NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.547 |
3.590 |
0.043 |
1.2% |
3.799 |
| High |
3.607 |
3.667 |
0.060 |
1.7% |
3.842 |
| Low |
3.531 |
3.567 |
0.036 |
1.0% |
3.526 |
| Close |
3.577 |
3.654 |
0.077 |
2.2% |
3.565 |
| Range |
0.076 |
0.100 |
0.024 |
31.6% |
0.316 |
| ATR |
0.111 |
0.110 |
-0.001 |
-0.7% |
0.000 |
| Volume |
81,764 |
93,525 |
11,761 |
14.4% |
584,389 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.929 |
3.892 |
3.709 |
|
| R3 |
3.829 |
3.792 |
3.682 |
|
| R2 |
3.729 |
3.729 |
3.672 |
|
| R1 |
3.692 |
3.692 |
3.663 |
3.711 |
| PP |
3.629 |
3.629 |
3.629 |
3.639 |
| S1 |
3.592 |
3.592 |
3.645 |
3.611 |
| S2 |
3.529 |
3.529 |
3.636 |
|
| S3 |
3.429 |
3.492 |
3.627 |
|
| S4 |
3.329 |
3.392 |
3.599 |
|
|
| 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 |
3.757 |
3.526 |
0.231 |
6.3% |
0.110 |
3.0% |
55% |
False |
False |
116,733 |
| 10 |
4.003 |
3.526 |
0.477 |
13.1% |
0.110 |
3.0% |
27% |
False |
False |
98,023 |
| 20 |
4.042 |
3.526 |
0.516 |
14.1% |
0.107 |
2.9% |
25% |
False |
False |
77,745 |
| 40 |
4.377 |
3.526 |
0.851 |
23.3% |
0.109 |
3.0% |
15% |
False |
False |
51,286 |
| 60 |
4.525 |
3.526 |
0.999 |
27.3% |
0.116 |
3.2% |
13% |
False |
False |
40,444 |
| 80 |
4.525 |
3.526 |
0.999 |
27.3% |
0.112 |
3.1% |
13% |
False |
False |
34,080 |
| 100 |
4.525 |
3.404 |
1.121 |
30.7% |
0.106 |
2.9% |
22% |
False |
False |
28,857 |
| 120 |
4.525 |
3.400 |
1.125 |
30.8% |
0.102 |
2.8% |
23% |
False |
False |
24,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.092 |
|
2.618 |
3.929 |
|
1.618 |
3.829 |
|
1.000 |
3.767 |
|
0.618 |
3.729 |
|
HIGH |
3.667 |
|
0.618 |
3.629 |
|
0.500 |
3.617 |
|
0.382 |
3.605 |
|
LOW |
3.567 |
|
0.618 |
3.505 |
|
1.000 |
3.467 |
|
1.618 |
3.405 |
|
2.618 |
3.305 |
|
4.250 |
3.142 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.642 |
3.635 |
| PP |
3.629 |
3.616 |
| S1 |
3.617 |
3.597 |
|