NYMEX Natural Gas Future October 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 |
4.005 |
4.018 |
0.013 |
0.3% |
4.279 |
High |
4.049 |
4.044 |
-0.005 |
-0.1% |
4.373 |
Low |
3.991 |
3.996 |
0.005 |
0.1% |
4.007 |
Close |
4.021 |
4.023 |
0.002 |
0.0% |
4.010 |
Range |
0.058 |
0.048 |
-0.010 |
-17.2% |
0.366 |
ATR |
0.108 |
0.103 |
-0.004 |
-4.0% |
0.000 |
Volume |
21,070 |
16,407 |
-4,663 |
-22.1% |
95,693 |
|
Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.165 |
4.142 |
4.049 |
|
R3 |
4.117 |
4.094 |
4.036 |
|
R2 |
4.069 |
4.069 |
4.032 |
|
R1 |
4.046 |
4.046 |
4.027 |
4.058 |
PP |
4.021 |
4.021 |
4.021 |
4.027 |
S1 |
3.998 |
3.998 |
4.019 |
4.010 |
S2 |
3.973 |
3.973 |
4.014 |
|
S3 |
3.925 |
3.950 |
4.010 |
|
S4 |
3.877 |
3.902 |
3.997 |
|
|
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 |
4.204 |
3.983 |
0.221 |
5.5% |
0.084 |
2.1% |
18% |
False |
False |
22,058 |
10 |
4.373 |
3.983 |
0.390 |
9.7% |
0.096 |
2.4% |
10% |
False |
False |
22,024 |
20 |
4.373 |
3.974 |
0.399 |
9.9% |
0.100 |
2.5% |
12% |
False |
False |
24,360 |
40 |
4.525 |
3.974 |
0.551 |
13.7% |
0.113 |
2.8% |
9% |
False |
False |
25,897 |
60 |
4.525 |
3.805 |
0.720 |
17.9% |
0.108 |
2.7% |
30% |
False |
False |
30,037 |
80 |
4.525 |
3.440 |
1.085 |
27.0% |
0.101 |
2.5% |
54% |
False |
False |
28,721 |
100 |
4.525 |
3.440 |
1.085 |
27.0% |
0.098 |
2.4% |
54% |
False |
False |
27,482 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.248 |
2.618 |
4.170 |
1.618 |
4.122 |
1.000 |
4.092 |
0.618 |
4.074 |
HIGH |
4.044 |
0.618 |
4.026 |
0.500 |
4.020 |
0.382 |
4.014 |
LOW |
3.996 |
0.618 |
3.966 |
1.000 |
3.948 |
1.618 |
3.918 |
2.618 |
3.870 |
4.250 |
3.792 |
|
|
Fisher Pivots for day following 05-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
4.022 |
4.022 |
PP |
4.021 |
4.021 |
S1 |
4.020 |
4.020 |
|