NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.877 |
3.932 |
0.055 |
1.4% |
3.805 |
| High |
3.942 |
3.934 |
-0.008 |
-0.2% |
3.942 |
| Low |
3.825 |
3.833 |
0.008 |
0.2% |
3.780 |
| Close |
3.936 |
3.869 |
-0.067 |
-1.7% |
3.869 |
| Range |
0.117 |
0.101 |
-0.016 |
-13.7% |
0.162 |
| ATR |
0.093 |
0.094 |
0.001 |
0.7% |
0.000 |
| Volume |
19,925 |
7,898 |
-12,027 |
-60.4% |
50,726 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.182 |
4.126 |
3.925 |
|
| R3 |
4.081 |
4.025 |
3.897 |
|
| R2 |
3.980 |
3.980 |
3.888 |
|
| R1 |
3.924 |
3.924 |
3.878 |
3.902 |
| PP |
3.879 |
3.879 |
3.879 |
3.867 |
| S1 |
3.823 |
3.823 |
3.860 |
3.801 |
| S2 |
3.778 |
3.778 |
3.850 |
|
| S3 |
3.677 |
3.722 |
3.841 |
|
| S4 |
3.576 |
3.621 |
3.813 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.350 |
4.271 |
3.958 |
|
| R3 |
4.188 |
4.109 |
3.914 |
|
| R2 |
4.026 |
4.026 |
3.899 |
|
| R1 |
3.947 |
3.947 |
3.884 |
3.987 |
| PP |
3.864 |
3.864 |
3.864 |
3.883 |
| S1 |
3.785 |
3.785 |
3.854 |
3.825 |
| S2 |
3.702 |
3.702 |
3.839 |
|
| S3 |
3.540 |
3.623 |
3.824 |
|
| S4 |
3.378 |
3.461 |
3.780 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.942 |
3.780 |
0.162 |
4.2% |
0.089 |
2.3% |
55% |
False |
False |
13,458 |
| 10 |
4.135 |
3.780 |
0.355 |
9.2% |
0.094 |
2.4% |
25% |
False |
False |
10,112 |
| 20 |
4.215 |
3.780 |
0.435 |
11.2% |
0.088 |
2.3% |
20% |
False |
False |
8,744 |
| 40 |
4.583 |
3.780 |
0.803 |
20.8% |
0.091 |
2.4% |
11% |
False |
False |
7,233 |
| 60 |
4.744 |
3.780 |
0.964 |
24.9% |
0.098 |
2.5% |
9% |
False |
False |
7,604 |
| 80 |
4.744 |
3.780 |
0.964 |
24.9% |
0.095 |
2.5% |
9% |
False |
False |
7,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.363 |
|
2.618 |
4.198 |
|
1.618 |
4.097 |
|
1.000 |
4.035 |
|
0.618 |
3.996 |
|
HIGH |
3.934 |
|
0.618 |
3.895 |
|
0.500 |
3.884 |
|
0.382 |
3.872 |
|
LOW |
3.833 |
|
0.618 |
3.771 |
|
1.000 |
3.732 |
|
1.618 |
3.670 |
|
2.618 |
3.569 |
|
4.250 |
3.404 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.884 |
3.884 |
| PP |
3.879 |
3.879 |
| S1 |
3.874 |
3.874 |
|