NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.732 |
3.659 |
-0.073 |
-2.0% |
3.547 |
| High |
3.747 |
3.787 |
0.040 |
1.1% |
3.700 |
| Low |
3.626 |
3.631 |
0.005 |
0.1% |
3.531 |
| Close |
3.657 |
3.680 |
0.023 |
0.6% |
3.617 |
| Range |
0.121 |
0.156 |
0.035 |
28.9% |
0.169 |
| ATR |
0.115 |
0.118 |
0.003 |
2.5% |
0.000 |
| Volume |
108,792 |
104,596 |
-4,196 |
-3.9% |
353,375 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.167 |
4.080 |
3.766 |
|
| R3 |
4.011 |
3.924 |
3.723 |
|
| R2 |
3.855 |
3.855 |
3.709 |
|
| R1 |
3.768 |
3.768 |
3.694 |
3.812 |
| PP |
3.699 |
3.699 |
3.699 |
3.721 |
| S1 |
3.612 |
3.612 |
3.666 |
3.656 |
| S2 |
3.543 |
3.543 |
3.651 |
|
| S3 |
3.387 |
3.456 |
3.637 |
|
| S4 |
3.231 |
3.300 |
3.594 |
|
|
| 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 |
3.787 |
3.573 |
0.214 |
5.8% |
0.136 |
3.7% |
50% |
True |
False |
100,044 |
| 10 |
3.787 |
3.526 |
0.261 |
7.1% |
0.123 |
3.3% |
59% |
True |
False |
108,389 |
| 20 |
4.003 |
3.526 |
0.477 |
13.0% |
0.118 |
3.2% |
32% |
False |
False |
90,712 |
| 40 |
4.377 |
3.526 |
0.851 |
23.1% |
0.113 |
3.1% |
18% |
False |
False |
60,566 |
| 60 |
4.525 |
3.526 |
0.999 |
27.1% |
0.117 |
3.2% |
15% |
False |
False |
47,061 |
| 80 |
4.525 |
3.526 |
0.999 |
27.1% |
0.116 |
3.1% |
15% |
False |
False |
39,441 |
| 100 |
4.525 |
3.404 |
1.121 |
30.5% |
0.108 |
2.9% |
25% |
False |
False |
33,594 |
| 120 |
4.525 |
3.404 |
1.121 |
30.5% |
0.105 |
2.8% |
25% |
False |
False |
28,875 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.450 |
|
2.618 |
4.195 |
|
1.618 |
4.039 |
|
1.000 |
3.943 |
|
0.618 |
3.883 |
|
HIGH |
3.787 |
|
0.618 |
3.727 |
|
0.500 |
3.709 |
|
0.382 |
3.691 |
|
LOW |
3.631 |
|
0.618 |
3.535 |
|
1.000 |
3.475 |
|
1.618 |
3.379 |
|
2.618 |
3.223 |
|
4.250 |
2.968 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.709 |
3.700 |
| PP |
3.699 |
3.693 |
| S1 |
3.690 |
3.687 |
|