NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.658 |
3.652 |
-0.006 |
-0.2% |
3.547 |
| High |
3.700 |
3.699 |
-0.001 |
0.0% |
3.700 |
| Low |
3.573 |
3.577 |
0.004 |
0.1% |
3.531 |
| Close |
3.690 |
3.617 |
-0.073 |
-2.0% |
3.617 |
| Range |
0.127 |
0.122 |
-0.005 |
-3.9% |
0.169 |
| ATR |
0.111 |
0.112 |
0.001 |
0.7% |
0.000 |
| Volume |
100,080 |
78,006 |
-22,074 |
-22.1% |
353,375 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.997 |
3.929 |
3.684 |
|
| R3 |
3.875 |
3.807 |
3.651 |
|
| R2 |
3.753 |
3.753 |
3.639 |
|
| R1 |
3.685 |
3.685 |
3.628 |
3.658 |
| PP |
3.631 |
3.631 |
3.631 |
3.618 |
| S1 |
3.563 |
3.563 |
3.606 |
3.536 |
| S2 |
3.509 |
3.509 |
3.595 |
|
| S3 |
3.387 |
3.441 |
3.583 |
|
| S4 |
3.265 |
3.319 |
3.550 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.123 |
4.039 |
3.710 |
|
| R3 |
3.954 |
3.870 |
3.663 |
|
| R2 |
3.785 |
3.785 |
3.648 |
|
| R1 |
3.701 |
3.701 |
3.632 |
3.743 |
| PP |
3.616 |
3.616 |
3.616 |
3.637 |
| S1 |
3.532 |
3.532 |
3.602 |
3.574 |
| S2 |
3.447 |
3.447 |
3.586 |
|
| S3 |
3.278 |
3.363 |
3.571 |
|
| S4 |
3.109 |
3.194 |
3.524 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.700 |
3.526 |
0.174 |
4.8% |
0.103 |
2.9% |
52% |
False |
False |
93,075 |
| 10 |
3.925 |
3.526 |
0.399 |
11.0% |
0.115 |
3.2% |
23% |
False |
False |
101,850 |
| 20 |
4.003 |
3.526 |
0.477 |
13.2% |
0.108 |
3.0% |
19% |
False |
False |
83,568 |
| 40 |
4.377 |
3.526 |
0.851 |
23.5% |
0.111 |
3.1% |
11% |
False |
False |
54,508 |
| 60 |
4.525 |
3.526 |
0.999 |
27.6% |
0.116 |
3.2% |
9% |
False |
False |
42,655 |
| 80 |
4.525 |
3.526 |
0.999 |
27.6% |
0.114 |
3.1% |
9% |
False |
False |
36,043 |
| 100 |
4.525 |
3.404 |
1.121 |
31.0% |
0.107 |
3.0% |
19% |
False |
False |
30,527 |
| 120 |
4.525 |
3.404 |
1.121 |
31.0% |
0.103 |
2.8% |
19% |
False |
False |
26,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.218 |
|
2.618 |
4.018 |
|
1.618 |
3.896 |
|
1.000 |
3.821 |
|
0.618 |
3.774 |
|
HIGH |
3.699 |
|
0.618 |
3.652 |
|
0.500 |
3.638 |
|
0.382 |
3.624 |
|
LOW |
3.577 |
|
0.618 |
3.502 |
|
1.000 |
3.455 |
|
1.618 |
3.380 |
|
2.618 |
3.258 |
|
4.250 |
3.059 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.638 |
3.634 |
| PP |
3.631 |
3.628 |
| S1 |
3.624 |
3.623 |
|