NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.892 |
3.895 |
0.003 |
0.1% |
3.805 |
| High |
4.036 |
3.949 |
-0.087 |
-2.2% |
3.942 |
| Low |
3.892 |
3.833 |
-0.059 |
-1.5% |
3.780 |
| Close |
3.934 |
3.872 |
-0.062 |
-1.6% |
3.869 |
| Range |
0.144 |
0.116 |
-0.028 |
-19.4% |
0.162 |
| ATR |
0.100 |
0.101 |
0.001 |
1.1% |
0.000 |
| Volume |
10,041 |
8,767 |
-1,274 |
-12.7% |
50,726 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.233 |
4.168 |
3.936 |
|
| R3 |
4.117 |
4.052 |
3.904 |
|
| R2 |
4.001 |
4.001 |
3.893 |
|
| R1 |
3.936 |
3.936 |
3.883 |
3.911 |
| PP |
3.885 |
3.885 |
3.885 |
3.872 |
| S1 |
3.820 |
3.820 |
3.861 |
3.795 |
| S2 |
3.769 |
3.769 |
3.851 |
|
| S3 |
3.653 |
3.704 |
3.840 |
|
| S4 |
3.537 |
3.588 |
3.808 |
|
|
| 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 |
3.833 |
0.203 |
5.2% |
0.115 |
3.0% |
19% |
False |
True |
8,452 |
| 10 |
4.036 |
3.780 |
0.256 |
6.6% |
0.109 |
2.8% |
36% |
False |
False |
10,754 |
| 20 |
4.215 |
3.780 |
0.435 |
11.2% |
0.098 |
2.5% |
21% |
False |
False |
8,807 |
| 40 |
4.583 |
3.780 |
0.803 |
20.7% |
0.094 |
2.4% |
11% |
False |
False |
7,432 |
| 60 |
4.744 |
3.780 |
0.964 |
24.9% |
0.098 |
2.5% |
10% |
False |
False |
7,352 |
| 80 |
4.744 |
3.780 |
0.964 |
24.9% |
0.097 |
2.5% |
10% |
False |
False |
7,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.442 |
|
2.618 |
4.253 |
|
1.618 |
4.137 |
|
1.000 |
4.065 |
|
0.618 |
4.021 |
|
HIGH |
3.949 |
|
0.618 |
3.905 |
|
0.500 |
3.891 |
|
0.382 |
3.877 |
|
LOW |
3.833 |
|
0.618 |
3.761 |
|
1.000 |
3.717 |
|
1.618 |
3.645 |
|
2.618 |
3.529 |
|
4.250 |
3.340 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.891 |
3.935 |
| PP |
3.885 |
3.914 |
| S1 |
3.878 |
3.893 |
|