NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.807 |
3.747 |
-0.060 |
-1.6% |
3.635 |
| High |
3.809 |
3.870 |
0.061 |
1.6% |
3.778 |
| Low |
3.718 |
3.723 |
0.005 |
0.1% |
3.612 |
| Close |
3.748 |
3.770 |
0.022 |
0.6% |
3.706 |
| Range |
0.091 |
0.147 |
0.056 |
61.5% |
0.166 |
| ATR |
0.100 |
0.103 |
0.003 |
3.4% |
0.000 |
| Volume |
14,762 |
14,234 |
-528 |
-3.6% |
72,229 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.229 |
4.146 |
3.851 |
|
| R3 |
4.082 |
3.999 |
3.810 |
|
| R2 |
3.935 |
3.935 |
3.797 |
|
| R1 |
3.852 |
3.852 |
3.783 |
3.894 |
| PP |
3.788 |
3.788 |
3.788 |
3.808 |
| S1 |
3.705 |
3.705 |
3.757 |
3.747 |
| S2 |
3.641 |
3.641 |
3.743 |
|
| S3 |
3.494 |
3.558 |
3.730 |
|
| S4 |
3.347 |
3.411 |
3.689 |
|
|
| 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 |
3.870 |
3.660 |
0.210 |
5.6% |
0.114 |
3.0% |
52% |
True |
False |
15,904 |
| 10 |
3.870 |
3.612 |
0.258 |
6.8% |
0.105 |
2.8% |
61% |
True |
False |
15,292 |
| 20 |
4.070 |
3.612 |
0.458 |
12.1% |
0.096 |
2.6% |
34% |
False |
False |
13,453 |
| 40 |
4.442 |
3.612 |
0.830 |
22.0% |
0.093 |
2.5% |
19% |
False |
False |
11,470 |
| 60 |
4.594 |
3.612 |
0.982 |
26.0% |
0.099 |
2.6% |
16% |
False |
False |
10,760 |
| 80 |
4.594 |
3.612 |
0.982 |
26.0% |
0.099 |
2.6% |
16% |
False |
False |
10,395 |
| 100 |
4.594 |
3.562 |
1.032 |
27.4% |
0.093 |
2.5% |
20% |
False |
False |
9,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.495 |
|
2.618 |
4.255 |
|
1.618 |
4.108 |
|
1.000 |
4.017 |
|
0.618 |
3.961 |
|
HIGH |
3.870 |
|
0.618 |
3.814 |
|
0.500 |
3.797 |
|
0.382 |
3.779 |
|
LOW |
3.723 |
|
0.618 |
3.632 |
|
1.000 |
3.576 |
|
1.618 |
3.485 |
|
2.618 |
3.338 |
|
4.250 |
3.098 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.797 |
3.789 |
| PP |
3.788 |
3.782 |
| S1 |
3.779 |
3.776 |
|