NYMEX Natural Gas Future October 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 |
4.048 |
3.996 |
-0.052 |
-1.3% |
4.279 |
High |
4.085 |
4.056 |
-0.029 |
-0.7% |
4.373 |
Low |
4.007 |
3.983 |
-0.024 |
-0.6% |
4.007 |
Close |
4.010 |
4.012 |
0.002 |
0.0% |
4.010 |
Range |
0.078 |
0.073 |
-0.005 |
-6.4% |
0.366 |
ATR |
0.114 |
0.111 |
-0.003 |
-2.6% |
0.000 |
Volume |
29,047 |
18,283 |
-10,764 |
-37.1% |
95,693 |
|
Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.236 |
4.197 |
4.052 |
|
R3 |
4.163 |
4.124 |
4.032 |
|
R2 |
4.090 |
4.090 |
4.025 |
|
R1 |
4.051 |
4.051 |
4.019 |
4.071 |
PP |
4.017 |
4.017 |
4.017 |
4.027 |
S1 |
3.978 |
3.978 |
4.005 |
3.998 |
S2 |
3.944 |
3.944 |
3.999 |
|
S3 |
3.871 |
3.905 |
3.992 |
|
S4 |
3.798 |
3.832 |
3.972 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.228 |
4.985 |
4.211 |
|
R3 |
4.862 |
4.619 |
4.111 |
|
R2 |
4.496 |
4.496 |
4.077 |
|
R1 |
4.253 |
4.253 |
4.044 |
4.192 |
PP |
4.130 |
4.130 |
4.130 |
4.099 |
S1 |
3.887 |
3.887 |
3.976 |
3.826 |
S2 |
3.764 |
3.764 |
3.943 |
|
S3 |
3.398 |
3.521 |
3.909 |
|
S4 |
3.032 |
3.155 |
3.809 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.373 |
3.983 |
0.390 |
9.7% |
0.120 |
3.0% |
7% |
False |
True |
22,795 |
10 |
4.373 |
3.983 |
0.390 |
9.7% |
0.103 |
2.6% |
7% |
False |
True |
23,301 |
20 |
4.373 |
3.974 |
0.399 |
9.9% |
0.102 |
2.5% |
10% |
False |
False |
24,043 |
40 |
4.525 |
3.974 |
0.551 |
13.7% |
0.115 |
2.9% |
7% |
False |
False |
27,515 |
60 |
4.525 |
3.758 |
0.767 |
19.1% |
0.108 |
2.7% |
33% |
False |
False |
30,809 |
80 |
4.525 |
3.440 |
1.085 |
27.0% |
0.102 |
2.6% |
53% |
False |
False |
28,894 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.366 |
2.618 |
4.247 |
1.618 |
4.174 |
1.000 |
4.129 |
0.618 |
4.101 |
HIGH |
4.056 |
0.618 |
4.028 |
0.500 |
4.020 |
0.382 |
4.011 |
LOW |
3.983 |
0.618 |
3.938 |
1.000 |
3.910 |
1.618 |
3.865 |
2.618 |
3.792 |
4.250 |
3.673 |
|
|
Fisher Pivots for day following 03-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.020 |
4.094 |
PP |
4.017 |
4.066 |
S1 |
4.015 |
4.039 |
|