |
| PP |
3.894 |
3.894 |
3.894 |
3.874 |
| S1 |
3.748 |
3.748 |
3.807 |
3.708 |
| S2 |
3.668 |
3.668 |
3.787 |
|
| S3 |
3.442 |
3.522 |
3.766 |
|
| S4 |
3.216 |
3.296 |
3.704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.040 |
3.814 |
0.226 |
5.9% |
0.088 |
2.3% |
6% |
False |
True |
117,907 |
| 10 |
4.358 |
3.814 |
0.544 |
14.2% |
0.108 |
2.8% |
3% |
False |
True |
116,268 |
| 20 |
4.358 |
3.814 |
0.544 |
14.2% |
0.111 |
2.9% |
3% |
False |
True |
89,875 |
| 40 |
4.499 |
3.814 |
0.685 |
17.9% |
0.121 |
3.2% |
2% |
False |
True |
66,184 |
| 60 |
4.499 |
3.806 |
0.693 |
18.1% |
0.119 |
3.1% |
3% |
False |
False |
58,717 |
| 80 |
4.499 |
3.382 |
1.117 |
29.2% |
0.110 |
2.9% |
40% |
False |
False |
49,497 |
| 100 |
4.499 |
3.382 |
1.117 |
29.2% |
0.106 |
2.8% |
40% |
False |
False |
41,949 |
| 120 |
4.499 |
3.336 |
1.163 |
30.4% |
0.103 |
2.7% |
42% |
False |
False |
35,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.103 |
|
2.618 |
4.013 |
|
1.618 |
3.958 |
|
1.000 |
3.924 |
|
0.618 |
3.903 |
|
HIGH |
3.869 |
|
0.618 |
3.848 |
|
0.500 |
3.842 |
|
0.382 |
3.835 |
|
LOW |
3.814 |
|
0.618 |
3.780 |
|
1.000 |
3.759 |
|
1.618 |
3.725 |
|
2.618 |
3.670 |
|
4.250 |
3.580 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.842 |
3.921 |
| PP |
3.837 |
3.890 |
| S1 |
3.833 |
3.859 |
|