NYMEX Natural Gas Future October 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 |
3.705 |
3.637 |
-0.068 |
-1.8% |
3.559 |
| High |
3.705 |
3.776 |
0.071 |
1.9% |
3.709 |
| Low |
3.597 |
3.630 |
0.033 |
0.9% |
3.538 |
| Close |
3.634 |
3.753 |
0.119 |
3.3% |
3.634 |
| Range |
0.108 |
0.146 |
0.038 |
35.2% |
0.171 |
| ATR |
0.105 |
0.108 |
0.003 |
2.8% |
0.000 |
| Volume |
23,244 |
22,075 |
-1,169 |
-5.0% |
117,351 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.158 |
4.101 |
3.833 |
|
| R3 |
4.012 |
3.955 |
3.793 |
|
| R2 |
3.866 |
3.866 |
3.780 |
|
| R1 |
3.809 |
3.809 |
3.766 |
3.838 |
| PP |
3.720 |
3.720 |
3.720 |
3.734 |
| S1 |
3.663 |
3.663 |
3.740 |
3.692 |
| S2 |
3.574 |
3.574 |
3.726 |
|
| S3 |
3.428 |
3.517 |
3.713 |
|
| S4 |
3.282 |
3.371 |
3.673 |
|
|
| 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 |
3.776 |
3.538 |
0.238 |
6.3% |
0.109 |
2.9% |
90% |
True |
False |
27,885 |
| 10 |
3.849 |
3.538 |
0.311 |
8.3% |
0.109 |
2.9% |
69% |
False |
False |
28,011 |
| 20 |
4.004 |
3.538 |
0.466 |
12.4% |
0.105 |
2.8% |
46% |
False |
False |
26,932 |
| 40 |
4.373 |
3.538 |
0.835 |
22.2% |
0.102 |
2.7% |
26% |
False |
False |
25,594 |
| 60 |
4.525 |
3.538 |
0.987 |
26.3% |
0.110 |
2.9% |
22% |
False |
False |
26,240 |
| 80 |
4.525 |
3.538 |
0.987 |
26.3% |
0.108 |
2.9% |
22% |
False |
False |
29,160 |
| 100 |
4.525 |
3.440 |
1.085 |
28.9% |
0.103 |
2.7% |
29% |
False |
False |
28,571 |
| 120 |
4.525 |
3.440 |
1.085 |
28.9% |
0.100 |
2.7% |
29% |
False |
False |
27,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.397 |
|
2.618 |
4.158 |
|
1.618 |
4.012 |
|
1.000 |
3.922 |
|
0.618 |
3.866 |
|
HIGH |
3.776 |
|
0.618 |
3.720 |
|
0.500 |
3.703 |
|
0.382 |
3.686 |
|
LOW |
3.630 |
|
0.618 |
3.540 |
|
1.000 |
3.484 |
|
1.618 |
3.394 |
|
2.618 |
3.248 |
|
4.250 |
3.010 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.736 |
3.730 |
| PP |
3.720 |
3.706 |
| S1 |
3.703 |
3.683 |
|