NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.585 |
3.547 |
-0.038 |
-1.1% |
3.801 |
| High |
3.612 |
3.601 |
-0.011 |
-0.3% |
3.838 |
| Low |
3.522 |
3.526 |
0.004 |
0.1% |
3.522 |
| Close |
3.559 |
3.573 |
0.014 |
0.4% |
3.559 |
| Range |
0.090 |
0.075 |
-0.015 |
-16.7% |
0.316 |
| ATR |
0.111 |
0.108 |
-0.003 |
-2.3% |
0.000 |
| Volume |
51,301 |
41,109 |
-10,192 |
-19.9% |
185,559 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.792 |
3.757 |
3.614 |
|
| R3 |
3.717 |
3.682 |
3.594 |
|
| R2 |
3.642 |
3.642 |
3.587 |
|
| R1 |
3.607 |
3.607 |
3.580 |
3.625 |
| PP |
3.567 |
3.567 |
3.567 |
3.575 |
| S1 |
3.532 |
3.532 |
3.566 |
3.550 |
| S2 |
3.492 |
3.492 |
3.559 |
|
| S3 |
3.417 |
3.457 |
3.552 |
|
| S4 |
3.342 |
3.382 |
3.532 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.588 |
4.389 |
3.733 |
|
| R3 |
4.272 |
4.073 |
3.646 |
|
| R2 |
3.956 |
3.956 |
3.617 |
|
| R1 |
3.757 |
3.757 |
3.588 |
3.699 |
| PP |
3.640 |
3.640 |
3.640 |
3.610 |
| S1 |
3.441 |
3.441 |
3.530 |
3.383 |
| S2 |
3.324 |
3.324 |
3.501 |
|
| S3 |
3.008 |
3.125 |
3.472 |
|
| S4 |
2.692 |
2.809 |
3.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.773 |
3.522 |
0.251 |
7.0% |
0.110 |
3.1% |
20% |
False |
False |
39,254 |
| 10 |
3.996 |
3.522 |
0.474 |
13.3% |
0.105 |
2.9% |
11% |
False |
False |
35,160 |
| 20 |
4.038 |
3.522 |
0.516 |
14.4% |
0.102 |
2.9% |
10% |
False |
False |
40,228 |
| 40 |
4.366 |
3.522 |
0.844 |
23.6% |
0.104 |
2.9% |
6% |
False |
False |
29,167 |
| 60 |
4.517 |
3.522 |
0.995 |
27.8% |
0.111 |
3.1% |
5% |
False |
False |
24,699 |
| 80 |
4.517 |
3.522 |
0.995 |
27.8% |
0.107 |
3.0% |
5% |
False |
False |
21,453 |
| 100 |
4.517 |
3.420 |
1.097 |
30.7% |
0.101 |
2.8% |
14% |
False |
False |
18,408 |
| 120 |
4.517 |
3.385 |
1.132 |
31.7% |
0.098 |
2.7% |
17% |
False |
False |
16,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.920 |
|
2.618 |
3.797 |
|
1.618 |
3.722 |
|
1.000 |
3.676 |
|
0.618 |
3.647 |
|
HIGH |
3.601 |
|
0.618 |
3.572 |
|
0.500 |
3.564 |
|
0.382 |
3.555 |
|
LOW |
3.526 |
|
0.618 |
3.480 |
|
1.000 |
3.451 |
|
1.618 |
3.405 |
|
2.618 |
3.330 |
|
4.250 |
3.207 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.570 |
3.638 |
| PP |
3.567 |
3.616 |
| S1 |
3.564 |
3.595 |
|