NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.715 |
3.751 |
0.036 |
1.0% |
3.635 |
| High |
3.778 |
3.751 |
-0.027 |
-0.7% |
3.778 |
| Low |
3.660 |
3.671 |
0.011 |
0.3% |
3.612 |
| Close |
3.774 |
3.706 |
-0.068 |
-1.8% |
3.706 |
| Range |
0.118 |
0.080 |
-0.038 |
-32.2% |
0.166 |
| ATR |
0.097 |
0.097 |
0.000 |
0.5% |
0.000 |
| Volume |
26,286 |
14,132 |
-12,154 |
-46.2% |
72,229 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.949 |
3.908 |
3.750 |
|
| R3 |
3.869 |
3.828 |
3.728 |
|
| R2 |
3.789 |
3.789 |
3.721 |
|
| R1 |
3.748 |
3.748 |
3.713 |
3.729 |
| PP |
3.709 |
3.709 |
3.709 |
3.700 |
| S1 |
3.668 |
3.668 |
3.699 |
3.649 |
| S2 |
3.629 |
3.629 |
3.691 |
|
| S3 |
3.549 |
3.588 |
3.684 |
|
| S4 |
3.469 |
3.508 |
3.662 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.117 |
3.797 |
|
| R3 |
4.031 |
3.951 |
3.752 |
|
| R2 |
3.865 |
3.865 |
3.736 |
|
| R1 |
3.785 |
3.785 |
3.721 |
3.825 |
| PP |
3.699 |
3.699 |
3.699 |
3.719 |
| S1 |
3.619 |
3.619 |
3.691 |
3.659 |
| S2 |
3.533 |
3.533 |
3.676 |
|
| S3 |
3.367 |
3.453 |
3.660 |
|
| S4 |
3.201 |
3.287 |
3.615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.778 |
3.612 |
0.166 |
4.5% |
0.087 |
2.3% |
57% |
False |
False |
18,870 |
| 10 |
3.976 |
3.612 |
0.364 |
9.8% |
0.096 |
2.6% |
26% |
False |
False |
14,083 |
| 20 |
4.070 |
3.612 |
0.458 |
12.4% |
0.088 |
2.4% |
21% |
False |
False |
13,681 |
| 40 |
4.442 |
3.612 |
0.830 |
22.4% |
0.092 |
2.5% |
11% |
False |
False |
11,302 |
| 60 |
4.594 |
3.612 |
0.982 |
26.5% |
0.099 |
2.7% |
10% |
False |
False |
10,698 |
| 80 |
4.594 |
3.612 |
0.982 |
26.5% |
0.097 |
2.6% |
10% |
False |
False |
10,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.091 |
|
2.618 |
3.960 |
|
1.618 |
3.880 |
|
1.000 |
3.831 |
|
0.618 |
3.800 |
|
HIGH |
3.751 |
|
0.618 |
3.720 |
|
0.500 |
3.711 |
|
0.382 |
3.702 |
|
LOW |
3.671 |
|
0.618 |
3.622 |
|
1.000 |
3.591 |
|
1.618 |
3.542 |
|
2.618 |
3.462 |
|
4.250 |
3.331 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.711 |
3.719 |
| PP |
3.709 |
3.714 |
| S1 |
3.708 |
3.710 |
|