NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.659 |
3.663 |
0.004 |
0.1% |
3.547 |
| High |
3.787 |
3.702 |
-0.085 |
-2.2% |
3.700 |
| Low |
3.631 |
3.574 |
-0.057 |
-1.6% |
3.531 |
| Close |
3.680 |
3.613 |
-0.067 |
-1.8% |
3.617 |
| Range |
0.156 |
0.128 |
-0.028 |
-17.9% |
0.169 |
| ATR |
0.118 |
0.119 |
0.001 |
0.6% |
0.000 |
| Volume |
104,596 |
136,116 |
31,520 |
30.1% |
353,375 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.014 |
3.941 |
3.683 |
|
| R3 |
3.886 |
3.813 |
3.648 |
|
| R2 |
3.758 |
3.758 |
3.636 |
|
| R1 |
3.685 |
3.685 |
3.625 |
3.658 |
| PP |
3.630 |
3.630 |
3.630 |
3.616 |
| S1 |
3.557 |
3.557 |
3.601 |
3.530 |
| S2 |
3.502 |
3.502 |
3.590 |
|
| S3 |
3.374 |
3.429 |
3.578 |
|
| S4 |
3.246 |
3.301 |
3.543 |
|
|
| 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 |
3.574 |
0.213 |
5.9% |
0.136 |
3.8% |
18% |
False |
True |
107,251 |
| 10 |
3.787 |
3.526 |
0.261 |
7.2% |
0.128 |
3.5% |
33% |
False |
False |
110,228 |
| 20 |
4.003 |
3.526 |
0.477 |
13.2% |
0.121 |
3.3% |
18% |
False |
False |
94,018 |
| 40 |
4.377 |
3.526 |
0.851 |
23.6% |
0.114 |
3.2% |
10% |
False |
False |
63,412 |
| 60 |
4.525 |
3.526 |
0.999 |
27.7% |
0.117 |
3.2% |
9% |
False |
False |
49,060 |
| 80 |
4.525 |
3.526 |
0.999 |
27.7% |
0.116 |
3.2% |
9% |
False |
False |
40,878 |
| 100 |
4.525 |
3.404 |
1.121 |
31.0% |
0.109 |
3.0% |
19% |
False |
False |
34,879 |
| 120 |
4.525 |
3.404 |
1.121 |
31.0% |
0.105 |
2.9% |
19% |
False |
False |
29,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.246 |
|
2.618 |
4.037 |
|
1.618 |
3.909 |
|
1.000 |
3.830 |
|
0.618 |
3.781 |
|
HIGH |
3.702 |
|
0.618 |
3.653 |
|
0.500 |
3.638 |
|
0.382 |
3.623 |
|
LOW |
3.574 |
|
0.618 |
3.495 |
|
1.000 |
3.446 |
|
1.618 |
3.367 |
|
2.618 |
3.239 |
|
4.250 |
3.030 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.638 |
3.681 |
| PP |
3.630 |
3.658 |
| S1 |
3.621 |
3.636 |
|