NYMEX Natural Gas Future October 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 |
4.018 |
4.012 |
-0.006 |
-0.1% |
4.279 |
| High |
4.044 |
4.012 |
-0.032 |
-0.8% |
4.373 |
| Low |
3.996 |
3.853 |
-0.143 |
-3.6% |
4.007 |
| Close |
4.023 |
3.856 |
-0.167 |
-4.2% |
4.010 |
| Range |
0.048 |
0.159 |
0.111 |
231.3% |
0.366 |
| ATR |
0.103 |
0.108 |
0.005 |
4.6% |
0.000 |
| Volume |
16,407 |
16,561 |
154 |
0.9% |
95,693 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.384 |
4.279 |
3.943 |
|
| R3 |
4.225 |
4.120 |
3.900 |
|
| R2 |
4.066 |
4.066 |
3.885 |
|
| R1 |
3.961 |
3.961 |
3.871 |
3.934 |
| PP |
3.907 |
3.907 |
3.907 |
3.894 |
| S1 |
3.802 |
3.802 |
3.841 |
3.775 |
| S2 |
3.748 |
3.748 |
3.827 |
|
| S3 |
3.589 |
3.643 |
3.812 |
|
| S4 |
3.430 |
3.484 |
3.769 |
|
|
| 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 |
4.085 |
3.853 |
0.232 |
6.0% |
0.083 |
2.2% |
1% |
False |
True |
20,273 |
| 10 |
4.373 |
3.853 |
0.520 |
13.5% |
0.105 |
2.7% |
1% |
False |
True |
21,646 |
| 20 |
4.373 |
3.853 |
0.520 |
13.5% |
0.103 |
2.7% |
1% |
False |
True |
23,724 |
| 40 |
4.525 |
3.853 |
0.672 |
17.4% |
0.114 |
3.0% |
0% |
False |
True |
25,807 |
| 60 |
4.525 |
3.811 |
0.714 |
18.5% |
0.110 |
2.8% |
6% |
False |
False |
29,850 |
| 80 |
4.525 |
3.440 |
1.085 |
28.1% |
0.102 |
2.7% |
38% |
False |
False |
28,738 |
| 100 |
4.525 |
3.440 |
1.085 |
28.1% |
0.099 |
2.6% |
38% |
False |
False |
27,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.688 |
|
2.618 |
4.428 |
|
1.618 |
4.269 |
|
1.000 |
4.171 |
|
0.618 |
4.110 |
|
HIGH |
4.012 |
|
0.618 |
3.951 |
|
0.500 |
3.933 |
|
0.382 |
3.914 |
|
LOW |
3.853 |
|
0.618 |
3.755 |
|
1.000 |
3.694 |
|
1.618 |
3.596 |
|
2.618 |
3.437 |
|
4.250 |
3.177 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.933 |
3.951 |
| PP |
3.907 |
3.919 |
| S1 |
3.882 |
3.888 |
|