NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.715 |
0.055 |
1.5% |
3.881 |
| High |
3.746 |
3.778 |
0.032 |
0.9% |
3.923 |
| Low |
3.659 |
3.660 |
0.001 |
0.0% |
3.620 |
| Close |
3.738 |
3.774 |
0.036 |
1.0% |
3.646 |
| Range |
0.087 |
0.118 |
0.031 |
35.6% |
0.303 |
| ATR |
0.095 |
0.097 |
0.002 |
1.7% |
0.000 |
| Volume |
12,219 |
26,286 |
14,067 |
115.1% |
60,667 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.091 |
4.051 |
3.839 |
|
| R3 |
3.973 |
3.933 |
3.806 |
|
| R2 |
3.855 |
3.855 |
3.796 |
|
| R1 |
3.815 |
3.815 |
3.785 |
3.835 |
| PP |
3.737 |
3.737 |
3.737 |
3.748 |
| S1 |
3.697 |
3.697 |
3.763 |
3.717 |
| S2 |
3.619 |
3.619 |
3.752 |
|
| S3 |
3.501 |
3.579 |
3.742 |
|
| S4 |
3.383 |
3.461 |
3.709 |
|
|
| 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 |
3.822 |
3.612 |
0.210 |
5.6% |
0.106 |
2.8% |
77% |
False |
False |
17,855 |
| 10 |
4.019 |
3.612 |
0.407 |
10.8% |
0.094 |
2.5% |
40% |
False |
False |
13,274 |
| 20 |
4.072 |
3.612 |
0.460 |
12.2% |
0.091 |
2.4% |
35% |
False |
False |
13,435 |
| 40 |
4.442 |
3.612 |
0.830 |
22.0% |
0.092 |
2.4% |
20% |
False |
False |
11,204 |
| 60 |
4.594 |
3.612 |
0.982 |
26.0% |
0.099 |
2.6% |
16% |
False |
False |
10,564 |
| 80 |
4.594 |
3.612 |
0.982 |
26.0% |
0.096 |
2.6% |
16% |
False |
False |
10,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.280 |
|
2.618 |
4.087 |
|
1.618 |
3.969 |
|
1.000 |
3.896 |
|
0.618 |
3.851 |
|
HIGH |
3.778 |
|
0.618 |
3.733 |
|
0.500 |
3.719 |
|
0.382 |
3.705 |
|
LOW |
3.660 |
|
0.618 |
3.587 |
|
1.000 |
3.542 |
|
1.618 |
3.469 |
|
2.618 |
3.351 |
|
4.250 |
3.159 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.756 |
3.748 |
| PP |
3.737 |
3.721 |
| S1 |
3.719 |
3.695 |
|