NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.751 |
3.710 |
-0.041 |
-1.1% |
3.635 |
| High |
3.751 |
3.842 |
0.091 |
2.4% |
3.778 |
| Low |
3.671 |
3.707 |
0.036 |
1.0% |
3.612 |
| Close |
3.706 |
3.822 |
0.116 |
3.1% |
3.706 |
| Range |
0.080 |
0.135 |
0.055 |
68.8% |
0.166 |
| ATR |
0.097 |
0.100 |
0.003 |
2.9% |
0.000 |
| Volume |
14,132 |
10,110 |
-4,022 |
-28.5% |
72,229 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.144 |
3.896 |
|
| R3 |
4.060 |
4.009 |
3.859 |
|
| R2 |
3.925 |
3.925 |
3.847 |
|
| R1 |
3.874 |
3.874 |
3.834 |
3.900 |
| PP |
3.790 |
3.790 |
3.790 |
3.803 |
| S1 |
3.739 |
3.739 |
3.810 |
3.765 |
| S2 |
3.655 |
3.655 |
3.797 |
|
| S3 |
3.520 |
3.604 |
3.785 |
|
| S4 |
3.385 |
3.469 |
3.748 |
|
|
| 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 |
3.842 |
3.612 |
0.230 |
6.0% |
0.098 |
2.6% |
91% |
True |
False |
16,467 |
| 10 |
3.923 |
3.612 |
0.311 |
8.1% |
0.099 |
2.6% |
68% |
False |
False |
14,300 |
| 20 |
4.070 |
3.612 |
0.458 |
12.0% |
0.093 |
2.4% |
46% |
False |
False |
13,445 |
| 40 |
4.442 |
3.612 |
0.830 |
21.7% |
0.092 |
2.4% |
25% |
False |
False |
11,340 |
| 60 |
4.594 |
3.612 |
0.982 |
25.7% |
0.099 |
2.6% |
21% |
False |
False |
10,710 |
| 80 |
4.594 |
3.612 |
0.982 |
25.7% |
0.098 |
2.6% |
21% |
False |
False |
10,379 |
| 100 |
4.594 |
3.562 |
1.032 |
27.0% |
0.092 |
2.4% |
25% |
False |
False |
9,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.416 |
|
2.618 |
4.195 |
|
1.618 |
4.060 |
|
1.000 |
3.977 |
|
0.618 |
3.925 |
|
HIGH |
3.842 |
|
0.618 |
3.790 |
|
0.500 |
3.775 |
|
0.382 |
3.759 |
|
LOW |
3.707 |
|
0.618 |
3.624 |
|
1.000 |
3.572 |
|
1.618 |
3.489 |
|
2.618 |
3.354 |
|
4.250 |
3.133 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.806 |
3.798 |
| PP |
3.790 |
3.775 |
| S1 |
3.775 |
3.751 |
|