NYMEX Natural Gas Future October 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 |
3.996 |
4.005 |
0.009 |
0.2% |
4.279 |
High |
4.056 |
4.049 |
-0.007 |
-0.2% |
4.373 |
Low |
3.983 |
3.991 |
0.008 |
0.2% |
4.007 |
Close |
4.012 |
4.021 |
0.009 |
0.2% |
4.010 |
Range |
0.073 |
0.058 |
-0.015 |
-20.5% |
0.366 |
ATR |
0.111 |
0.108 |
-0.004 |
-3.4% |
0.000 |
Volume |
18,283 |
21,070 |
2,787 |
15.2% |
95,693 |
|
Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.194 |
4.166 |
4.053 |
|
R3 |
4.136 |
4.108 |
4.037 |
|
R2 |
4.078 |
4.078 |
4.032 |
|
R1 |
4.050 |
4.050 |
4.026 |
4.064 |
PP |
4.020 |
4.020 |
4.020 |
4.028 |
S1 |
3.992 |
3.992 |
4.016 |
4.006 |
S2 |
3.962 |
3.962 |
4.010 |
|
S3 |
3.904 |
3.934 |
4.005 |
|
S4 |
3.846 |
3.876 |
3.989 |
|
|
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 |
4.251 |
3.983 |
0.268 |
6.7% |
0.096 |
2.4% |
14% |
False |
False |
23,749 |
10 |
4.373 |
3.983 |
0.390 |
9.7% |
0.101 |
2.5% |
10% |
False |
False |
22,389 |
20 |
4.373 |
3.974 |
0.399 |
9.9% |
0.101 |
2.5% |
12% |
False |
False |
24,197 |
40 |
4.525 |
3.974 |
0.551 |
13.7% |
0.114 |
2.8% |
9% |
False |
False |
26,499 |
60 |
4.525 |
3.786 |
0.739 |
18.4% |
0.108 |
2.7% |
32% |
False |
False |
30,361 |
80 |
4.525 |
3.440 |
1.085 |
27.0% |
0.101 |
2.5% |
54% |
False |
False |
28,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.296 |
2.618 |
4.201 |
1.618 |
4.143 |
1.000 |
4.107 |
0.618 |
4.085 |
HIGH |
4.049 |
0.618 |
4.027 |
0.500 |
4.020 |
0.382 |
4.013 |
LOW |
3.991 |
0.618 |
3.955 |
1.000 |
3.933 |
1.618 |
3.897 |
2.618 |
3.839 |
4.250 |
3.745 |
|
|
Fisher Pivots for day following 04-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.021 |
4.034 |
PP |
4.020 |
4.030 |
S1 |
4.020 |
4.025 |
|