NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.696 |
3.631 |
-0.065 |
-1.8% |
3.547 |
| High |
3.696 |
3.764 |
0.068 |
1.8% |
3.698 |
| Low |
3.579 |
3.615 |
0.036 |
1.0% |
3.526 |
| Close |
3.618 |
3.740 |
0.122 |
3.4% |
3.618 |
| Range |
0.117 |
0.149 |
0.032 |
27.4% |
0.172 |
| ATR |
0.109 |
0.112 |
0.003 |
2.6% |
0.000 |
| Volume |
29,231 |
31,231 |
2,000 |
6.8% |
128,847 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.153 |
4.096 |
3.822 |
|
| R3 |
4.004 |
3.947 |
3.781 |
|
| R2 |
3.855 |
3.855 |
3.767 |
|
| R1 |
3.798 |
3.798 |
3.754 |
3.827 |
| PP |
3.706 |
3.706 |
3.706 |
3.721 |
| S1 |
3.649 |
3.649 |
3.726 |
3.678 |
| S2 |
3.557 |
3.557 |
3.713 |
|
| S3 |
3.408 |
3.500 |
3.699 |
|
| S4 |
3.259 |
3.351 |
3.658 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.130 |
4.046 |
3.713 |
|
| R3 |
3.958 |
3.874 |
3.665 |
|
| R2 |
3.786 |
3.786 |
3.650 |
|
| R1 |
3.702 |
3.702 |
3.634 |
3.744 |
| PP |
3.614 |
3.614 |
3.614 |
3.635 |
| S1 |
3.530 |
3.530 |
3.602 |
3.572 |
| S2 |
3.442 |
3.442 |
3.586 |
|
| S3 |
3.270 |
3.358 |
3.571 |
|
| S4 |
3.098 |
3.186 |
3.523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.764 |
3.526 |
0.238 |
6.4% |
0.113 |
3.0% |
90% |
True |
False |
32,015 |
| 10 |
3.838 |
3.522 |
0.316 |
8.4% |
0.113 |
3.0% |
69% |
False |
False |
34,563 |
| 20 |
3.996 |
3.522 |
0.474 |
12.7% |
0.110 |
2.9% |
46% |
False |
False |
41,870 |
| 40 |
4.366 |
3.522 |
0.844 |
22.6% |
0.107 |
2.9% |
26% |
False |
False |
30,505 |
| 60 |
4.517 |
3.522 |
0.995 |
26.6% |
0.112 |
3.0% |
22% |
False |
False |
25,456 |
| 80 |
4.517 |
3.522 |
0.995 |
26.6% |
0.110 |
2.9% |
22% |
False |
False |
22,406 |
| 100 |
4.517 |
3.420 |
1.097 |
29.3% |
0.103 |
2.8% |
29% |
False |
False |
19,363 |
| 120 |
4.517 |
3.420 |
1.097 |
29.3% |
0.100 |
2.7% |
29% |
False |
False |
16,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.397 |
|
2.618 |
4.154 |
|
1.618 |
4.005 |
|
1.000 |
3.913 |
|
0.618 |
3.856 |
|
HIGH |
3.764 |
|
0.618 |
3.707 |
|
0.500 |
3.690 |
|
0.382 |
3.672 |
|
LOW |
3.615 |
|
0.618 |
3.523 |
|
1.000 |
3.466 |
|
1.618 |
3.374 |
|
2.618 |
3.225 |
|
4.250 |
2.982 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.723 |
3.716 |
| PP |
3.706 |
3.692 |
| S1 |
3.690 |
3.668 |
|