NYMEX Natural Gas Future December 2013
Trading Metrics calculated at close of trading on 02-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3.805 |
3.825 |
0.020 |
0.5% |
4.011 |
High |
3.852 |
3.905 |
0.053 |
1.4% |
4.079 |
Low |
3.780 |
3.825 |
0.045 |
1.2% |
3.792 |
Close |
3.827 |
3.900 |
0.073 |
1.9% |
3.813 |
Range |
0.072 |
0.080 |
0.008 |
11.1% |
0.287 |
ATR |
0.092 |
0.091 |
-0.001 |
-1.0% |
0.000 |
Volume |
14,558 |
8,345 |
-6,213 |
-42.7% |
43,120 |
|
Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.117 |
4.088 |
3.944 |
|
R3 |
4.037 |
4.008 |
3.922 |
|
R2 |
3.957 |
3.957 |
3.915 |
|
R1 |
3.928 |
3.928 |
3.907 |
3.943 |
PP |
3.877 |
3.877 |
3.877 |
3.884 |
S1 |
3.848 |
3.848 |
3.893 |
3.863 |
S2 |
3.797 |
3.797 |
3.885 |
|
S3 |
3.717 |
3.768 |
3.878 |
|
S4 |
3.637 |
3.688 |
3.856 |
|
|
Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.756 |
4.571 |
3.971 |
|
R3 |
4.469 |
4.284 |
3.892 |
|
R2 |
4.182 |
4.182 |
3.866 |
|
R1 |
3.997 |
3.997 |
3.839 |
3.946 |
PP |
3.895 |
3.895 |
3.895 |
3.869 |
S1 |
3.710 |
3.710 |
3.787 |
3.659 |
S2 |
3.608 |
3.608 |
3.760 |
|
S3 |
3.321 |
3.423 |
3.734 |
|
S4 |
3.034 |
3.136 |
3.655 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.998 |
3.780 |
0.218 |
5.6% |
0.092 |
2.4% |
55% |
False |
False |
10,753 |
10 |
4.215 |
3.780 |
0.435 |
11.2% |
0.088 |
2.3% |
28% |
False |
False |
8,242 |
20 |
4.264 |
3.780 |
0.484 |
12.4% |
0.086 |
2.2% |
25% |
False |
False |
7,845 |
40 |
4.583 |
3.780 |
0.803 |
20.6% |
0.089 |
2.3% |
15% |
False |
False |
6,786 |
60 |
4.744 |
3.780 |
0.964 |
24.7% |
0.098 |
2.5% |
12% |
False |
False |
7,401 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.245 |
2.618 |
4.114 |
1.618 |
4.034 |
1.000 |
3.985 |
0.618 |
3.954 |
HIGH |
3.905 |
0.618 |
3.874 |
0.500 |
3.865 |
0.382 |
3.856 |
LOW |
3.825 |
0.618 |
3.776 |
1.000 |
3.745 |
1.618 |
3.696 |
2.618 |
3.616 |
4.250 |
3.485 |
|
|
Fisher Pivots for day following 02-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.888 |
3.881 |
PP |
3.877 |
3.862 |
S1 |
3.865 |
3.843 |
|