NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.751 |
3.702 |
-0.049 |
-1.3% |
3.710 |
| High |
3.788 |
3.778 |
-0.010 |
-0.3% |
3.870 |
| Low |
3.667 |
3.693 |
0.026 |
0.7% |
3.667 |
| Close |
3.705 |
3.737 |
0.032 |
0.9% |
3.737 |
| Range |
0.121 |
0.085 |
-0.036 |
-29.8% |
0.203 |
| ATR |
0.105 |
0.103 |
-0.001 |
-1.3% |
0.000 |
| Volume |
11,477 |
13,460 |
1,983 |
17.3% |
64,043 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.991 |
3.949 |
3.784 |
|
| R3 |
3.906 |
3.864 |
3.760 |
|
| R2 |
3.821 |
3.821 |
3.753 |
|
| R1 |
3.779 |
3.779 |
3.745 |
3.800 |
| PP |
3.736 |
3.736 |
3.736 |
3.747 |
| S1 |
3.694 |
3.694 |
3.729 |
3.715 |
| S2 |
3.651 |
3.651 |
3.721 |
|
| S3 |
3.566 |
3.609 |
3.714 |
|
| S4 |
3.481 |
3.524 |
3.690 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.367 |
4.255 |
3.849 |
|
| R3 |
4.164 |
4.052 |
3.793 |
|
| R2 |
3.961 |
3.961 |
3.774 |
|
| R1 |
3.849 |
3.849 |
3.756 |
3.905 |
| PP |
3.758 |
3.758 |
3.758 |
3.786 |
| S1 |
3.646 |
3.646 |
3.718 |
3.702 |
| S2 |
3.555 |
3.555 |
3.700 |
|
| S3 |
3.352 |
3.443 |
3.681 |
|
| S4 |
3.149 |
3.240 |
3.625 |
|
|
| 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 |
5.4% |
0.116 |
3.1% |
34% |
False |
False |
12,808 |
| 10 |
3.870 |
3.612 |
0.258 |
6.9% |
0.101 |
2.7% |
48% |
False |
False |
15,839 |
| 20 |
4.070 |
3.612 |
0.458 |
12.3% |
0.097 |
2.6% |
27% |
False |
False |
13,158 |
| 40 |
4.442 |
3.612 |
0.830 |
22.2% |
0.096 |
2.6% |
15% |
False |
False |
11,523 |
| 60 |
4.594 |
3.612 |
0.982 |
26.3% |
0.100 |
2.7% |
13% |
False |
False |
10,902 |
| 80 |
4.594 |
3.612 |
0.982 |
26.3% |
0.099 |
2.6% |
13% |
False |
False |
10,361 |
| 100 |
4.594 |
3.612 |
0.982 |
26.3% |
0.093 |
2.5% |
13% |
False |
False |
9,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.139 |
|
2.618 |
4.001 |
|
1.618 |
3.916 |
|
1.000 |
3.863 |
|
0.618 |
3.831 |
|
HIGH |
3.778 |
|
0.618 |
3.746 |
|
0.500 |
3.736 |
|
0.382 |
3.725 |
|
LOW |
3.693 |
|
0.618 |
3.640 |
|
1.000 |
3.608 |
|
1.618 |
3.555 |
|
2.618 |
3.470 |
|
4.250 |
3.332 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.737 |
3.769 |
| PP |
3.736 |
3.758 |
| S1 |
3.736 |
3.748 |
|