NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 04-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
3.960 |
3.989 |
0.029 |
0.7% |
4.271 |
High |
4.047 |
4.038 |
-0.009 |
-0.2% |
4.366 |
Low |
3.960 |
3.975 |
0.015 |
0.4% |
3.995 |
Close |
4.000 |
4.008 |
0.008 |
0.2% |
3.997 |
Range |
0.087 |
0.063 |
-0.024 |
-27.6% |
0.371 |
ATR |
0.114 |
0.111 |
-0.004 |
-3.2% |
0.000 |
Volume |
22,599 |
20,529 |
-2,070 |
-9.2% |
81,878 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.196 |
4.165 |
4.043 |
|
R3 |
4.133 |
4.102 |
4.025 |
|
R2 |
4.070 |
4.070 |
4.020 |
|
R1 |
4.039 |
4.039 |
4.014 |
4.055 |
PP |
4.007 |
4.007 |
4.007 |
4.015 |
S1 |
3.976 |
3.976 |
4.002 |
3.992 |
S2 |
3.944 |
3.944 |
3.996 |
|
S3 |
3.881 |
3.913 |
3.991 |
|
S4 |
3.818 |
3.850 |
3.973 |
|
|
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 |
4.242 |
3.960 |
0.282 |
7.0% |
0.101 |
2.5% |
17% |
False |
False |
21,563 |
10 |
4.366 |
3.960 |
0.406 |
10.1% |
0.107 |
2.7% |
12% |
False |
False |
18,733 |
20 |
4.366 |
3.957 |
0.409 |
10.2% |
0.106 |
2.6% |
12% |
False |
False |
18,372 |
40 |
4.517 |
3.957 |
0.560 |
14.0% |
0.114 |
2.8% |
9% |
False |
False |
16,711 |
60 |
4.517 |
3.758 |
0.759 |
18.9% |
0.108 |
2.7% |
33% |
False |
False |
15,328 |
80 |
4.517 |
3.420 |
1.097 |
27.4% |
0.100 |
2.5% |
54% |
False |
False |
13,164 |
100 |
4.517 |
3.412 |
1.105 |
27.6% |
0.097 |
2.4% |
54% |
False |
False |
11,486 |
120 |
4.517 |
3.350 |
1.167 |
29.1% |
0.094 |
2.3% |
56% |
False |
False |
9,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.306 |
2.618 |
4.203 |
1.618 |
4.140 |
1.000 |
4.101 |
0.618 |
4.077 |
HIGH |
4.038 |
0.618 |
4.014 |
0.500 |
4.007 |
0.382 |
3.999 |
LOW |
3.975 |
0.618 |
3.936 |
1.000 |
3.912 |
1.618 |
3.873 |
2.618 |
3.810 |
4.250 |
3.707 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.008 |
4.018 |
PP |
4.007 |
4.014 |
S1 |
4.007 |
4.011 |
|