NYMEX Natural Gas Future September 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 |
3.732 |
3.664 |
-0.068 |
-1.8% |
3.547 |
| High |
3.745 |
3.788 |
0.043 |
1.1% |
3.698 |
| Low |
3.627 |
3.632 |
0.005 |
0.1% |
3.526 |
| Close |
3.658 |
3.682 |
0.024 |
0.7% |
3.618 |
| Range |
0.118 |
0.156 |
0.038 |
32.2% |
0.172 |
| ATR |
0.112 |
0.116 |
0.003 |
2.8% |
0.000 |
| Volume |
38,938 |
37,787 |
-1,151 |
-3.0% |
128,847 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.169 |
4.081 |
3.768 |
|
| R3 |
4.013 |
3.925 |
3.725 |
|
| R2 |
3.857 |
3.857 |
3.711 |
|
| R1 |
3.769 |
3.769 |
3.696 |
3.813 |
| PP |
3.701 |
3.701 |
3.701 |
3.723 |
| S1 |
3.613 |
3.613 |
3.668 |
3.657 |
| S2 |
3.545 |
3.545 |
3.653 |
|
| S3 |
3.389 |
3.457 |
3.639 |
|
| S4 |
3.233 |
3.301 |
3.596 |
|
|
| 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 |
3.788 |
3.572 |
0.216 |
5.9% |
0.133 |
3.6% |
51% |
True |
False |
33,828 |
| 10 |
3.788 |
3.522 |
0.266 |
7.2% |
0.121 |
3.3% |
60% |
True |
False |
36,575 |
| 20 |
3.996 |
3.522 |
0.474 |
12.9% |
0.115 |
3.1% |
34% |
False |
False |
38,811 |
| 40 |
4.366 |
3.522 |
0.844 |
22.9% |
0.109 |
3.0% |
19% |
False |
False |
31,518 |
| 60 |
4.517 |
3.522 |
0.995 |
27.0% |
0.112 |
3.0% |
16% |
False |
False |
26,195 |
| 80 |
4.517 |
3.522 |
0.995 |
27.0% |
0.111 |
3.0% |
16% |
False |
False |
23,016 |
| 100 |
4.517 |
3.420 |
1.097 |
29.8% |
0.104 |
2.8% |
24% |
False |
False |
20,019 |
| 120 |
4.517 |
3.420 |
1.097 |
29.8% |
0.101 |
2.7% |
24% |
False |
False |
17,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.451 |
|
2.618 |
4.196 |
|
1.618 |
4.040 |
|
1.000 |
3.944 |
|
0.618 |
3.884 |
|
HIGH |
3.788 |
|
0.618 |
3.728 |
|
0.500 |
3.710 |
|
0.382 |
3.692 |
|
LOW |
3.632 |
|
0.618 |
3.536 |
|
1.000 |
3.476 |
|
1.618 |
3.380 |
|
2.618 |
3.224 |
|
4.250 |
2.969 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.710 |
3.702 |
| PP |
3.701 |
3.695 |
| S1 |
3.691 |
3.689 |
|