NYMEX Natural Gas Future November 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 |
4.100 |
4.072 |
-0.028 |
-0.7% |
4.416 |
High |
4.115 |
4.072 |
-0.043 |
-1.0% |
4.442 |
Low |
4.066 |
3.926 |
-0.140 |
-3.4% |
4.080 |
Close |
4.094 |
3.931 |
-0.163 |
-4.0% |
4.084 |
Range |
0.049 |
0.146 |
0.097 |
198.0% |
0.362 |
ATR |
0.096 |
0.101 |
0.005 |
5.3% |
0.000 |
Volume |
7,713 |
9,204 |
1,491 |
19.3% |
33,691 |
|
Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.414 |
4.319 |
4.011 |
|
R3 |
4.268 |
4.173 |
3.971 |
|
R2 |
4.122 |
4.122 |
3.958 |
|
R1 |
4.027 |
4.027 |
3.944 |
4.002 |
PP |
3.976 |
3.976 |
3.976 |
3.964 |
S1 |
3.881 |
3.881 |
3.918 |
3.856 |
S2 |
3.830 |
3.830 |
3.904 |
|
S3 |
3.684 |
3.735 |
3.891 |
|
S4 |
3.538 |
3.589 |
3.851 |
|
|
Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.288 |
5.048 |
4.283 |
|
R3 |
4.926 |
4.686 |
4.184 |
|
R2 |
4.564 |
4.564 |
4.150 |
|
R1 |
4.324 |
4.324 |
4.117 |
4.263 |
PP |
4.202 |
4.202 |
4.202 |
4.172 |
S1 |
3.962 |
3.962 |
4.051 |
3.901 |
S2 |
3.840 |
3.840 |
4.018 |
|
S3 |
3.478 |
3.600 |
3.984 |
|
S4 |
3.116 |
3.238 |
3.885 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.155 |
3.926 |
0.229 |
5.8% |
0.078 |
2.0% |
2% |
False |
True |
9,264 |
10 |
4.442 |
3.926 |
0.516 |
13.1% |
0.098 |
2.5% |
1% |
False |
True |
8,332 |
20 |
4.442 |
3.926 |
0.516 |
13.1% |
0.096 |
2.4% |
1% |
False |
True |
8,922 |
40 |
4.594 |
3.926 |
0.668 |
17.0% |
0.104 |
2.7% |
1% |
False |
True |
9,206 |
60 |
4.594 |
3.895 |
0.699 |
17.8% |
0.100 |
2.5% |
5% |
False |
False |
9,242 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.693 |
2.618 |
4.454 |
1.618 |
4.308 |
1.000 |
4.218 |
0.618 |
4.162 |
HIGH |
4.072 |
0.618 |
4.016 |
0.500 |
3.999 |
0.382 |
3.982 |
LOW |
3.926 |
0.618 |
3.836 |
1.000 |
3.780 |
1.618 |
3.690 |
2.618 |
3.544 |
4.250 |
3.306 |
|
|
Fisher Pivots for day following 06-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
3.999 |
4.021 |
PP |
3.976 |
3.991 |
S1 |
3.954 |
3.961 |
|