NYMEX Natural Gas Future August 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 |
4.043 |
3.980 |
-0.063 |
-1.6% |
4.282 |
High |
4.083 |
4.056 |
-0.027 |
-0.7% |
4.377 |
Low |
4.001 |
3.971 |
-0.030 |
-0.7% |
4.001 |
Close |
4.003 |
4.009 |
0.006 |
0.1% |
4.003 |
Range |
0.082 |
0.085 |
0.003 |
3.7% |
0.376 |
ATR |
0.121 |
0.119 |
-0.003 |
-2.1% |
0.000 |
Volume |
29,011 |
25,585 |
-3,426 |
-11.8% |
99,510 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.267 |
4.223 |
4.056 |
|
R3 |
4.182 |
4.138 |
4.032 |
|
R2 |
4.097 |
4.097 |
4.025 |
|
R1 |
4.053 |
4.053 |
4.017 |
4.075 |
PP |
4.012 |
4.012 |
4.012 |
4.023 |
S1 |
3.968 |
3.968 |
4.001 |
3.990 |
S2 |
3.927 |
3.927 |
3.993 |
|
S3 |
3.842 |
3.883 |
3.986 |
|
S4 |
3.757 |
3.798 |
3.962 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.255 |
5.005 |
4.210 |
|
R3 |
4.879 |
4.629 |
4.106 |
|
R2 |
4.503 |
4.503 |
4.072 |
|
R1 |
4.253 |
4.253 |
4.037 |
4.190 |
PP |
4.127 |
4.127 |
4.127 |
4.096 |
S1 |
3.877 |
3.877 |
3.969 |
3.814 |
S2 |
3.751 |
3.751 |
3.934 |
|
S3 |
3.375 |
3.501 |
3.900 |
|
S4 |
2.999 |
3.125 |
3.796 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.377 |
3.971 |
0.406 |
10.1% |
0.127 |
3.2% |
9% |
False |
True |
25,019 |
10 |
4.377 |
3.971 |
0.406 |
10.1% |
0.110 |
2.8% |
9% |
False |
True |
24,539 |
20 |
4.377 |
3.956 |
0.421 |
10.5% |
0.112 |
2.8% |
13% |
False |
False |
24,373 |
40 |
4.525 |
3.956 |
0.569 |
14.2% |
0.122 |
3.0% |
9% |
False |
False |
22,023 |
60 |
4.525 |
3.729 |
0.796 |
19.9% |
0.113 |
2.8% |
35% |
False |
False |
19,406 |
80 |
4.525 |
3.404 |
1.121 |
28.0% |
0.106 |
2.6% |
54% |
False |
False |
16,356 |
100 |
4.525 |
3.365 |
1.160 |
28.9% |
0.102 |
2.5% |
56% |
False |
False |
14,141 |
120 |
4.525 |
3.365 |
1.160 |
28.9% |
0.096 |
2.4% |
56% |
False |
False |
12,190 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.417 |
2.618 |
4.279 |
1.618 |
4.194 |
1.000 |
4.141 |
0.618 |
4.109 |
HIGH |
4.056 |
0.618 |
4.024 |
0.500 |
4.014 |
0.382 |
4.003 |
LOW |
3.971 |
0.618 |
3.918 |
1.000 |
3.886 |
1.618 |
3.833 |
2.618 |
3.748 |
4.250 |
3.610 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.014 |
4.088 |
PP |
4.012 |
4.061 |
S1 |
4.011 |
4.035 |
|