NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.825 |
3.877 |
0.052 |
1.4% |
4.011 |
| High |
3.905 |
3.942 |
0.037 |
0.9% |
4.079 |
| Low |
3.825 |
3.825 |
0.000 |
0.0% |
3.792 |
| Close |
3.900 |
3.936 |
0.036 |
0.9% |
3.813 |
| Range |
0.080 |
0.117 |
0.037 |
46.3% |
0.287 |
| ATR |
0.091 |
0.093 |
0.002 |
2.0% |
0.000 |
| Volume |
8,345 |
19,925 |
11,580 |
138.8% |
43,120 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.252 |
4.211 |
4.000 |
|
| R3 |
4.135 |
4.094 |
3.968 |
|
| R2 |
4.018 |
4.018 |
3.957 |
|
| R1 |
3.977 |
3.977 |
3.947 |
3.998 |
| PP |
3.901 |
3.901 |
3.901 |
3.911 |
| S1 |
3.860 |
3.860 |
3.925 |
3.881 |
| S2 |
3.784 |
3.784 |
3.915 |
|
| S3 |
3.667 |
3.743 |
3.904 |
|
| S4 |
3.550 |
3.626 |
3.872 |
|
|
| 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 |
3.988 |
3.780 |
0.208 |
5.3% |
0.102 |
2.6% |
75% |
False |
False |
13,057 |
| 10 |
4.185 |
3.780 |
0.405 |
10.3% |
0.095 |
2.4% |
39% |
False |
False |
9,736 |
| 20 |
4.227 |
3.780 |
0.447 |
11.4% |
0.090 |
2.3% |
35% |
False |
False |
8,585 |
| 40 |
4.583 |
3.780 |
0.803 |
20.4% |
0.091 |
2.3% |
19% |
False |
False |
7,178 |
| 60 |
4.744 |
3.780 |
0.964 |
24.5% |
0.098 |
2.5% |
16% |
False |
False |
7,579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.439 |
|
2.618 |
4.248 |
|
1.618 |
4.131 |
|
1.000 |
4.059 |
|
0.618 |
4.014 |
|
HIGH |
3.942 |
|
0.618 |
3.897 |
|
0.500 |
3.884 |
|
0.382 |
3.870 |
|
LOW |
3.825 |
|
0.618 |
3.753 |
|
1.000 |
3.708 |
|
1.618 |
3.636 |
|
2.618 |
3.519 |
|
4.250 |
3.328 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.919 |
3.911 |
| PP |
3.901 |
3.886 |
| S1 |
3.884 |
3.861 |
|