NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.596 |
3.547 |
-0.049 |
-1.4% |
3.799 |
| High |
3.618 |
3.607 |
-0.011 |
-0.3% |
3.842 |
| Low |
3.526 |
3.531 |
0.005 |
0.1% |
3.526 |
| Close |
3.565 |
3.577 |
0.012 |
0.3% |
3.565 |
| Range |
0.092 |
0.076 |
-0.016 |
-17.4% |
0.316 |
| ATR |
0.113 |
0.111 |
-0.003 |
-2.4% |
0.000 |
| Volume |
112,004 |
81,764 |
-30,240 |
-27.0% |
584,389 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.800 |
3.764 |
3.619 |
|
| R3 |
3.724 |
3.688 |
3.598 |
|
| R2 |
3.648 |
3.648 |
3.591 |
|
| R1 |
3.612 |
3.612 |
3.584 |
3.630 |
| PP |
3.572 |
3.572 |
3.572 |
3.581 |
| S1 |
3.536 |
3.536 |
3.570 |
3.554 |
| S2 |
3.496 |
3.496 |
3.563 |
|
| S3 |
3.420 |
3.460 |
3.556 |
|
| S4 |
3.344 |
3.384 |
3.535 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.592 |
4.395 |
3.739 |
|
| R3 |
4.276 |
4.079 |
3.652 |
|
| R2 |
3.960 |
3.960 |
3.623 |
|
| R1 |
3.763 |
3.763 |
3.594 |
3.704 |
| PP |
3.644 |
3.644 |
3.644 |
3.615 |
| S1 |
3.447 |
3.447 |
3.536 |
3.388 |
| S2 |
3.328 |
3.328 |
3.507 |
|
| S3 |
3.012 |
3.131 |
3.478 |
|
| S4 |
2.696 |
2.815 |
3.391 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.778 |
3.526 |
0.252 |
7.0% |
0.112 |
3.1% |
20% |
False |
False |
121,042 |
| 10 |
4.003 |
3.526 |
0.477 |
13.3% |
0.109 |
3.0% |
11% |
False |
False |
96,071 |
| 20 |
4.049 |
3.526 |
0.523 |
14.6% |
0.105 |
2.9% |
10% |
False |
False |
74,363 |
| 40 |
4.377 |
3.526 |
0.851 |
23.8% |
0.108 |
3.0% |
6% |
False |
False |
49,368 |
| 60 |
4.525 |
3.526 |
0.999 |
27.9% |
0.116 |
3.2% |
5% |
False |
False |
39,470 |
| 80 |
4.525 |
3.526 |
0.999 |
27.9% |
0.111 |
3.1% |
5% |
False |
False |
33,145 |
| 100 |
4.525 |
3.404 |
1.121 |
31.3% |
0.106 |
3.0% |
15% |
False |
False |
27,957 |
| 120 |
4.525 |
3.365 |
1.160 |
32.4% |
0.102 |
2.9% |
18% |
False |
False |
24,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.930 |
|
2.618 |
3.806 |
|
1.618 |
3.730 |
|
1.000 |
3.683 |
|
0.618 |
3.654 |
|
HIGH |
3.607 |
|
0.618 |
3.578 |
|
0.500 |
3.569 |
|
0.382 |
3.560 |
|
LOW |
3.531 |
|
0.618 |
3.484 |
|
1.000 |
3.455 |
|
1.618 |
3.408 |
|
2.618 |
3.332 |
|
4.250 |
3.208 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.574 |
3.642 |
| PP |
3.572 |
3.620 |
| S1 |
3.569 |
3.599 |
|