NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.596 |
3.559 |
-0.037 |
-1.0% |
3.799 |
| High |
3.625 |
3.613 |
-0.012 |
-0.3% |
3.849 |
| Low |
3.542 |
3.538 |
-0.004 |
-0.1% |
3.542 |
| Close |
3.572 |
3.587 |
0.015 |
0.4% |
3.572 |
| Range |
0.083 |
0.075 |
-0.008 |
-9.6% |
0.307 |
| ATR |
0.107 |
0.105 |
-0.002 |
-2.1% |
0.000 |
| Volume |
45,009 |
34,172 |
-10,837 |
-24.1% |
140,690 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.804 |
3.771 |
3.628 |
|
| R3 |
3.729 |
3.696 |
3.608 |
|
| R2 |
3.654 |
3.654 |
3.601 |
|
| R1 |
3.621 |
3.621 |
3.594 |
3.638 |
| PP |
3.579 |
3.579 |
3.579 |
3.588 |
| S1 |
3.546 |
3.546 |
3.580 |
3.563 |
| S2 |
3.504 |
3.504 |
3.573 |
|
| S3 |
3.429 |
3.471 |
3.566 |
|
| S4 |
3.354 |
3.396 |
3.546 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.575 |
4.381 |
3.741 |
|
| R3 |
4.268 |
4.074 |
3.656 |
|
| R2 |
3.961 |
3.961 |
3.628 |
|
| R1 |
3.767 |
3.767 |
3.600 |
3.711 |
| PP |
3.654 |
3.654 |
3.654 |
3.626 |
| S1 |
3.460 |
3.460 |
3.544 |
3.404 |
| S2 |
3.347 |
3.347 |
3.516 |
|
| S3 |
3.040 |
3.153 |
3.488 |
|
| S4 |
2.733 |
2.846 |
3.403 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.787 |
3.538 |
0.249 |
6.9% |
0.106 |
2.9% |
20% |
False |
True |
30,680 |
| 10 |
4.004 |
3.538 |
0.466 |
13.0% |
0.099 |
2.8% |
11% |
False |
True |
26,850 |
| 20 |
4.049 |
3.538 |
0.511 |
14.2% |
0.097 |
2.7% |
10% |
False |
True |
26,155 |
| 40 |
4.373 |
3.538 |
0.835 |
23.3% |
0.100 |
2.8% |
6% |
False |
True |
25,099 |
| 60 |
4.525 |
3.538 |
0.987 |
27.5% |
0.109 |
3.0% |
5% |
False |
True |
27,062 |
| 80 |
4.525 |
3.538 |
0.987 |
27.5% |
0.105 |
2.9% |
5% |
False |
True |
29,646 |
| 100 |
4.525 |
3.440 |
1.085 |
30.2% |
0.101 |
2.8% |
14% |
False |
False |
28,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.932 |
|
2.618 |
3.809 |
|
1.618 |
3.734 |
|
1.000 |
3.688 |
|
0.618 |
3.659 |
|
HIGH |
3.613 |
|
0.618 |
3.584 |
|
0.500 |
3.576 |
|
0.382 |
3.567 |
|
LOW |
3.538 |
|
0.618 |
3.492 |
|
1.000 |
3.463 |
|
1.618 |
3.417 |
|
2.618 |
3.342 |
|
4.250 |
3.219 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.583 |
3.651 |
| PP |
3.579 |
3.630 |
| S1 |
3.576 |
3.608 |
|