NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 06-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
4.007 |
4.006 |
-0.001 |
0.0% |
4.271 |
High |
4.034 |
4.008 |
-0.026 |
-0.6% |
4.366 |
Low |
3.985 |
3.839 |
-0.146 |
-3.7% |
3.995 |
Close |
4.010 |
3.841 |
-0.169 |
-4.2% |
3.997 |
Range |
0.049 |
0.169 |
0.120 |
244.9% |
0.371 |
ATR |
0.106 |
0.111 |
0.005 |
4.4% |
0.000 |
Volume |
15,092 |
19,927 |
4,835 |
32.0% |
81,878 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.403 |
4.291 |
3.934 |
|
R3 |
4.234 |
4.122 |
3.887 |
|
R2 |
4.065 |
4.065 |
3.872 |
|
R1 |
3.953 |
3.953 |
3.856 |
3.925 |
PP |
3.896 |
3.896 |
3.896 |
3.882 |
S1 |
3.784 |
3.784 |
3.826 |
3.756 |
S2 |
3.727 |
3.727 |
3.810 |
|
S3 |
3.558 |
3.615 |
3.795 |
|
S4 |
3.389 |
3.446 |
3.748 |
|
|
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 |
4.075 |
3.839 |
0.236 |
6.1% |
0.090 |
2.3% |
1% |
False |
True |
20,307 |
10 |
4.366 |
3.839 |
0.527 |
13.7% |
0.109 |
2.8% |
0% |
False |
True |
19,249 |
20 |
4.366 |
3.839 |
0.527 |
13.7% |
0.108 |
2.8% |
0% |
False |
True |
18,688 |
40 |
4.517 |
3.839 |
0.678 |
17.7% |
0.114 |
3.0% |
0% |
False |
True |
16,896 |
60 |
4.517 |
3.782 |
0.735 |
19.1% |
0.110 |
2.9% |
8% |
False |
False |
15,619 |
80 |
4.517 |
3.420 |
1.097 |
28.6% |
0.102 |
2.6% |
38% |
False |
False |
13,427 |
100 |
4.517 |
3.420 |
1.097 |
28.6% |
0.098 |
2.5% |
38% |
False |
False |
11,734 |
120 |
4.517 |
3.350 |
1.167 |
30.4% |
0.095 |
2.5% |
42% |
False |
False |
10,240 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.726 |
2.618 |
4.450 |
1.618 |
4.281 |
1.000 |
4.177 |
0.618 |
4.112 |
HIGH |
4.008 |
0.618 |
3.943 |
0.500 |
3.924 |
0.382 |
3.904 |
LOW |
3.839 |
0.618 |
3.735 |
1.000 |
3.670 |
1.618 |
3.566 |
2.618 |
3.397 |
4.250 |
3.121 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
3.924 |
3.939 |
PP |
3.896 |
3.906 |
S1 |
3.869 |
3.874 |
|