NYMEX Natural Gas Future September 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 |
3.664 |
3.666 |
0.002 |
0.1% |
3.547 |
| High |
3.788 |
3.702 |
-0.086 |
-2.3% |
3.698 |
| Low |
3.632 |
3.575 |
-0.057 |
-1.6% |
3.526 |
| Close |
3.682 |
3.614 |
-0.068 |
-1.8% |
3.618 |
| Range |
0.156 |
0.127 |
-0.029 |
-18.6% |
0.172 |
| ATR |
0.116 |
0.116 |
0.001 |
0.7% |
0.000 |
| Volume |
37,787 |
51,032 |
13,245 |
35.1% |
128,847 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.011 |
3.940 |
3.684 |
|
| R3 |
3.884 |
3.813 |
3.649 |
|
| R2 |
3.757 |
3.757 |
3.637 |
|
| R1 |
3.686 |
3.686 |
3.626 |
3.658 |
| PP |
3.630 |
3.630 |
3.630 |
3.617 |
| S1 |
3.559 |
3.559 |
3.602 |
3.531 |
| S2 |
3.503 |
3.503 |
3.591 |
|
| S3 |
3.376 |
3.432 |
3.579 |
|
| S4 |
3.249 |
3.305 |
3.544 |
|
|
| 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 |
3.575 |
0.213 |
5.9% |
0.133 |
3.7% |
18% |
False |
True |
37,643 |
| 10 |
3.788 |
3.522 |
0.266 |
7.4% |
0.126 |
3.5% |
35% |
False |
False |
37,839 |
| 20 |
3.996 |
3.522 |
0.474 |
13.1% |
0.118 |
3.3% |
19% |
False |
False |
37,757 |
| 40 |
4.366 |
3.522 |
0.844 |
23.4% |
0.110 |
3.0% |
11% |
False |
False |
32,409 |
| 60 |
4.517 |
3.522 |
0.995 |
27.5% |
0.113 |
3.1% |
9% |
False |
False |
26,831 |
| 80 |
4.517 |
3.522 |
0.995 |
27.5% |
0.111 |
3.1% |
9% |
False |
False |
23,414 |
| 100 |
4.517 |
3.420 |
1.097 |
30.4% |
0.105 |
2.9% |
18% |
False |
False |
20,442 |
| 120 |
4.517 |
3.420 |
1.097 |
30.4% |
0.101 |
2.8% |
18% |
False |
False |
17,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.242 |
|
2.618 |
4.034 |
|
1.618 |
3.907 |
|
1.000 |
3.829 |
|
0.618 |
3.780 |
|
HIGH |
3.702 |
|
0.618 |
3.653 |
|
0.500 |
3.639 |
|
0.382 |
3.624 |
|
LOW |
3.575 |
|
0.618 |
3.497 |
|
1.000 |
3.448 |
|
1.618 |
3.370 |
|
2.618 |
3.243 |
|
4.250 |
3.035 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.639 |
3.682 |
| PP |
3.630 |
3.659 |
| S1 |
3.622 |
3.637 |
|