NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.598 |
3.669 |
0.071 |
2.0% |
3.799 |
| High |
3.678 |
3.709 |
0.031 |
0.8% |
3.849 |
| Low |
3.584 |
3.589 |
0.005 |
0.1% |
3.542 |
| Close |
3.666 |
3.703 |
0.037 |
1.0% |
3.572 |
| Range |
0.094 |
0.120 |
0.026 |
27.7% |
0.307 |
| ATR |
0.104 |
0.105 |
0.001 |
1.1% |
0.000 |
| Volume |
25,986 |
33,949 |
7,963 |
30.6% |
140,690 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.985 |
3.769 |
|
| R3 |
3.907 |
3.865 |
3.736 |
|
| R2 |
3.787 |
3.787 |
3.725 |
|
| R1 |
3.745 |
3.745 |
3.714 |
3.766 |
| PP |
3.667 |
3.667 |
3.667 |
3.678 |
| S1 |
3.625 |
3.625 |
3.692 |
3.646 |
| S2 |
3.547 |
3.547 |
3.681 |
|
| S3 |
3.427 |
3.505 |
3.670 |
|
| S4 |
3.307 |
3.385 |
3.637 |
|
|
| 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 |
3.764 |
3.538 |
0.226 |
6.1% |
0.113 |
3.1% |
73% |
False |
False |
32,028 |
| 10 |
3.986 |
3.538 |
0.448 |
12.1% |
0.108 |
2.9% |
37% |
False |
False |
27,052 |
| 20 |
4.012 |
3.538 |
0.474 |
12.8% |
0.103 |
2.8% |
35% |
False |
False |
27,278 |
| 40 |
4.373 |
3.538 |
0.835 |
22.5% |
0.101 |
2.7% |
20% |
False |
False |
25,819 |
| 60 |
4.525 |
3.538 |
0.987 |
26.7% |
0.110 |
3.0% |
17% |
False |
False |
26,357 |
| 80 |
4.525 |
3.538 |
0.987 |
26.7% |
0.107 |
2.9% |
17% |
False |
False |
29,347 |
| 100 |
4.525 |
3.440 |
1.085 |
29.3% |
0.102 |
2.7% |
24% |
False |
False |
28,432 |
| 120 |
4.525 |
3.440 |
1.085 |
29.3% |
0.099 |
2.7% |
24% |
False |
False |
27,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.219 |
|
2.618 |
4.023 |
|
1.618 |
3.903 |
|
1.000 |
3.829 |
|
0.618 |
3.783 |
|
HIGH |
3.709 |
|
0.618 |
3.663 |
|
0.500 |
3.649 |
|
0.382 |
3.635 |
|
LOW |
3.589 |
|
0.618 |
3.515 |
|
1.000 |
3.469 |
|
1.618 |
3.395 |
|
2.618 |
3.275 |
|
4.250 |
3.079 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.685 |
3.677 |
| PP |
3.667 |
3.650 |
| S1 |
3.649 |
3.624 |
|