NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.547 |
3.585 |
0.038 |
1.1% |
3.801 |
| High |
3.601 |
3.662 |
0.061 |
1.7% |
3.838 |
| Low |
3.526 |
3.565 |
0.039 |
1.1% |
3.522 |
| Close |
3.573 |
3.651 |
0.078 |
2.2% |
3.559 |
| Range |
0.075 |
0.097 |
0.022 |
29.3% |
0.316 |
| ATR |
0.108 |
0.107 |
-0.001 |
-0.7% |
0.000 |
| Volume |
41,109 |
26,551 |
-14,558 |
-35.4% |
185,559 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.917 |
3.881 |
3.704 |
|
| R3 |
3.820 |
3.784 |
3.678 |
|
| R2 |
3.723 |
3.723 |
3.669 |
|
| R1 |
3.687 |
3.687 |
3.660 |
3.705 |
| PP |
3.626 |
3.626 |
3.626 |
3.635 |
| S1 |
3.590 |
3.590 |
3.642 |
3.608 |
| S2 |
3.529 |
3.529 |
3.633 |
|
| S3 |
3.432 |
3.493 |
3.624 |
|
| S4 |
3.335 |
3.396 |
3.598 |
|
|
| 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 |
3.753 |
3.522 |
0.231 |
6.3% |
0.108 |
3.0% |
56% |
False |
False |
39,321 |
| 10 |
3.996 |
3.522 |
0.474 |
13.0% |
0.107 |
2.9% |
27% |
False |
False |
34,134 |
| 20 |
4.034 |
3.522 |
0.512 |
14.0% |
0.104 |
2.9% |
25% |
False |
False |
40,529 |
| 40 |
4.366 |
3.522 |
0.844 |
23.1% |
0.105 |
2.9% |
15% |
False |
False |
29,451 |
| 60 |
4.517 |
3.522 |
0.995 |
27.3% |
0.110 |
3.0% |
13% |
False |
False |
24,650 |
| 80 |
4.517 |
3.522 |
0.995 |
27.3% |
0.107 |
2.9% |
13% |
False |
False |
21,628 |
| 100 |
4.517 |
3.420 |
1.097 |
30.0% |
0.101 |
2.8% |
21% |
False |
False |
18,637 |
| 120 |
4.517 |
3.412 |
1.105 |
30.3% |
0.098 |
2.7% |
22% |
False |
False |
16,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.074 |
|
2.618 |
3.916 |
|
1.618 |
3.819 |
|
1.000 |
3.759 |
|
0.618 |
3.722 |
|
HIGH |
3.662 |
|
0.618 |
3.625 |
|
0.500 |
3.614 |
|
0.382 |
3.602 |
|
LOW |
3.565 |
|
0.618 |
3.505 |
|
1.000 |
3.468 |
|
1.618 |
3.408 |
|
2.618 |
3.311 |
|
4.250 |
3.153 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.639 |
3.631 |
| PP |
3.626 |
3.612 |
| S1 |
3.614 |
3.592 |
|