NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.932 |
3.880 |
-0.052 |
-1.3% |
3.805 |
| High |
3.934 |
3.997 |
0.063 |
1.6% |
3.942 |
| Low |
3.833 |
3.874 |
0.041 |
1.1% |
3.780 |
| Close |
3.869 |
3.981 |
0.112 |
2.9% |
3.869 |
| Range |
0.101 |
0.123 |
0.022 |
21.8% |
0.162 |
| ATR |
0.094 |
0.096 |
0.002 |
2.6% |
0.000 |
| Volume |
7,898 |
6,105 |
-1,793 |
-22.7% |
50,726 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.320 |
4.273 |
4.049 |
|
| R3 |
4.197 |
4.150 |
4.015 |
|
| R2 |
4.074 |
4.074 |
4.004 |
|
| R1 |
4.027 |
4.027 |
3.992 |
4.051 |
| PP |
3.951 |
3.951 |
3.951 |
3.962 |
| S1 |
3.904 |
3.904 |
3.970 |
3.928 |
| S2 |
3.828 |
3.828 |
3.958 |
|
| S3 |
3.705 |
3.781 |
3.947 |
|
| S4 |
3.582 |
3.658 |
3.913 |
|
|
| 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 |
3.997 |
3.780 |
0.217 |
5.5% |
0.099 |
2.5% |
93% |
True |
False |
11,366 |
| 10 |
4.079 |
3.780 |
0.299 |
7.5% |
0.096 |
2.4% |
67% |
False |
False |
9,995 |
| 20 |
4.215 |
3.780 |
0.435 |
10.9% |
0.092 |
2.3% |
46% |
False |
False |
8,519 |
| 40 |
4.583 |
3.780 |
0.803 |
20.2% |
0.091 |
2.3% |
25% |
False |
False |
7,237 |
| 60 |
4.744 |
3.780 |
0.964 |
24.2% |
0.098 |
2.5% |
21% |
False |
False |
7,551 |
| 80 |
4.744 |
3.780 |
0.964 |
24.2% |
0.096 |
2.4% |
21% |
False |
False |
7,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.520 |
|
2.618 |
4.319 |
|
1.618 |
4.196 |
|
1.000 |
4.120 |
|
0.618 |
4.073 |
|
HIGH |
3.997 |
|
0.618 |
3.950 |
|
0.500 |
3.936 |
|
0.382 |
3.921 |
|
LOW |
3.874 |
|
0.618 |
3.798 |
|
1.000 |
3.751 |
|
1.618 |
3.675 |
|
2.618 |
3.552 |
|
4.250 |
3.351 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.966 |
3.958 |
| PP |
3.951 |
3.934 |
| S1 |
3.936 |
3.911 |
|