NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.637 |
3.742 |
0.105 |
2.9% |
3.559 |
| High |
3.776 |
3.755 |
-0.021 |
-0.6% |
3.709 |
| Low |
3.630 |
3.643 |
0.013 |
0.4% |
3.538 |
| Close |
3.753 |
3.674 |
-0.079 |
-2.1% |
3.634 |
| Range |
0.146 |
0.112 |
-0.034 |
-23.3% |
0.171 |
| ATR |
0.108 |
0.108 |
0.000 |
0.3% |
0.000 |
| Volume |
22,075 |
23,350 |
1,275 |
5.8% |
117,351 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.962 |
3.736 |
|
| R3 |
3.915 |
3.850 |
3.705 |
|
| R2 |
3.803 |
3.803 |
3.695 |
|
| R1 |
3.738 |
3.738 |
3.684 |
3.715 |
| PP |
3.691 |
3.691 |
3.691 |
3.679 |
| S1 |
3.626 |
3.626 |
3.664 |
3.603 |
| S2 |
3.579 |
3.579 |
3.653 |
|
| S3 |
3.467 |
3.514 |
3.643 |
|
| S4 |
3.355 |
3.402 |
3.612 |
|
|
| 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 |
3.584 |
0.192 |
5.2% |
0.116 |
3.2% |
47% |
False |
False |
25,720 |
| 10 |
3.787 |
3.538 |
0.249 |
6.8% |
0.111 |
3.0% |
55% |
False |
False |
28,200 |
| 20 |
4.004 |
3.538 |
0.466 |
12.7% |
0.107 |
2.9% |
29% |
False |
False |
26,289 |
| 40 |
4.373 |
3.538 |
0.835 |
22.7% |
0.102 |
2.8% |
16% |
False |
False |
25,333 |
| 60 |
4.525 |
3.538 |
0.987 |
26.9% |
0.110 |
3.0% |
14% |
False |
False |
25,948 |
| 80 |
4.525 |
3.538 |
0.987 |
26.9% |
0.108 |
3.0% |
14% |
False |
False |
29,095 |
| 100 |
4.525 |
3.440 |
1.085 |
29.5% |
0.103 |
2.8% |
22% |
False |
False |
28,582 |
| 120 |
4.525 |
3.440 |
1.085 |
29.5% |
0.100 |
2.7% |
22% |
False |
False |
27,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.231 |
|
2.618 |
4.048 |
|
1.618 |
3.936 |
|
1.000 |
3.867 |
|
0.618 |
3.824 |
|
HIGH |
3.755 |
|
0.618 |
3.712 |
|
0.500 |
3.699 |
|
0.382 |
3.686 |
|
LOW |
3.643 |
|
0.618 |
3.574 |
|
1.000 |
3.531 |
|
1.618 |
3.462 |
|
2.618 |
3.350 |
|
4.250 |
3.167 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.687 |
| PP |
3.691 |
3.682 |
| S1 |
3.682 |
3.678 |
|