NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.626 |
3.732 |
0.106 |
2.9% |
3.547 |
| High |
3.764 |
3.747 |
-0.017 |
-0.5% |
3.700 |
| Low |
3.612 |
3.626 |
0.014 |
0.4% |
3.531 |
| Close |
3.741 |
3.657 |
-0.084 |
-2.2% |
3.617 |
| Range |
0.152 |
0.121 |
-0.031 |
-20.4% |
0.169 |
| ATR |
0.115 |
0.115 |
0.000 |
0.4% |
0.000 |
| Volume |
108,747 |
108,792 |
45 |
0.0% |
353,375 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.040 |
3.969 |
3.724 |
|
| R3 |
3.919 |
3.848 |
3.690 |
|
| R2 |
3.798 |
3.798 |
3.679 |
|
| R1 |
3.727 |
3.727 |
3.668 |
3.702 |
| PP |
3.677 |
3.677 |
3.677 |
3.664 |
| S1 |
3.606 |
3.606 |
3.646 |
3.581 |
| S2 |
3.556 |
3.556 |
3.635 |
|
| S3 |
3.435 |
3.485 |
3.624 |
|
| S4 |
3.314 |
3.364 |
3.590 |
|
|
| 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 |
3.567 |
0.197 |
5.4% |
0.124 |
3.4% |
46% |
False |
False |
97,830 |
| 10 |
3.778 |
3.526 |
0.252 |
6.9% |
0.118 |
3.2% |
52% |
False |
False |
109,436 |
| 20 |
4.003 |
3.526 |
0.477 |
13.0% |
0.114 |
3.1% |
27% |
False |
False |
88,334 |
| 40 |
4.377 |
3.526 |
0.851 |
23.3% |
0.112 |
3.1% |
15% |
False |
False |
58,799 |
| 60 |
4.525 |
3.526 |
0.999 |
27.3% |
0.117 |
3.2% |
13% |
False |
False |
45,609 |
| 80 |
4.525 |
3.526 |
0.999 |
27.3% |
0.115 |
3.1% |
13% |
False |
False |
38,433 |
| 100 |
4.525 |
3.404 |
1.121 |
30.7% |
0.108 |
3.0% |
23% |
False |
False |
32,603 |
| 120 |
4.525 |
3.404 |
1.121 |
30.7% |
0.104 |
2.8% |
23% |
False |
False |
28,069 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.261 |
|
2.618 |
4.064 |
|
1.618 |
3.943 |
|
1.000 |
3.868 |
|
0.618 |
3.822 |
|
HIGH |
3.747 |
|
0.618 |
3.701 |
|
0.500 |
3.687 |
|
0.382 |
3.672 |
|
LOW |
3.626 |
|
0.618 |
3.551 |
|
1.000 |
3.505 |
|
1.618 |
3.430 |
|
2.618 |
3.309 |
|
4.250 |
3.112 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.687 |
3.671 |
| PP |
3.677 |
3.666 |
| S1 |
3.667 |
3.662 |
|