NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.669 |
3.705 |
0.036 |
1.0% |
3.559 |
| High |
3.709 |
3.705 |
-0.004 |
-0.1% |
3.709 |
| Low |
3.589 |
3.597 |
0.008 |
0.2% |
3.538 |
| Close |
3.703 |
3.634 |
-0.069 |
-1.9% |
3.634 |
| Range |
0.120 |
0.108 |
-0.012 |
-10.0% |
0.171 |
| ATR |
0.105 |
0.105 |
0.000 |
0.2% |
0.000 |
| Volume |
33,949 |
23,244 |
-10,705 |
-31.5% |
117,351 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.969 |
3.910 |
3.693 |
|
| R3 |
3.861 |
3.802 |
3.664 |
|
| R2 |
3.753 |
3.753 |
3.654 |
|
| R1 |
3.694 |
3.694 |
3.644 |
3.670 |
| PP |
3.645 |
3.645 |
3.645 |
3.633 |
| S1 |
3.586 |
3.586 |
3.624 |
3.562 |
| S2 |
3.537 |
3.537 |
3.614 |
|
| S3 |
3.429 |
3.478 |
3.604 |
|
| S4 |
3.321 |
3.370 |
3.575 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.140 |
4.058 |
3.728 |
|
| R3 |
3.969 |
3.887 |
3.681 |
|
| R2 |
3.798 |
3.798 |
3.665 |
|
| R1 |
3.716 |
3.716 |
3.650 |
3.757 |
| PP |
3.627 |
3.627 |
3.627 |
3.648 |
| S1 |
3.545 |
3.545 |
3.618 |
3.586 |
| S2 |
3.456 |
3.456 |
3.603 |
|
| S3 |
3.285 |
3.374 |
3.587 |
|
| S4 |
3.114 |
3.203 |
3.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.709 |
3.538 |
0.171 |
4.7% |
0.096 |
2.6% |
56% |
False |
False |
32,472 |
| 10 |
3.932 |
3.538 |
0.394 |
10.8% |
0.107 |
2.9% |
24% |
False |
False |
27,715 |
| 20 |
4.004 |
3.538 |
0.466 |
12.8% |
0.100 |
2.8% |
21% |
False |
False |
27,612 |
| 40 |
4.373 |
3.538 |
0.835 |
23.0% |
0.102 |
2.8% |
11% |
False |
False |
25,668 |
| 60 |
4.525 |
3.538 |
0.987 |
27.2% |
0.109 |
3.0% |
10% |
False |
False |
26,409 |
| 80 |
4.525 |
3.538 |
0.987 |
27.2% |
0.107 |
3.0% |
10% |
False |
False |
29,291 |
| 100 |
4.525 |
3.440 |
1.085 |
29.9% |
0.102 |
2.8% |
18% |
False |
False |
28,513 |
| 120 |
4.525 |
3.440 |
1.085 |
29.9% |
0.099 |
2.7% |
18% |
False |
False |
27,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.164 |
|
2.618 |
3.988 |
|
1.618 |
3.880 |
|
1.000 |
3.813 |
|
0.618 |
3.772 |
|
HIGH |
3.705 |
|
0.618 |
3.664 |
|
0.500 |
3.651 |
|
0.382 |
3.638 |
|
LOW |
3.597 |
|
0.618 |
3.530 |
|
1.000 |
3.489 |
|
1.618 |
3.422 |
|
2.618 |
3.314 |
|
4.250 |
3.138 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.651 |
3.647 |
| PP |
3.645 |
3.642 |
| S1 |
3.640 |
3.638 |
|