NYMEX Natural Gas Future November 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 |
3.678 |
3.635 |
-0.043 |
-1.2% |
3.881 |
| High |
3.697 |
3.683 |
-0.014 |
-0.4% |
3.923 |
| Low |
3.620 |
3.612 |
-0.008 |
-0.2% |
3.620 |
| Close |
3.646 |
3.661 |
0.015 |
0.4% |
3.646 |
| Range |
0.077 |
0.071 |
-0.006 |
-7.8% |
0.303 |
| ATR |
0.097 |
0.095 |
-0.002 |
-1.9% |
0.000 |
| Volume |
22,124 |
19,592 |
-2,532 |
-11.4% |
60,667 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.865 |
3.834 |
3.700 |
|
| R3 |
3.794 |
3.763 |
3.681 |
|
| R2 |
3.723 |
3.723 |
3.674 |
|
| R1 |
3.692 |
3.692 |
3.668 |
3.708 |
| PP |
3.652 |
3.652 |
3.652 |
3.660 |
| S1 |
3.621 |
3.621 |
3.654 |
3.637 |
| S2 |
3.581 |
3.581 |
3.648 |
|
| S3 |
3.510 |
3.550 |
3.641 |
|
| S4 |
3.439 |
3.479 |
3.622 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.639 |
4.445 |
3.813 |
|
| R3 |
4.336 |
4.142 |
3.729 |
|
| R2 |
4.033 |
4.033 |
3.702 |
|
| R1 |
3.839 |
3.839 |
3.674 |
3.785 |
| PP |
3.730 |
3.730 |
3.730 |
3.702 |
| S1 |
3.536 |
3.536 |
3.618 |
3.482 |
| S2 |
3.427 |
3.427 |
3.590 |
|
| S3 |
3.124 |
3.233 |
3.563 |
|
| S4 |
2.821 |
2.930 |
3.479 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.859 |
3.612 |
0.247 |
6.7% |
0.097 |
2.7% |
20% |
False |
True |
14,420 |
| 10 |
4.070 |
3.612 |
0.458 |
12.5% |
0.087 |
2.4% |
11% |
False |
True |
11,821 |
| 20 |
4.115 |
3.612 |
0.503 |
13.7% |
0.086 |
2.3% |
10% |
False |
True |
12,403 |
| 40 |
4.442 |
3.612 |
0.830 |
22.7% |
0.091 |
2.5% |
6% |
False |
True |
10,499 |
| 60 |
4.594 |
3.612 |
0.982 |
26.8% |
0.099 |
2.7% |
5% |
False |
True |
10,352 |
| 80 |
4.594 |
3.612 |
0.982 |
26.8% |
0.095 |
2.6% |
5% |
False |
True |
9,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.985 |
|
2.618 |
3.869 |
|
1.618 |
3.798 |
|
1.000 |
3.754 |
|
0.618 |
3.727 |
|
HIGH |
3.683 |
|
0.618 |
3.656 |
|
0.500 |
3.648 |
|
0.382 |
3.639 |
|
LOW |
3.612 |
|
0.618 |
3.568 |
|
1.000 |
3.541 |
|
1.618 |
3.497 |
|
2.618 |
3.426 |
|
4.250 |
3.310 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.657 |
3.717 |
| PP |
3.652 |
3.698 |
| S1 |
3.648 |
3.680 |
|