NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.680 |
3.628 |
-0.052 |
-1.4% |
3.637 |
| High |
3.716 |
3.702 |
-0.014 |
-0.4% |
3.795 |
| Low |
3.592 |
3.620 |
0.028 |
0.8% |
3.592 |
| Close |
3.629 |
3.658 |
0.029 |
0.8% |
3.658 |
| Range |
0.124 |
0.082 |
-0.042 |
-33.9% |
0.203 |
| ATR |
0.112 |
0.110 |
-0.002 |
-1.9% |
0.000 |
| Volume |
26,286 |
29,644 |
3,358 |
12.8% |
128,928 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.906 |
3.864 |
3.703 |
|
| R3 |
3.824 |
3.782 |
3.681 |
|
| R2 |
3.742 |
3.742 |
3.673 |
|
| R1 |
3.700 |
3.700 |
3.666 |
3.721 |
| PP |
3.660 |
3.660 |
3.660 |
3.671 |
| S1 |
3.618 |
3.618 |
3.650 |
3.639 |
| S2 |
3.578 |
3.578 |
3.643 |
|
| S3 |
3.496 |
3.536 |
3.635 |
|
| S4 |
3.414 |
3.454 |
3.613 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.291 |
4.177 |
3.770 |
|
| R3 |
4.088 |
3.974 |
3.714 |
|
| R2 |
3.885 |
3.885 |
3.695 |
|
| R1 |
3.771 |
3.771 |
3.677 |
3.828 |
| PP |
3.682 |
3.682 |
3.682 |
3.710 |
| S1 |
3.568 |
3.568 |
3.639 |
3.625 |
| S2 |
3.479 |
3.479 |
3.621 |
|
| S3 |
3.276 |
3.365 |
3.602 |
|
| S4 |
3.073 |
3.162 |
3.546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.795 |
3.592 |
0.203 |
5.5% |
0.122 |
3.3% |
33% |
False |
False |
25,785 |
| 10 |
3.795 |
3.538 |
0.257 |
7.0% |
0.109 |
3.0% |
47% |
False |
False |
29,128 |
| 20 |
4.004 |
3.538 |
0.466 |
12.7% |
0.110 |
3.0% |
26% |
False |
False |
26,642 |
| 40 |
4.373 |
3.538 |
0.835 |
22.8% |
0.106 |
2.9% |
14% |
False |
False |
25,502 |
| 60 |
4.525 |
3.538 |
0.987 |
27.0% |
0.109 |
3.0% |
12% |
False |
False |
25,679 |
| 80 |
4.525 |
3.538 |
0.987 |
27.0% |
0.110 |
3.0% |
12% |
False |
False |
27,692 |
| 100 |
4.525 |
3.511 |
1.014 |
27.7% |
0.104 |
2.8% |
14% |
False |
False |
28,682 |
| 120 |
4.525 |
3.440 |
1.085 |
29.7% |
0.101 |
2.8% |
20% |
False |
False |
27,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.051 |
|
2.618 |
3.917 |
|
1.618 |
3.835 |
|
1.000 |
3.784 |
|
0.618 |
3.753 |
|
HIGH |
3.702 |
|
0.618 |
3.671 |
|
0.500 |
3.661 |
|
0.382 |
3.651 |
|
LOW |
3.620 |
|
0.618 |
3.569 |
|
1.000 |
3.538 |
|
1.618 |
3.487 |
|
2.618 |
3.405 |
|
4.250 |
3.272 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.661 |
3.694 |
| PP |
3.660 |
3.682 |
| S1 |
3.659 |
3.670 |
|