NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.750 |
3.700 |
-0.050 |
-1.3% |
3.650 |
| High |
3.763 |
3.762 |
-0.001 |
0.0% |
3.835 |
| Low |
3.640 |
3.659 |
0.019 |
0.5% |
3.546 |
| Close |
3.677 |
3.743 |
0.066 |
1.8% |
3.789 |
| Range |
0.123 |
0.103 |
-0.020 |
-16.3% |
0.289 |
| ATR |
0.121 |
0.120 |
-0.001 |
-1.1% |
0.000 |
| Volume |
112,707 |
102,539 |
-10,168 |
-9.0% |
599,359 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.990 |
3.800 |
|
| R3 |
3.927 |
3.887 |
3.771 |
|
| R2 |
3.824 |
3.824 |
3.762 |
|
| R1 |
3.784 |
3.784 |
3.752 |
3.804 |
| PP |
3.721 |
3.721 |
3.721 |
3.732 |
| S1 |
3.681 |
3.681 |
3.734 |
3.701 |
| S2 |
3.618 |
3.618 |
3.724 |
|
| S3 |
3.515 |
3.578 |
3.715 |
|
| S4 |
3.412 |
3.475 |
3.686 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.590 |
4.479 |
3.948 |
|
| R3 |
4.301 |
4.190 |
3.868 |
|
| R2 |
4.012 |
4.012 |
3.842 |
|
| R1 |
3.901 |
3.901 |
3.815 |
3.957 |
| PP |
3.723 |
3.723 |
3.723 |
3.751 |
| S1 |
3.612 |
3.612 |
3.763 |
3.668 |
| S2 |
3.434 |
3.434 |
3.736 |
|
| S3 |
3.145 |
3.323 |
3.710 |
|
| S4 |
2.856 |
3.034 |
3.630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.835 |
3.606 |
0.229 |
6.1% |
0.119 |
3.2% |
60% |
False |
False |
114,243 |
| 10 |
3.835 |
3.546 |
0.289 |
7.7% |
0.123 |
3.3% |
68% |
False |
False |
114,423 |
| 20 |
3.835 |
3.526 |
0.309 |
8.3% |
0.120 |
3.2% |
70% |
False |
False |
111,929 |
| 40 |
4.377 |
3.526 |
0.851 |
22.7% |
0.115 |
3.1% |
25% |
False |
False |
81,143 |
| 60 |
4.525 |
3.526 |
0.999 |
26.7% |
0.117 |
3.1% |
22% |
False |
False |
62,009 |
| 80 |
4.525 |
3.526 |
0.999 |
26.7% |
0.117 |
3.1% |
22% |
False |
False |
50,900 |
| 100 |
4.525 |
3.526 |
0.999 |
26.7% |
0.112 |
3.0% |
22% |
False |
False |
43,350 |
| 120 |
4.525 |
3.404 |
1.121 |
29.9% |
0.107 |
2.9% |
30% |
False |
False |
37,162 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.200 |
|
2.618 |
4.032 |
|
1.618 |
3.929 |
|
1.000 |
3.865 |
|
0.618 |
3.826 |
|
HIGH |
3.762 |
|
0.618 |
3.723 |
|
0.500 |
3.711 |
|
0.382 |
3.698 |
|
LOW |
3.659 |
|
0.618 |
3.595 |
|
1.000 |
3.556 |
|
1.618 |
3.492 |
|
2.618 |
3.389 |
|
4.250 |
3.221 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.732 |
3.740 |
| PP |
3.721 |
3.737 |
| S1 |
3.711 |
3.734 |
|