NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.747 |
3.751 |
0.004 |
0.1% |
3.635 |
| High |
3.870 |
3.788 |
-0.082 |
-2.1% |
3.778 |
| Low |
3.723 |
3.667 |
-0.056 |
-1.5% |
3.612 |
| Close |
3.770 |
3.705 |
-0.065 |
-1.7% |
3.706 |
| Range |
0.147 |
0.121 |
-0.026 |
-17.7% |
0.166 |
| ATR |
0.103 |
0.105 |
0.001 |
1.2% |
0.000 |
| Volume |
14,234 |
11,477 |
-2,757 |
-19.4% |
72,229 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.083 |
4.015 |
3.772 |
|
| R3 |
3.962 |
3.894 |
3.738 |
|
| R2 |
3.841 |
3.841 |
3.727 |
|
| R1 |
3.773 |
3.773 |
3.716 |
3.747 |
| PP |
3.720 |
3.720 |
3.720 |
3.707 |
| S1 |
3.652 |
3.652 |
3.694 |
3.626 |
| S2 |
3.599 |
3.599 |
3.683 |
|
| S3 |
3.478 |
3.531 |
3.672 |
|
| S4 |
3.357 |
3.410 |
3.638 |
|
|
| 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 |
3.667 |
0.203 |
5.5% |
0.115 |
3.1% |
19% |
False |
True |
12,943 |
| 10 |
3.870 |
3.612 |
0.258 |
7.0% |
0.110 |
3.0% |
36% |
False |
False |
15,399 |
| 20 |
4.070 |
3.612 |
0.458 |
12.4% |
0.098 |
2.7% |
20% |
False |
False |
13,262 |
| 40 |
4.442 |
3.612 |
0.830 |
22.4% |
0.095 |
2.6% |
11% |
False |
False |
11,419 |
| 60 |
4.594 |
3.612 |
0.982 |
26.5% |
0.099 |
2.7% |
9% |
False |
False |
10,828 |
| 80 |
4.594 |
3.612 |
0.982 |
26.5% |
0.099 |
2.7% |
9% |
False |
False |
10,324 |
| 100 |
4.594 |
3.562 |
1.032 |
27.9% |
0.094 |
2.5% |
14% |
False |
False |
9,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.302 |
|
2.618 |
4.105 |
|
1.618 |
3.984 |
|
1.000 |
3.909 |
|
0.618 |
3.863 |
|
HIGH |
3.788 |
|
0.618 |
3.742 |
|
0.500 |
3.728 |
|
0.382 |
3.713 |
|
LOW |
3.667 |
|
0.618 |
3.592 |
|
1.000 |
3.546 |
|
1.618 |
3.471 |
|
2.618 |
3.350 |
|
4.250 |
3.153 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.728 |
3.769 |
| PP |
3.720 |
3.747 |
| S1 |
3.713 |
3.726 |
|