NYMEX Natural Gas Future January 2014
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 |
3.970 |
3.989 |
0.019 |
0.5% |
3.890 |
High |
4.100 |
4.022 |
-0.078 |
-1.9% |
4.017 |
Low |
3.968 |
3.913 |
-0.055 |
-1.4% |
3.866 |
Close |
4.009 |
3.948 |
-0.061 |
-1.5% |
3.946 |
Range |
0.132 |
0.109 |
-0.023 |
-17.4% |
0.151 |
ATR |
0.101 |
0.101 |
0.001 |
0.6% |
0.000 |
Volume |
15,972 |
15,530 |
-442 |
-2.8% |
71,911 |
|
Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.288 |
4.227 |
4.008 |
|
R3 |
4.179 |
4.118 |
3.978 |
|
R2 |
4.070 |
4.070 |
3.968 |
|
R1 |
4.009 |
4.009 |
3.958 |
3.985 |
PP |
3.961 |
3.961 |
3.961 |
3.949 |
S1 |
3.900 |
3.900 |
3.938 |
3.876 |
S2 |
3.852 |
3.852 |
3.928 |
|
S3 |
3.743 |
3.791 |
3.918 |
|
S4 |
3.634 |
3.682 |
3.888 |
|
|
Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.396 |
4.322 |
4.029 |
|
R3 |
4.245 |
4.171 |
3.988 |
|
R2 |
4.094 |
4.094 |
3.974 |
|
R1 |
4.020 |
4.020 |
3.960 |
4.057 |
PP |
3.943 |
3.943 |
3.943 |
3.962 |
S1 |
3.869 |
3.869 |
3.932 |
3.906 |
S2 |
3.792 |
3.792 |
3.918 |
|
S3 |
3.641 |
3.718 |
3.904 |
|
S4 |
3.490 |
3.567 |
3.863 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.100 |
3.909 |
0.191 |
4.8% |
0.108 |
2.7% |
20% |
False |
False |
15,237 |
10 |
4.100 |
3.866 |
0.234 |
5.9% |
0.106 |
2.7% |
35% |
False |
False |
18,402 |
20 |
4.295 |
3.866 |
0.429 |
10.9% |
0.097 |
2.4% |
19% |
False |
False |
18,534 |
40 |
4.665 |
3.866 |
0.799 |
20.2% |
0.093 |
2.3% |
10% |
False |
False |
17,722 |
60 |
4.825 |
3.866 |
0.959 |
24.3% |
0.098 |
2.5% |
9% |
False |
False |
18,356 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.485 |
2.618 |
4.307 |
1.618 |
4.198 |
1.000 |
4.131 |
0.618 |
4.089 |
HIGH |
4.022 |
0.618 |
3.980 |
0.500 |
3.968 |
0.382 |
3.955 |
LOW |
3.913 |
0.618 |
3.846 |
1.000 |
3.804 |
1.618 |
3.737 |
2.618 |
3.628 |
4.250 |
3.450 |
|
|
Fisher Pivots for day following 11-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.968 |
4.007 |
PP |
3.961 |
3.987 |
S1 |
3.955 |
3.968 |
|