NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
4.012 |
3.862 |
-0.150 |
-3.7% |
3.996 |
| High |
4.012 |
3.893 |
-0.119 |
-3.0% |
4.056 |
| Low |
3.853 |
3.844 |
-0.009 |
-0.2% |
3.844 |
| Close |
3.856 |
3.866 |
0.010 |
0.3% |
3.866 |
| Range |
0.159 |
0.049 |
-0.110 |
-69.2% |
0.212 |
| ATR |
0.108 |
0.104 |
-0.004 |
-3.9% |
0.000 |
| Volume |
16,561 |
35,686 |
19,125 |
115.5% |
108,007 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.015 |
3.989 |
3.893 |
|
| R3 |
3.966 |
3.940 |
3.879 |
|
| R2 |
3.917 |
3.917 |
3.875 |
|
| R1 |
3.891 |
3.891 |
3.870 |
3.904 |
| PP |
3.868 |
3.868 |
3.868 |
3.874 |
| S1 |
3.842 |
3.842 |
3.862 |
3.855 |
| S2 |
3.819 |
3.819 |
3.857 |
|
| S3 |
3.770 |
3.793 |
3.853 |
|
| S4 |
3.721 |
3.744 |
3.839 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.558 |
4.424 |
3.983 |
|
| R3 |
4.346 |
4.212 |
3.924 |
|
| R2 |
4.134 |
4.134 |
3.905 |
|
| R1 |
4.000 |
4.000 |
3.885 |
3.961 |
| PP |
3.922 |
3.922 |
3.922 |
3.903 |
| S1 |
3.788 |
3.788 |
3.847 |
3.749 |
| S2 |
3.710 |
3.710 |
3.827 |
|
| S3 |
3.498 |
3.576 |
3.808 |
|
| S4 |
3.286 |
3.364 |
3.749 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.056 |
3.844 |
0.212 |
5.5% |
0.077 |
2.0% |
10% |
False |
True |
21,601 |
| 10 |
4.373 |
3.844 |
0.529 |
13.7% |
0.100 |
2.6% |
4% |
False |
True |
23,422 |
| 20 |
4.373 |
3.844 |
0.529 |
13.7% |
0.099 |
2.6% |
4% |
False |
True |
24,256 |
| 40 |
4.525 |
3.844 |
0.681 |
17.6% |
0.112 |
2.9% |
3% |
False |
True |
25,894 |
| 60 |
4.525 |
3.844 |
0.681 |
17.6% |
0.110 |
2.8% |
3% |
False |
True |
29,902 |
| 80 |
4.525 |
3.440 |
1.085 |
28.1% |
0.102 |
2.6% |
39% |
False |
False |
28,981 |
| 100 |
4.525 |
3.440 |
1.085 |
28.1% |
0.099 |
2.6% |
39% |
False |
False |
27,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.101 |
|
2.618 |
4.021 |
|
1.618 |
3.972 |
|
1.000 |
3.942 |
|
0.618 |
3.923 |
|
HIGH |
3.893 |
|
0.618 |
3.874 |
|
0.500 |
3.869 |
|
0.382 |
3.863 |
|
LOW |
3.844 |
|
0.618 |
3.814 |
|
1.000 |
3.795 |
|
1.618 |
3.765 |
|
2.618 |
3.716 |
|
4.250 |
3.636 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.869 |
3.944 |
| PP |
3.868 |
3.918 |
| S1 |
3.867 |
3.892 |
|