NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.660 |
3.696 |
0.036 |
1.0% |
3.547 |
| High |
3.698 |
3.696 |
-0.002 |
-0.1% |
3.698 |
| Low |
3.572 |
3.579 |
0.007 |
0.2% |
3.526 |
| Close |
3.689 |
3.618 |
-0.071 |
-1.9% |
3.618 |
| Range |
0.126 |
0.117 |
-0.009 |
-7.1% |
0.172 |
| ATR |
0.109 |
0.109 |
0.001 |
0.6% |
0.000 |
| Volume |
31,956 |
29,231 |
-2,725 |
-8.5% |
128,847 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.982 |
3.917 |
3.682 |
|
| R3 |
3.865 |
3.800 |
3.650 |
|
| R2 |
3.748 |
3.748 |
3.639 |
|
| R1 |
3.683 |
3.683 |
3.629 |
3.657 |
| PP |
3.631 |
3.631 |
3.631 |
3.618 |
| S1 |
3.566 |
3.566 |
3.607 |
3.540 |
| S2 |
3.514 |
3.514 |
3.597 |
|
| S3 |
3.397 |
3.449 |
3.586 |
|
| S4 |
3.280 |
3.332 |
3.554 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.130 |
4.046 |
3.713 |
|
| R3 |
3.958 |
3.874 |
3.665 |
|
| R2 |
3.786 |
3.786 |
3.650 |
|
| R1 |
3.702 |
3.702 |
3.634 |
3.744 |
| PP |
3.614 |
3.614 |
3.614 |
3.635 |
| S1 |
3.530 |
3.530 |
3.602 |
3.572 |
| S2 |
3.442 |
3.442 |
3.586 |
|
| S3 |
3.270 |
3.358 |
3.571 |
|
| S4 |
3.098 |
3.186 |
3.523 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.698 |
3.522 |
0.176 |
4.9% |
0.101 |
2.8% |
55% |
False |
False |
36,029 |
| 10 |
3.921 |
3.522 |
0.399 |
11.0% |
0.112 |
3.1% |
24% |
False |
False |
34,585 |
| 20 |
3.996 |
3.522 |
0.474 |
13.1% |
0.105 |
2.9% |
20% |
False |
False |
41,837 |
| 40 |
4.366 |
3.522 |
0.844 |
23.3% |
0.107 |
2.9% |
11% |
False |
False |
30,263 |
| 60 |
4.517 |
3.522 |
0.995 |
27.5% |
0.111 |
3.1% |
10% |
False |
False |
25,210 |
| 80 |
4.517 |
3.522 |
0.995 |
27.5% |
0.109 |
3.0% |
10% |
False |
False |
22,174 |
| 100 |
4.517 |
3.420 |
1.097 |
30.3% |
0.102 |
2.8% |
18% |
False |
False |
19,109 |
| 120 |
4.517 |
3.420 |
1.097 |
30.3% |
0.099 |
2.7% |
18% |
False |
False |
16,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.193 |
|
2.618 |
4.002 |
|
1.618 |
3.885 |
|
1.000 |
3.813 |
|
0.618 |
3.768 |
|
HIGH |
3.696 |
|
0.618 |
3.651 |
|
0.500 |
3.638 |
|
0.382 |
3.624 |
|
LOW |
3.579 |
|
0.618 |
3.507 |
|
1.000 |
3.462 |
|
1.618 |
3.390 |
|
2.618 |
3.273 |
|
4.250 |
3.082 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.638 |
3.632 |
| PP |
3.631 |
3.627 |
| S1 |
3.625 |
3.623 |
|