NYMEX Natural Gas Future November 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 |
4.072 |
3.928 |
-0.144 |
-3.5% |
4.059 |
| High |
4.072 |
3.960 |
-0.112 |
-2.8% |
4.127 |
| Low |
3.926 |
3.915 |
-0.011 |
-0.3% |
3.915 |
| Close |
3.931 |
3.944 |
0.013 |
0.3% |
3.944 |
| Range |
0.146 |
0.045 |
-0.101 |
-69.2% |
0.212 |
| ATR |
0.101 |
0.097 |
-0.004 |
-4.0% |
0.000 |
| Volume |
9,204 |
14,835 |
5,631 |
61.2% |
49,787 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.075 |
4.054 |
3.969 |
|
| R3 |
4.030 |
4.009 |
3.956 |
|
| R2 |
3.985 |
3.985 |
3.952 |
|
| R1 |
3.964 |
3.964 |
3.948 |
3.975 |
| PP |
3.940 |
3.940 |
3.940 |
3.945 |
| S1 |
3.919 |
3.919 |
3.940 |
3.930 |
| S2 |
3.895 |
3.895 |
3.936 |
|
| S3 |
3.850 |
3.874 |
3.932 |
|
| S4 |
3.805 |
3.829 |
3.919 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.631 |
4.500 |
4.061 |
|
| R3 |
4.419 |
4.288 |
4.002 |
|
| R2 |
4.207 |
4.207 |
3.983 |
|
| R1 |
4.076 |
4.076 |
3.963 |
4.036 |
| PP |
3.995 |
3.995 |
3.995 |
3.975 |
| S1 |
3.864 |
3.864 |
3.925 |
3.824 |
| S2 |
3.783 |
3.783 |
3.905 |
|
| S3 |
3.571 |
3.652 |
3.886 |
|
| S4 |
3.359 |
3.440 |
3.827 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.127 |
3.915 |
0.212 |
5.4% |
0.072 |
1.8% |
14% |
False |
True |
9,957 |
| 10 |
4.442 |
3.915 |
0.527 |
13.4% |
0.093 |
2.4% |
6% |
False |
True |
9,210 |
| 20 |
4.442 |
3.915 |
0.527 |
13.4% |
0.092 |
2.3% |
6% |
False |
True |
9,236 |
| 40 |
4.594 |
3.915 |
0.679 |
17.2% |
0.103 |
2.6% |
4% |
False |
True |
9,342 |
| 60 |
4.594 |
3.915 |
0.679 |
17.2% |
0.099 |
2.5% |
4% |
False |
True |
9,357 |
| 80 |
4.594 |
3.562 |
1.032 |
26.2% |
0.092 |
2.3% |
37% |
False |
False |
8,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.151 |
|
2.618 |
4.078 |
|
1.618 |
4.033 |
|
1.000 |
4.005 |
|
0.618 |
3.988 |
|
HIGH |
3.960 |
|
0.618 |
3.943 |
|
0.500 |
3.938 |
|
0.382 |
3.932 |
|
LOW |
3.915 |
|
0.618 |
3.887 |
|
1.000 |
3.870 |
|
1.618 |
3.842 |
|
2.618 |
3.797 |
|
4.250 |
3.724 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.942 |
4.015 |
| PP |
3.940 |
3.991 |
| S1 |
3.938 |
3.968 |
|