NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.742 |
3.681 |
-0.061 |
-1.6% |
3.559 |
| High |
3.755 |
3.795 |
0.040 |
1.1% |
3.709 |
| Low |
3.643 |
3.650 |
0.007 |
0.2% |
3.538 |
| Close |
3.674 |
3.697 |
0.023 |
0.6% |
3.634 |
| Range |
0.112 |
0.145 |
0.033 |
29.5% |
0.171 |
| ATR |
0.108 |
0.111 |
0.003 |
2.4% |
0.000 |
| Volume |
23,350 |
27,573 |
4,223 |
18.1% |
117,351 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.149 |
4.068 |
3.777 |
|
| R3 |
4.004 |
3.923 |
3.737 |
|
| R2 |
3.859 |
3.859 |
3.724 |
|
| R1 |
3.778 |
3.778 |
3.710 |
3.819 |
| PP |
3.714 |
3.714 |
3.714 |
3.734 |
| S1 |
3.633 |
3.633 |
3.684 |
3.674 |
| S2 |
3.569 |
3.569 |
3.670 |
|
| S3 |
3.424 |
3.488 |
3.657 |
|
| S4 |
3.279 |
3.343 |
3.617 |
|
|
| 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 |
3.795 |
3.589 |
0.206 |
5.6% |
0.126 |
3.4% |
52% |
True |
False |
26,038 |
| 10 |
3.795 |
3.538 |
0.257 |
7.0% |
0.115 |
3.1% |
62% |
True |
False |
28,778 |
| 20 |
4.004 |
3.538 |
0.466 |
12.6% |
0.110 |
3.0% |
34% |
False |
False |
26,420 |
| 40 |
4.373 |
3.538 |
0.835 |
22.6% |
0.104 |
2.8% |
19% |
False |
False |
25,395 |
| 60 |
4.525 |
3.538 |
0.987 |
26.7% |
0.109 |
3.0% |
16% |
False |
False |
25,712 |
| 80 |
4.525 |
3.538 |
0.987 |
26.7% |
0.109 |
3.0% |
16% |
False |
False |
28,371 |
| 100 |
4.525 |
3.440 |
1.085 |
29.3% |
0.103 |
2.8% |
24% |
False |
False |
28,602 |
| 120 |
4.525 |
3.440 |
1.085 |
29.3% |
0.101 |
2.7% |
24% |
False |
False |
27,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.411 |
|
2.618 |
4.175 |
|
1.618 |
4.030 |
|
1.000 |
3.940 |
|
0.618 |
3.885 |
|
HIGH |
3.795 |
|
0.618 |
3.740 |
|
0.500 |
3.723 |
|
0.382 |
3.705 |
|
LOW |
3.650 |
|
0.618 |
3.560 |
|
1.000 |
3.505 |
|
1.618 |
3.415 |
|
2.618 |
3.270 |
|
4.250 |
3.034 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.723 |
3.713 |
| PP |
3.714 |
3.707 |
| S1 |
3.706 |
3.702 |
|