NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.652 |
3.626 |
-0.026 |
-0.7% |
3.547 |
| High |
3.699 |
3.764 |
0.065 |
1.8% |
3.700 |
| Low |
3.577 |
3.612 |
0.035 |
1.0% |
3.531 |
| Close |
3.617 |
3.741 |
0.124 |
3.4% |
3.617 |
| Range |
0.122 |
0.152 |
0.030 |
24.6% |
0.169 |
| ATR |
0.112 |
0.115 |
0.003 |
2.6% |
0.000 |
| Volume |
78,006 |
108,747 |
30,741 |
39.4% |
353,375 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.162 |
4.103 |
3.825 |
|
| R3 |
4.010 |
3.951 |
3.783 |
|
| R2 |
3.858 |
3.858 |
3.769 |
|
| R1 |
3.799 |
3.799 |
3.755 |
3.829 |
| PP |
3.706 |
3.706 |
3.706 |
3.720 |
| S1 |
3.647 |
3.647 |
3.727 |
3.677 |
| S2 |
3.554 |
3.554 |
3.713 |
|
| S3 |
3.402 |
3.495 |
3.699 |
|
| S4 |
3.250 |
3.343 |
3.657 |
|
|
| 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 |
3.764 |
3.531 |
0.233 |
6.2% |
0.115 |
3.1% |
90% |
True |
False |
92,424 |
| 10 |
3.842 |
3.526 |
0.316 |
8.4% |
0.116 |
3.1% |
68% |
False |
False |
104,651 |
| 20 |
4.003 |
3.526 |
0.477 |
12.8% |
0.113 |
3.0% |
45% |
False |
False |
86,050 |
| 40 |
4.377 |
3.526 |
0.851 |
22.7% |
0.111 |
3.0% |
25% |
False |
False |
56,714 |
| 60 |
4.525 |
3.526 |
0.999 |
26.7% |
0.117 |
3.1% |
22% |
False |
False |
44,160 |
| 80 |
4.525 |
3.526 |
0.999 |
26.7% |
0.115 |
3.1% |
22% |
False |
False |
37,232 |
| 100 |
4.525 |
3.404 |
1.121 |
30.0% |
0.108 |
2.9% |
30% |
False |
False |
31,563 |
| 120 |
4.525 |
3.404 |
1.121 |
30.0% |
0.104 |
2.8% |
30% |
False |
False |
27,197 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.410 |
|
2.618 |
4.162 |
|
1.618 |
4.010 |
|
1.000 |
3.916 |
|
0.618 |
3.858 |
|
HIGH |
3.764 |
|
0.618 |
3.706 |
|
0.500 |
3.688 |
|
0.382 |
3.670 |
|
LOW |
3.612 |
|
0.618 |
3.518 |
|
1.000 |
3.460 |
|
1.618 |
3.366 |
|
2.618 |
3.214 |
|
4.250 |
2.966 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.723 |
3.717 |
| PP |
3.706 |
3.693 |
| S1 |
3.688 |
3.669 |
|