NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.895 |
3.870 |
-0.025 |
-0.6% |
3.880 |
| High |
3.949 |
3.941 |
-0.008 |
-0.2% |
4.036 |
| Low |
3.833 |
3.870 |
0.037 |
1.0% |
3.833 |
| Close |
3.872 |
3.905 |
0.033 |
0.9% |
3.905 |
| Range |
0.116 |
0.071 |
-0.045 |
-38.8% |
0.203 |
| ATR |
0.101 |
0.099 |
-0.002 |
-2.1% |
0.000 |
| Volume |
8,767 |
7,520 |
-1,247 |
-14.2% |
41,883 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.118 |
4.083 |
3.944 |
|
| R3 |
4.047 |
4.012 |
3.925 |
|
| R2 |
3.976 |
3.976 |
3.918 |
|
| R1 |
3.941 |
3.941 |
3.912 |
3.959 |
| PP |
3.905 |
3.905 |
3.905 |
3.914 |
| S1 |
3.870 |
3.870 |
3.898 |
3.888 |
| S2 |
3.834 |
3.834 |
3.892 |
|
| S3 |
3.763 |
3.799 |
3.885 |
|
| S4 |
3.692 |
3.728 |
3.866 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.534 |
4.422 |
4.017 |
|
| R3 |
4.331 |
4.219 |
3.961 |
|
| R2 |
4.128 |
4.128 |
3.942 |
|
| R1 |
4.016 |
4.016 |
3.924 |
4.072 |
| PP |
3.925 |
3.925 |
3.925 |
3.953 |
| S1 |
3.813 |
3.813 |
3.886 |
3.869 |
| S2 |
3.722 |
3.722 |
3.868 |
|
| S3 |
3.519 |
3.610 |
3.849 |
|
| S4 |
3.316 |
3.407 |
3.793 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.036 |
3.833 |
0.203 |
5.2% |
0.109 |
2.8% |
35% |
False |
False |
8,376 |
| 10 |
4.036 |
3.780 |
0.256 |
6.6% |
0.099 |
2.5% |
49% |
False |
False |
10,917 |
| 20 |
4.215 |
3.780 |
0.435 |
11.1% |
0.096 |
2.5% |
29% |
False |
False |
8,725 |
| 40 |
4.583 |
3.780 |
0.803 |
20.6% |
0.094 |
2.4% |
16% |
False |
False |
7,458 |
| 60 |
4.744 |
3.780 |
0.964 |
24.7% |
0.097 |
2.5% |
13% |
False |
False |
7,370 |
| 80 |
4.744 |
3.780 |
0.964 |
24.7% |
0.098 |
2.5% |
13% |
False |
False |
7,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.243 |
|
2.618 |
4.127 |
|
1.618 |
4.056 |
|
1.000 |
4.012 |
|
0.618 |
3.985 |
|
HIGH |
3.941 |
|
0.618 |
3.914 |
|
0.500 |
3.906 |
|
0.382 |
3.897 |
|
LOW |
3.870 |
|
0.618 |
3.826 |
|
1.000 |
3.799 |
|
1.618 |
3.755 |
|
2.618 |
3.684 |
|
4.250 |
3.568 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.906 |
3.935 |
| PP |
3.905 |
3.925 |
| S1 |
3.905 |
3.915 |
|