NYMEX Natural Gas Future October 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 |
3.681 |
3.680 |
-0.001 |
0.0% |
3.559 |
| High |
3.795 |
3.716 |
-0.079 |
-2.1% |
3.709 |
| Low |
3.650 |
3.592 |
-0.058 |
-1.6% |
3.538 |
| Close |
3.697 |
3.629 |
-0.068 |
-1.8% |
3.634 |
| Range |
0.145 |
0.124 |
-0.021 |
-14.5% |
0.171 |
| ATR |
0.111 |
0.112 |
0.001 |
0.8% |
0.000 |
| Volume |
27,573 |
26,286 |
-1,287 |
-4.7% |
117,351 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.018 |
3.947 |
3.697 |
|
| R3 |
3.894 |
3.823 |
3.663 |
|
| R2 |
3.770 |
3.770 |
3.652 |
|
| R1 |
3.699 |
3.699 |
3.640 |
3.673 |
| PP |
3.646 |
3.646 |
3.646 |
3.632 |
| S1 |
3.575 |
3.575 |
3.618 |
3.549 |
| S2 |
3.522 |
3.522 |
3.606 |
|
| S3 |
3.398 |
3.451 |
3.595 |
|
| S4 |
3.274 |
3.327 |
3.561 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.140 |
4.058 |
3.728 |
|
| R3 |
3.969 |
3.887 |
3.681 |
|
| R2 |
3.798 |
3.798 |
3.665 |
|
| R1 |
3.716 |
3.716 |
3.650 |
3.757 |
| PP |
3.627 |
3.627 |
3.627 |
3.648 |
| S1 |
3.545 |
3.545 |
3.618 |
3.586 |
| S2 |
3.456 |
3.456 |
3.603 |
|
| S3 |
3.285 |
3.374 |
3.587 |
|
| S4 |
3.114 |
3.203 |
3.540 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.795 |
3.592 |
0.203 |
5.6% |
0.127 |
3.5% |
18% |
False |
True |
24,505 |
| 10 |
3.795 |
3.538 |
0.257 |
7.1% |
0.120 |
3.3% |
35% |
False |
False |
28,267 |
| 20 |
4.004 |
3.538 |
0.466 |
12.8% |
0.112 |
3.1% |
20% |
False |
False |
26,403 |
| 40 |
4.373 |
3.538 |
0.835 |
23.0% |
0.105 |
2.9% |
11% |
False |
False |
25,347 |
| 60 |
4.525 |
3.538 |
0.987 |
27.2% |
0.109 |
3.0% |
9% |
False |
False |
25,734 |
| 80 |
4.525 |
3.538 |
0.987 |
27.2% |
0.110 |
3.0% |
9% |
False |
False |
27,901 |
| 100 |
4.525 |
3.440 |
1.085 |
29.9% |
0.104 |
2.9% |
17% |
False |
False |
28,519 |
| 120 |
4.525 |
3.440 |
1.085 |
29.9% |
0.101 |
2.8% |
17% |
False |
False |
27,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.243 |
|
2.618 |
4.041 |
|
1.618 |
3.917 |
|
1.000 |
3.840 |
|
0.618 |
3.793 |
|
HIGH |
3.716 |
|
0.618 |
3.669 |
|
0.500 |
3.654 |
|
0.382 |
3.639 |
|
LOW |
3.592 |
|
0.618 |
3.515 |
|
1.000 |
3.468 |
|
1.618 |
3.391 |
|
2.618 |
3.267 |
|
4.250 |
3.065 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.654 |
3.694 |
| PP |
3.646 |
3.672 |
| S1 |
3.637 |
3.651 |
|