NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.635 |
3.660 |
0.025 |
0.7% |
3.881 |
| High |
3.683 |
3.746 |
0.063 |
1.7% |
3.923 |
| Low |
3.612 |
3.659 |
0.047 |
1.3% |
3.620 |
| Close |
3.661 |
3.738 |
0.077 |
2.1% |
3.646 |
| Range |
0.071 |
0.087 |
0.016 |
22.5% |
0.303 |
| ATR |
0.095 |
0.095 |
-0.001 |
-0.6% |
0.000 |
| Volume |
19,592 |
12,219 |
-7,373 |
-37.6% |
60,667 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.975 |
3.944 |
3.786 |
|
| R3 |
3.888 |
3.857 |
3.762 |
|
| R2 |
3.801 |
3.801 |
3.754 |
|
| R1 |
3.770 |
3.770 |
3.746 |
3.786 |
| PP |
3.714 |
3.714 |
3.714 |
3.722 |
| S1 |
3.683 |
3.683 |
3.730 |
3.699 |
| S2 |
3.627 |
3.627 |
3.722 |
|
| S3 |
3.540 |
3.596 |
3.714 |
|
| S4 |
3.453 |
3.509 |
3.690 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.639 |
4.445 |
3.813 |
|
| R3 |
4.336 |
4.142 |
3.729 |
|
| R2 |
4.033 |
4.033 |
3.702 |
|
| R1 |
3.839 |
3.839 |
3.674 |
3.785 |
| PP |
3.730 |
3.730 |
3.730 |
3.702 |
| S1 |
3.536 |
3.536 |
3.618 |
3.482 |
| S2 |
3.427 |
3.427 |
3.590 |
|
| S3 |
3.124 |
3.233 |
3.563 |
|
| S4 |
2.821 |
2.930 |
3.479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.832 |
3.612 |
0.220 |
5.9% |
0.095 |
2.5% |
57% |
False |
False |
14,681 |
| 10 |
4.070 |
3.612 |
0.458 |
12.3% |
0.088 |
2.4% |
28% |
False |
False |
11,691 |
| 20 |
4.115 |
3.612 |
0.503 |
13.5% |
0.088 |
2.4% |
25% |
False |
False |
12,506 |
| 40 |
4.442 |
3.612 |
0.830 |
22.2% |
0.091 |
2.4% |
15% |
False |
False |
10,679 |
| 60 |
4.594 |
3.612 |
0.982 |
26.3% |
0.098 |
2.6% |
13% |
False |
False |
10,306 |
| 80 |
4.594 |
3.612 |
0.982 |
26.3% |
0.095 |
2.6% |
13% |
False |
False |
9,974 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.116 |
|
2.618 |
3.974 |
|
1.618 |
3.887 |
|
1.000 |
3.833 |
|
0.618 |
3.800 |
|
HIGH |
3.746 |
|
0.618 |
3.713 |
|
0.500 |
3.703 |
|
0.382 |
3.692 |
|
LOW |
3.659 |
|
0.618 |
3.605 |
|
1.000 |
3.572 |
|
1.618 |
3.518 |
|
2.618 |
3.431 |
|
4.250 |
3.289 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.726 |
3.718 |
| PP |
3.714 |
3.699 |
| S1 |
3.703 |
3.679 |
|