NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.732 |
3.701 |
-0.031 |
-0.8% |
3.650 |
| High |
3.780 |
3.759 |
-0.021 |
-0.6% |
3.835 |
| Low |
3.689 |
3.640 |
-0.049 |
-1.3% |
3.546 |
| Close |
3.698 |
3.644 |
-0.054 |
-1.5% |
3.789 |
| Range |
0.091 |
0.119 |
0.028 |
30.8% |
0.289 |
| ATR |
0.118 |
0.118 |
0.000 |
0.1% |
0.000 |
| Volume |
87,587 |
96,065 |
8,478 |
9.7% |
599,359 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.038 |
3.960 |
3.709 |
|
| R3 |
3.919 |
3.841 |
3.677 |
|
| R2 |
3.800 |
3.800 |
3.666 |
|
| R1 |
3.722 |
3.722 |
3.655 |
3.702 |
| PP |
3.681 |
3.681 |
3.681 |
3.671 |
| S1 |
3.603 |
3.603 |
3.633 |
3.583 |
| S2 |
3.562 |
3.562 |
3.622 |
|
| S3 |
3.443 |
3.484 |
3.611 |
|
| S4 |
3.324 |
3.365 |
3.579 |
|
|
| 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 |
3.827 |
3.640 |
0.187 |
5.1% |
0.100 |
2.8% |
2% |
False |
True |
96,962 |
| 10 |
3.835 |
3.546 |
0.289 |
7.9% |
0.115 |
3.2% |
34% |
False |
False |
108,717 |
| 20 |
3.835 |
3.526 |
0.309 |
8.5% |
0.121 |
3.3% |
38% |
False |
False |
109,472 |
| 40 |
4.204 |
3.526 |
0.678 |
18.6% |
0.112 |
3.1% |
17% |
False |
False |
84,604 |
| 60 |
4.525 |
3.526 |
0.999 |
27.4% |
0.116 |
3.2% |
12% |
False |
False |
64,469 |
| 80 |
4.525 |
3.526 |
0.999 |
27.4% |
0.118 |
3.2% |
12% |
False |
False |
52,849 |
| 100 |
4.525 |
3.526 |
0.999 |
27.4% |
0.112 |
3.1% |
12% |
False |
False |
44,953 |
| 120 |
4.525 |
3.404 |
1.121 |
30.8% |
0.107 |
2.9% |
21% |
False |
False |
38,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.265 |
|
2.618 |
4.071 |
|
1.618 |
3.952 |
|
1.000 |
3.878 |
|
0.618 |
3.833 |
|
HIGH |
3.759 |
|
0.618 |
3.714 |
|
0.500 |
3.700 |
|
0.382 |
3.685 |
|
LOW |
3.640 |
|
0.618 |
3.566 |
|
1.000 |
3.521 |
|
1.618 |
3.447 |
|
2.618 |
3.328 |
|
4.250 |
3.134 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.700 |
3.710 |
| PP |
3.681 |
3.688 |
| S1 |
3.663 |
3.666 |
|