NYMEX Natural Gas Future October 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 |
3.559 |
3.598 |
0.039 |
1.1% |
3.799 |
| High |
3.613 |
3.678 |
0.065 |
1.8% |
3.849 |
| Low |
3.538 |
3.584 |
0.046 |
1.3% |
3.542 |
| Close |
3.587 |
3.666 |
0.079 |
2.2% |
3.572 |
| Range |
0.075 |
0.094 |
0.019 |
25.3% |
0.307 |
| ATR |
0.105 |
0.104 |
-0.001 |
-0.7% |
0.000 |
| Volume |
34,172 |
25,986 |
-8,186 |
-24.0% |
140,690 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.925 |
3.889 |
3.718 |
|
| R3 |
3.831 |
3.795 |
3.692 |
|
| R2 |
3.737 |
3.737 |
3.683 |
|
| R1 |
3.701 |
3.701 |
3.675 |
3.719 |
| PP |
3.643 |
3.643 |
3.643 |
3.652 |
| S1 |
3.607 |
3.607 |
3.657 |
3.625 |
| S2 |
3.549 |
3.549 |
3.649 |
|
| S3 |
3.455 |
3.513 |
3.640 |
|
| S4 |
3.361 |
3.419 |
3.614 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.575 |
4.381 |
3.741 |
|
| R3 |
4.268 |
4.074 |
3.656 |
|
| R2 |
3.961 |
3.961 |
3.628 |
|
| R1 |
3.767 |
3.767 |
3.600 |
3.711 |
| PP |
3.654 |
3.654 |
3.654 |
3.626 |
| S1 |
3.460 |
3.460 |
3.544 |
3.404 |
| S2 |
3.347 |
3.347 |
3.516 |
|
| S3 |
3.040 |
3.153 |
3.488 |
|
| S4 |
2.733 |
2.846 |
3.403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.764 |
3.538 |
0.226 |
6.2% |
0.104 |
2.8% |
57% |
False |
False |
31,519 |
| 10 |
4.004 |
3.538 |
0.466 |
12.7% |
0.101 |
2.7% |
27% |
False |
False |
26,242 |
| 20 |
4.044 |
3.538 |
0.506 |
13.8% |
0.099 |
2.7% |
25% |
False |
False |
26,401 |
| 40 |
4.373 |
3.538 |
0.835 |
22.8% |
0.100 |
2.7% |
15% |
False |
False |
25,299 |
| 60 |
4.525 |
3.538 |
0.987 |
26.9% |
0.109 |
3.0% |
13% |
False |
False |
26,466 |
| 80 |
4.525 |
3.538 |
0.987 |
26.9% |
0.106 |
2.9% |
13% |
False |
False |
29,371 |
| 100 |
4.525 |
3.440 |
1.085 |
29.6% |
0.101 |
2.8% |
21% |
False |
False |
28,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.078 |
|
2.618 |
3.924 |
|
1.618 |
3.830 |
|
1.000 |
3.772 |
|
0.618 |
3.736 |
|
HIGH |
3.678 |
|
0.618 |
3.642 |
|
0.500 |
3.631 |
|
0.382 |
3.620 |
|
LOW |
3.584 |
|
0.618 |
3.526 |
|
1.000 |
3.490 |
|
1.618 |
3.432 |
|
2.618 |
3.338 |
|
4.250 |
3.185 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.654 |
3.647 |
| PP |
3.643 |
3.627 |
| S1 |
3.631 |
3.608 |
|