NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.585 |
3.660 |
0.075 |
2.1% |
3.801 |
| High |
3.662 |
3.698 |
0.036 |
1.0% |
3.838 |
| Low |
3.565 |
3.572 |
0.007 |
0.2% |
3.522 |
| Close |
3.651 |
3.689 |
0.038 |
1.0% |
3.559 |
| Range |
0.097 |
0.126 |
0.029 |
29.9% |
0.316 |
| ATR |
0.107 |
0.109 |
0.001 |
1.2% |
0.000 |
| Volume |
26,551 |
31,956 |
5,405 |
20.4% |
185,559 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.031 |
3.986 |
3.758 |
|
| R3 |
3.905 |
3.860 |
3.724 |
|
| R2 |
3.779 |
3.779 |
3.712 |
|
| R1 |
3.734 |
3.734 |
3.701 |
3.757 |
| PP |
3.653 |
3.653 |
3.653 |
3.664 |
| S1 |
3.608 |
3.608 |
3.677 |
3.631 |
| S2 |
3.527 |
3.527 |
3.666 |
|
| S3 |
3.401 |
3.482 |
3.654 |
|
| S4 |
3.275 |
3.356 |
3.620 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.588 |
4.389 |
3.733 |
|
| R3 |
4.272 |
4.073 |
3.646 |
|
| R2 |
3.956 |
3.956 |
3.617 |
|
| R1 |
3.757 |
3.757 |
3.588 |
3.699 |
| PP |
3.640 |
3.640 |
3.640 |
3.610 |
| S1 |
3.441 |
3.441 |
3.530 |
3.383 |
| S2 |
3.324 |
3.324 |
3.501 |
|
| S3 |
3.008 |
3.125 |
3.472 |
|
| S4 |
2.692 |
2.809 |
3.385 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.753 |
3.522 |
0.231 |
6.3% |
0.118 |
3.2% |
72% |
False |
False |
38,035 |
| 10 |
3.975 |
3.522 |
0.453 |
12.3% |
0.113 |
3.1% |
37% |
False |
False |
33,903 |
| 20 |
4.008 |
3.522 |
0.486 |
13.2% |
0.108 |
2.9% |
34% |
False |
False |
41,372 |
| 40 |
4.366 |
3.522 |
0.844 |
22.9% |
0.106 |
2.9% |
20% |
False |
False |
30,021 |
| 60 |
4.517 |
3.522 |
0.995 |
27.0% |
0.111 |
3.0% |
17% |
False |
False |
24,908 |
| 80 |
4.517 |
3.522 |
0.995 |
27.0% |
0.108 |
2.9% |
17% |
False |
False |
21,908 |
| 100 |
4.517 |
3.420 |
1.097 |
29.7% |
0.102 |
2.8% |
25% |
False |
False |
18,877 |
| 120 |
4.517 |
3.420 |
1.097 |
29.7% |
0.099 |
2.7% |
25% |
False |
False |
16,547 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.234 |
|
2.618 |
4.028 |
|
1.618 |
3.902 |
|
1.000 |
3.824 |
|
0.618 |
3.776 |
|
HIGH |
3.698 |
|
0.618 |
3.650 |
|
0.500 |
3.635 |
|
0.382 |
3.620 |
|
LOW |
3.572 |
|
0.618 |
3.494 |
|
1.000 |
3.446 |
|
1.618 |
3.368 |
|
2.618 |
3.242 |
|
4.250 |
3.037 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.671 |
3.663 |
| PP |
3.653 |
3.638 |
| S1 |
3.635 |
3.612 |
|