NYMEX Natural Gas Future September 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 |
4.039 |
3.960 |
-0.079 |
-2.0% |
4.271 |
| High |
4.075 |
4.047 |
-0.028 |
-0.7% |
4.366 |
| Low |
3.995 |
3.960 |
-0.035 |
-0.9% |
3.995 |
| Close |
3.997 |
4.000 |
0.003 |
0.1% |
3.997 |
| Range |
0.080 |
0.087 |
0.007 |
8.8% |
0.371 |
| ATR |
0.116 |
0.114 |
-0.002 |
-1.8% |
0.000 |
| Volume |
23,389 |
22,599 |
-790 |
-3.4% |
81,878 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.263 |
4.219 |
4.048 |
|
| R3 |
4.176 |
4.132 |
4.024 |
|
| R2 |
4.089 |
4.089 |
4.016 |
|
| R1 |
4.045 |
4.045 |
4.008 |
4.067 |
| PP |
4.002 |
4.002 |
4.002 |
4.014 |
| S1 |
3.958 |
3.958 |
3.992 |
3.980 |
| S2 |
3.915 |
3.915 |
3.984 |
|
| S3 |
3.828 |
3.871 |
3.976 |
|
| S4 |
3.741 |
3.784 |
3.952 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.232 |
4.986 |
4.201 |
|
| R3 |
4.861 |
4.615 |
4.099 |
|
| R2 |
4.490 |
4.490 |
4.065 |
|
| R1 |
4.244 |
4.244 |
4.031 |
4.182 |
| PP |
4.119 |
4.119 |
4.119 |
4.088 |
| S1 |
3.873 |
3.873 |
3.963 |
3.811 |
| S2 |
3.748 |
3.748 |
3.929 |
|
| S3 |
3.377 |
3.502 |
3.895 |
|
| S4 |
3.006 |
3.131 |
3.793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.366 |
3.960 |
0.406 |
10.2% |
0.126 |
3.1% |
10% |
False |
True |
20,895 |
| 10 |
4.366 |
3.960 |
0.406 |
10.2% |
0.108 |
2.7% |
10% |
False |
True |
19,072 |
| 20 |
4.366 |
3.957 |
0.409 |
10.2% |
0.107 |
2.7% |
11% |
False |
False |
18,105 |
| 40 |
4.517 |
3.957 |
0.560 |
14.0% |
0.115 |
2.9% |
8% |
False |
False |
16,934 |
| 60 |
4.517 |
3.731 |
0.786 |
19.7% |
0.108 |
2.7% |
34% |
False |
False |
15,195 |
| 80 |
4.517 |
3.420 |
1.097 |
27.4% |
0.101 |
2.5% |
53% |
False |
False |
12,953 |
| 100 |
4.517 |
3.385 |
1.132 |
28.3% |
0.097 |
2.4% |
54% |
False |
False |
11,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.417 |
|
2.618 |
4.275 |
|
1.618 |
4.188 |
|
1.000 |
4.134 |
|
0.618 |
4.101 |
|
HIGH |
4.047 |
|
0.618 |
4.014 |
|
0.500 |
4.004 |
|
0.382 |
3.993 |
|
LOW |
3.960 |
|
0.618 |
3.906 |
|
1.000 |
3.873 |
|
1.618 |
3.819 |
|
2.618 |
3.732 |
|
4.250 |
3.590 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4.004 |
4.076 |
| PP |
4.002 |
4.051 |
| S1 |
4.001 |
4.025 |
|