NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.972 |
3.892 |
-0.080 |
-2.0% |
3.805 |
| High |
3.972 |
4.036 |
0.064 |
1.6% |
3.942 |
| Low |
3.881 |
3.892 |
0.011 |
0.3% |
3.780 |
| Close |
3.912 |
3.934 |
0.022 |
0.6% |
3.869 |
| Range |
0.091 |
0.144 |
0.053 |
58.2% |
0.162 |
| ATR |
0.097 |
0.100 |
0.003 |
3.5% |
0.000 |
| Volume |
9,450 |
10,041 |
591 |
6.3% |
50,726 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.386 |
4.304 |
4.013 |
|
| R3 |
4.242 |
4.160 |
3.974 |
|
| R2 |
4.098 |
4.098 |
3.960 |
|
| R1 |
4.016 |
4.016 |
3.947 |
4.057 |
| PP |
3.954 |
3.954 |
3.954 |
3.975 |
| S1 |
3.872 |
3.872 |
3.921 |
3.913 |
| S2 |
3.810 |
3.810 |
3.908 |
|
| S3 |
3.666 |
3.728 |
3.894 |
|
| S4 |
3.522 |
3.584 |
3.855 |
|
|
| 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 |
4.036 |
3.825 |
0.211 |
5.4% |
0.115 |
2.9% |
52% |
True |
False |
10,683 |
| 10 |
4.036 |
3.780 |
0.256 |
6.5% |
0.104 |
2.6% |
60% |
True |
False |
10,718 |
| 20 |
4.215 |
3.780 |
0.435 |
11.1% |
0.096 |
2.4% |
35% |
False |
False |
8,850 |
| 40 |
4.583 |
3.780 |
0.803 |
20.4% |
0.093 |
2.4% |
19% |
False |
False |
7,400 |
| 60 |
4.744 |
3.780 |
0.964 |
24.5% |
0.097 |
2.5% |
16% |
False |
False |
7,367 |
| 80 |
4.744 |
3.780 |
0.964 |
24.5% |
0.097 |
2.5% |
16% |
False |
False |
7,739 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.648 |
|
2.618 |
4.413 |
|
1.618 |
4.269 |
|
1.000 |
4.180 |
|
0.618 |
4.125 |
|
HIGH |
4.036 |
|
0.618 |
3.981 |
|
0.500 |
3.964 |
|
0.382 |
3.947 |
|
LOW |
3.892 |
|
0.618 |
3.803 |
|
1.000 |
3.748 |
|
1.618 |
3.659 |
|
2.618 |
3.515 |
|
4.250 |
3.280 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.964 |
3.955 |
| PP |
3.954 |
3.948 |
| S1 |
3.944 |
3.941 |
|