NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.710 |
3.807 |
0.097 |
2.6% |
3.635 |
| High |
3.842 |
3.809 |
-0.033 |
-0.9% |
3.778 |
| Low |
3.707 |
3.718 |
0.011 |
0.3% |
3.612 |
| Close |
3.822 |
3.748 |
-0.074 |
-1.9% |
3.706 |
| Range |
0.135 |
0.091 |
-0.044 |
-32.6% |
0.166 |
| ATR |
0.100 |
0.100 |
0.000 |
0.3% |
0.000 |
| Volume |
10,110 |
14,762 |
4,652 |
46.0% |
72,229 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.031 |
3.981 |
3.798 |
|
| R3 |
3.940 |
3.890 |
3.773 |
|
| R2 |
3.849 |
3.849 |
3.765 |
|
| R1 |
3.799 |
3.799 |
3.756 |
3.779 |
| PP |
3.758 |
3.758 |
3.758 |
3.748 |
| S1 |
3.708 |
3.708 |
3.740 |
3.688 |
| S2 |
3.667 |
3.667 |
3.731 |
|
| S3 |
3.576 |
3.617 |
3.723 |
|
| S4 |
3.485 |
3.526 |
3.698 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.197 |
4.117 |
3.797 |
|
| R3 |
4.031 |
3.951 |
3.752 |
|
| R2 |
3.865 |
3.865 |
3.736 |
|
| R1 |
3.785 |
3.785 |
3.721 |
3.825 |
| PP |
3.699 |
3.699 |
3.699 |
3.719 |
| S1 |
3.619 |
3.619 |
3.691 |
3.659 |
| S2 |
3.533 |
3.533 |
3.676 |
|
| S3 |
3.367 |
3.453 |
3.660 |
|
| S4 |
3.201 |
3.287 |
3.615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.842 |
3.659 |
0.183 |
4.9% |
0.102 |
2.7% |
49% |
False |
False |
15,501 |
| 10 |
3.859 |
3.612 |
0.247 |
6.6% |
0.100 |
2.7% |
55% |
False |
False |
14,960 |
| 20 |
4.070 |
3.612 |
0.458 |
12.2% |
0.093 |
2.5% |
30% |
False |
False |
13,408 |
| 40 |
4.442 |
3.612 |
0.830 |
22.1% |
0.092 |
2.4% |
16% |
False |
False |
11,368 |
| 60 |
4.594 |
3.612 |
0.982 |
26.2% |
0.099 |
2.7% |
14% |
False |
False |
10,754 |
| 80 |
4.594 |
3.612 |
0.982 |
26.2% |
0.098 |
2.6% |
14% |
False |
False |
10,479 |
| 100 |
4.594 |
3.562 |
1.032 |
27.5% |
0.093 |
2.5% |
18% |
False |
False |
9,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.196 |
|
2.618 |
4.047 |
|
1.618 |
3.956 |
|
1.000 |
3.900 |
|
0.618 |
3.865 |
|
HIGH |
3.809 |
|
0.618 |
3.774 |
|
0.500 |
3.764 |
|
0.382 |
3.753 |
|
LOW |
3.718 |
|
0.618 |
3.662 |
|
1.000 |
3.627 |
|
1.618 |
3.571 |
|
2.618 |
3.480 |
|
4.250 |
3.331 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.764 |
3.757 |
| PP |
3.758 |
3.754 |
| S1 |
3.753 |
3.751 |
|