NYMEX Natural Gas Future September 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 |
3.631 |
3.732 |
0.101 |
2.8% |
3.547 |
| High |
3.764 |
3.745 |
-0.019 |
-0.5% |
3.698 |
| Low |
3.615 |
3.627 |
0.012 |
0.3% |
3.526 |
| Close |
3.740 |
3.658 |
-0.082 |
-2.2% |
3.618 |
| Range |
0.149 |
0.118 |
-0.031 |
-20.8% |
0.172 |
| ATR |
0.112 |
0.112 |
0.000 |
0.4% |
0.000 |
| Volume |
31,231 |
38,938 |
7,707 |
24.7% |
128,847 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.031 |
3.962 |
3.723 |
|
| R3 |
3.913 |
3.844 |
3.690 |
|
| R2 |
3.795 |
3.795 |
3.680 |
|
| R1 |
3.726 |
3.726 |
3.669 |
3.702 |
| PP |
3.677 |
3.677 |
3.677 |
3.664 |
| S1 |
3.608 |
3.608 |
3.647 |
3.584 |
| S2 |
3.559 |
3.559 |
3.636 |
|
| S3 |
3.441 |
3.490 |
3.626 |
|
| S4 |
3.323 |
3.372 |
3.593 |
|
|
| 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 |
3.764 |
3.565 |
0.199 |
5.4% |
0.121 |
3.3% |
47% |
False |
False |
31,581 |
| 10 |
3.773 |
3.522 |
0.251 |
6.9% |
0.116 |
3.2% |
54% |
False |
False |
35,418 |
| 20 |
3.996 |
3.522 |
0.474 |
13.0% |
0.112 |
3.1% |
29% |
False |
False |
40,170 |
| 40 |
4.366 |
3.522 |
0.844 |
23.1% |
0.107 |
2.9% |
16% |
False |
False |
31,012 |
| 60 |
4.517 |
3.522 |
0.995 |
27.2% |
0.112 |
3.1% |
14% |
False |
False |
25,807 |
| 80 |
4.517 |
3.522 |
0.995 |
27.2% |
0.110 |
3.0% |
14% |
False |
False |
22,764 |
| 100 |
4.517 |
3.420 |
1.097 |
30.0% |
0.104 |
2.8% |
22% |
False |
False |
19,699 |
| 120 |
4.517 |
3.420 |
1.097 |
30.0% |
0.100 |
2.7% |
22% |
False |
False |
17,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.247 |
|
2.618 |
4.054 |
|
1.618 |
3.936 |
|
1.000 |
3.863 |
|
0.618 |
3.818 |
|
HIGH |
3.745 |
|
0.618 |
3.700 |
|
0.500 |
3.686 |
|
0.382 |
3.672 |
|
LOW |
3.627 |
|
0.618 |
3.554 |
|
1.000 |
3.509 |
|
1.618 |
3.436 |
|
2.618 |
3.318 |
|
4.250 |
3.126 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.686 |
3.672 |
| PP |
3.677 |
3.667 |
| S1 |
3.667 |
3.663 |
|