NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.686 |
3.671 |
-0.015 |
-0.4% |
3.626 |
| High |
3.718 |
3.683 |
-0.035 |
-0.9% |
3.787 |
| Low |
3.608 |
3.607 |
-0.001 |
0.0% |
3.574 |
| Close |
3.677 |
3.629 |
-0.048 |
-1.3% |
3.644 |
| Range |
0.110 |
0.076 |
-0.034 |
-30.9% |
0.213 |
| ATR |
0.118 |
0.115 |
-0.003 |
-2.5% |
0.000 |
| Volume |
107,542 |
107,568 |
26 |
0.0% |
547,165 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.868 |
3.824 |
3.671 |
|
| R3 |
3.792 |
3.748 |
3.650 |
|
| R2 |
3.716 |
3.716 |
3.643 |
|
| R1 |
3.672 |
3.672 |
3.636 |
3.656 |
| PP |
3.640 |
3.640 |
3.640 |
3.632 |
| S1 |
3.596 |
3.596 |
3.622 |
3.580 |
| S2 |
3.564 |
3.564 |
3.615 |
|
| S3 |
3.488 |
3.520 |
3.608 |
|
| S4 |
3.412 |
3.444 |
3.587 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.307 |
4.189 |
3.761 |
|
| R3 |
4.094 |
3.976 |
3.703 |
|
| R2 |
3.881 |
3.881 |
3.683 |
|
| R1 |
3.763 |
3.763 |
3.664 |
3.822 |
| PP |
3.668 |
3.668 |
3.668 |
3.698 |
| S1 |
3.550 |
3.550 |
3.624 |
3.609 |
| S2 |
3.455 |
3.455 |
3.605 |
|
| S3 |
3.242 |
3.337 |
3.585 |
|
| S4 |
3.029 |
3.124 |
3.527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.718 |
3.546 |
0.172 |
4.7% |
0.110 |
3.0% |
48% |
False |
False |
115,197 |
| 10 |
3.787 |
3.546 |
0.241 |
6.6% |
0.123 |
3.4% |
34% |
False |
False |
107,620 |
| 20 |
4.003 |
3.526 |
0.477 |
13.1% |
0.116 |
3.2% |
22% |
False |
False |
102,822 |
| 40 |
4.377 |
3.526 |
0.851 |
23.4% |
0.111 |
3.1% |
12% |
False |
False |
71,884 |
| 60 |
4.525 |
3.526 |
0.999 |
27.5% |
0.116 |
3.2% |
10% |
False |
False |
55,162 |
| 80 |
4.525 |
3.526 |
0.999 |
27.5% |
0.117 |
3.2% |
10% |
False |
False |
45,712 |
| 100 |
4.525 |
3.526 |
0.999 |
27.5% |
0.110 |
3.0% |
10% |
False |
False |
39,053 |
| 120 |
4.525 |
3.404 |
1.121 |
30.9% |
0.105 |
2.9% |
20% |
False |
False |
33,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.006 |
|
2.618 |
3.882 |
|
1.618 |
3.806 |
|
1.000 |
3.759 |
|
0.618 |
3.730 |
|
HIGH |
3.683 |
|
0.618 |
3.654 |
|
0.500 |
3.645 |
|
0.382 |
3.636 |
|
LOW |
3.607 |
|
0.618 |
3.560 |
|
1.000 |
3.531 |
|
1.618 |
3.484 |
|
2.618 |
3.408 |
|
4.250 |
3.284 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.645 |
3.632 |
| PP |
3.640 |
3.631 |
| S1 |
3.634 |
3.630 |
|