NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 05-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
3.989 |
4.007 |
0.018 |
0.5% |
4.271 |
High |
4.038 |
4.034 |
-0.004 |
-0.1% |
4.366 |
Low |
3.975 |
3.985 |
0.010 |
0.3% |
3.995 |
Close |
4.008 |
4.010 |
0.002 |
0.0% |
3.997 |
Range |
0.063 |
0.049 |
-0.014 |
-22.2% |
0.371 |
ATR |
0.111 |
0.106 |
-0.004 |
-4.0% |
0.000 |
Volume |
20,529 |
15,092 |
-5,437 |
-26.5% |
81,878 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.157 |
4.132 |
4.037 |
|
R3 |
4.108 |
4.083 |
4.023 |
|
R2 |
4.059 |
4.059 |
4.019 |
|
R1 |
4.034 |
4.034 |
4.014 |
4.047 |
PP |
4.010 |
4.010 |
4.010 |
4.016 |
S1 |
3.985 |
3.985 |
4.006 |
3.998 |
S2 |
3.961 |
3.961 |
4.001 |
|
S3 |
3.912 |
3.936 |
3.997 |
|
S4 |
3.863 |
3.887 |
3.983 |
|
|
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 |
4.192 |
3.960 |
0.232 |
5.8% |
0.089 |
2.2% |
22% |
False |
False |
20,720 |
10 |
4.366 |
3.960 |
0.406 |
10.1% |
0.100 |
2.5% |
12% |
False |
False |
18,990 |
20 |
4.366 |
3.957 |
0.409 |
10.2% |
0.104 |
2.6% |
13% |
False |
False |
18,670 |
40 |
4.517 |
3.957 |
0.560 |
14.0% |
0.113 |
2.8% |
9% |
False |
False |
16,676 |
60 |
4.517 |
3.782 |
0.735 |
18.3% |
0.108 |
2.7% |
31% |
False |
False |
15,420 |
80 |
4.517 |
3.420 |
1.097 |
27.4% |
0.100 |
2.5% |
54% |
False |
False |
13,254 |
100 |
4.517 |
3.420 |
1.097 |
27.4% |
0.097 |
2.4% |
54% |
False |
False |
11,582 |
120 |
4.517 |
3.350 |
1.167 |
29.1% |
0.094 |
2.3% |
57% |
False |
False |
10,095 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.242 |
2.618 |
4.162 |
1.618 |
4.113 |
1.000 |
4.083 |
0.618 |
4.064 |
HIGH |
4.034 |
0.618 |
4.015 |
0.500 |
4.010 |
0.382 |
4.004 |
LOW |
3.985 |
0.618 |
3.955 |
1.000 |
3.936 |
1.618 |
3.906 |
2.618 |
3.857 |
4.250 |
3.777 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.010 |
4.008 |
PP |
4.010 |
4.006 |
S1 |
4.010 |
4.004 |
|