NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.880 |
3.972 |
0.092 |
2.4% |
3.805 |
| High |
3.997 |
3.972 |
-0.025 |
-0.6% |
3.942 |
| Low |
3.874 |
3.881 |
0.007 |
0.2% |
3.780 |
| Close |
3.981 |
3.912 |
-0.069 |
-1.7% |
3.869 |
| Range |
0.123 |
0.091 |
-0.032 |
-26.0% |
0.162 |
| ATR |
0.096 |
0.097 |
0.000 |
0.3% |
0.000 |
| Volume |
6,105 |
9,450 |
3,345 |
54.8% |
50,726 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.195 |
4.144 |
3.962 |
|
| R3 |
4.104 |
4.053 |
3.937 |
|
| R2 |
4.013 |
4.013 |
3.929 |
|
| R1 |
3.962 |
3.962 |
3.920 |
3.942 |
| PP |
3.922 |
3.922 |
3.922 |
3.912 |
| S1 |
3.871 |
3.871 |
3.904 |
3.851 |
| S2 |
3.831 |
3.831 |
3.895 |
|
| S3 |
3.740 |
3.780 |
3.887 |
|
| S4 |
3.649 |
3.689 |
3.862 |
|
|
| 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 |
3.825 |
0.172 |
4.4% |
0.102 |
2.6% |
51% |
False |
False |
10,344 |
| 10 |
4.021 |
3.780 |
0.241 |
6.2% |
0.098 |
2.5% |
55% |
False |
False |
10,346 |
| 20 |
4.215 |
3.780 |
0.435 |
11.1% |
0.092 |
2.4% |
30% |
False |
False |
8,689 |
| 40 |
4.583 |
3.780 |
0.803 |
20.5% |
0.091 |
2.3% |
16% |
False |
False |
7,296 |
| 60 |
4.744 |
3.780 |
0.964 |
24.6% |
0.098 |
2.5% |
14% |
False |
False |
7,516 |
| 80 |
4.744 |
3.780 |
0.964 |
24.6% |
0.096 |
2.5% |
14% |
False |
False |
7,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.359 |
|
2.618 |
4.210 |
|
1.618 |
4.119 |
|
1.000 |
4.063 |
|
0.618 |
4.028 |
|
HIGH |
3.972 |
|
0.618 |
3.937 |
|
0.500 |
3.927 |
|
0.382 |
3.916 |
|
LOW |
3.881 |
|
0.618 |
3.825 |
|
1.000 |
3.790 |
|
1.618 |
3.734 |
|
2.618 |
3.643 |
|
4.250 |
3.494 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.927 |
3.915 |
| PP |
3.922 |
3.914 |
| S1 |
3.917 |
3.913 |
|