NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.666 |
3.615 |
-0.051 |
-1.4% |
3.631 |
| High |
3.702 |
3.689 |
-0.013 |
-0.4% |
3.788 |
| Low |
3.575 |
3.605 |
0.030 |
0.8% |
3.575 |
| Close |
3.614 |
3.644 |
0.030 |
0.8% |
3.644 |
| Range |
0.127 |
0.084 |
-0.043 |
-33.9% |
0.213 |
| ATR |
0.116 |
0.114 |
-0.002 |
-2.0% |
0.000 |
| Volume |
51,032 |
42,180 |
-8,852 |
-17.3% |
201,168 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.898 |
3.855 |
3.690 |
|
| R3 |
3.814 |
3.771 |
3.667 |
|
| R2 |
3.730 |
3.730 |
3.659 |
|
| R1 |
3.687 |
3.687 |
3.652 |
3.709 |
| PP |
3.646 |
3.646 |
3.646 |
3.657 |
| S1 |
3.603 |
3.603 |
3.636 |
3.625 |
| S2 |
3.562 |
3.562 |
3.629 |
|
| S3 |
3.478 |
3.519 |
3.621 |
|
| S4 |
3.394 |
3.435 |
3.598 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.308 |
4.189 |
3.761 |
|
| R3 |
4.095 |
3.976 |
3.703 |
|
| R2 |
3.882 |
3.882 |
3.683 |
|
| R1 |
3.763 |
3.763 |
3.664 |
3.823 |
| PP |
3.669 |
3.669 |
3.669 |
3.699 |
| S1 |
3.550 |
3.550 |
3.624 |
3.610 |
| S2 |
3.456 |
3.456 |
3.605 |
|
| S3 |
3.243 |
3.337 |
3.585 |
|
| S4 |
3.030 |
3.124 |
3.527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.788 |
3.575 |
0.213 |
5.8% |
0.127 |
3.5% |
32% |
False |
False |
40,233 |
| 10 |
3.788 |
3.522 |
0.266 |
7.3% |
0.114 |
3.1% |
46% |
False |
False |
38,131 |
| 20 |
3.996 |
3.522 |
0.474 |
13.0% |
0.115 |
3.2% |
26% |
False |
False |
36,512 |
| 40 |
4.366 |
3.522 |
0.844 |
23.2% |
0.110 |
3.0% |
14% |
False |
False |
33,076 |
| 60 |
4.517 |
3.522 |
0.995 |
27.3% |
0.113 |
3.1% |
12% |
False |
False |
27,293 |
| 80 |
4.517 |
3.522 |
0.995 |
27.3% |
0.111 |
3.1% |
12% |
False |
False |
23,810 |
| 100 |
4.517 |
3.479 |
1.038 |
28.5% |
0.105 |
2.9% |
16% |
False |
False |
20,823 |
| 120 |
4.517 |
3.420 |
1.097 |
30.1% |
0.101 |
2.8% |
20% |
False |
False |
18,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.046 |
|
2.618 |
3.909 |
|
1.618 |
3.825 |
|
1.000 |
3.773 |
|
0.618 |
3.741 |
|
HIGH |
3.689 |
|
0.618 |
3.657 |
|
0.500 |
3.647 |
|
0.382 |
3.637 |
|
LOW |
3.605 |
|
0.618 |
3.553 |
|
1.000 |
3.521 |
|
1.618 |
3.469 |
|
2.618 |
3.385 |
|
4.250 |
3.248 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.647 |
3.682 |
| PP |
3.646 |
3.669 |
| S1 |
3.645 |
3.657 |
|