NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.590 |
3.658 |
0.068 |
1.9% |
3.799 |
| High |
3.667 |
3.700 |
0.033 |
0.9% |
3.842 |
| Low |
3.567 |
3.573 |
0.006 |
0.2% |
3.526 |
| Close |
3.654 |
3.690 |
0.036 |
1.0% |
3.565 |
| Range |
0.100 |
0.127 |
0.027 |
27.0% |
0.316 |
| ATR |
0.110 |
0.111 |
0.001 |
1.1% |
0.000 |
| Volume |
93,525 |
100,080 |
6,555 |
7.0% |
584,389 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.035 |
3.990 |
3.760 |
|
| R3 |
3.908 |
3.863 |
3.725 |
|
| R2 |
3.781 |
3.781 |
3.713 |
|
| R1 |
3.736 |
3.736 |
3.702 |
3.759 |
| PP |
3.654 |
3.654 |
3.654 |
3.666 |
| S1 |
3.609 |
3.609 |
3.678 |
3.632 |
| S2 |
3.527 |
3.527 |
3.667 |
|
| S3 |
3.400 |
3.482 |
3.655 |
|
| S4 |
3.273 |
3.355 |
3.620 |
|
|
| 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% |
0.119 |
3.2% |
71% |
False |
False |
113,205 |
| 10 |
3.985 |
3.526 |
0.459 |
12.4% |
0.115 |
3.1% |
36% |
False |
False |
102,352 |
| 20 |
4.014 |
3.526 |
0.488 |
13.2% |
0.110 |
3.0% |
34% |
False |
False |
81,219 |
| 40 |
4.377 |
3.526 |
0.851 |
23.1% |
0.110 |
3.0% |
19% |
False |
False |
53,323 |
| 60 |
4.525 |
3.526 |
0.999 |
27.1% |
0.116 |
3.2% |
16% |
False |
False |
41,615 |
| 80 |
4.525 |
3.526 |
0.999 |
27.1% |
0.113 |
3.1% |
16% |
False |
False |
35,193 |
| 100 |
4.525 |
3.404 |
1.121 |
30.4% |
0.106 |
2.9% |
26% |
False |
False |
29,793 |
| 120 |
4.525 |
3.404 |
1.121 |
30.4% |
0.103 |
2.8% |
26% |
False |
False |
25,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.240 |
|
2.618 |
4.032 |
|
1.618 |
3.905 |
|
1.000 |
3.827 |
|
0.618 |
3.778 |
|
HIGH |
3.700 |
|
0.618 |
3.651 |
|
0.500 |
3.637 |
|
0.382 |
3.622 |
|
LOW |
3.573 |
|
0.618 |
3.495 |
|
1.000 |
3.446 |
|
1.618 |
3.368 |
|
2.618 |
3.241 |
|
4.250 |
3.033 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.672 |
3.665 |
| PP |
3.654 |
3.640 |
| S1 |
3.637 |
3.616 |
|