NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.672 |
3.612 |
-0.060 |
-1.6% |
3.631 |
| High |
3.680 |
3.833 |
0.153 |
4.2% |
3.788 |
| Low |
3.607 |
3.612 |
0.005 |
0.1% |
3.575 |
| Close |
3.630 |
3.810 |
0.180 |
5.0% |
3.644 |
| Range |
0.073 |
0.221 |
0.148 |
202.7% |
0.213 |
| ATR |
0.112 |
0.120 |
0.008 |
6.9% |
0.000 |
| Volume |
47,596 |
93,119 |
45,523 |
95.6% |
201,168 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.415 |
4.333 |
3.932 |
|
| R3 |
4.194 |
4.112 |
3.871 |
|
| R2 |
3.973 |
3.973 |
3.851 |
|
| R1 |
3.891 |
3.891 |
3.830 |
3.932 |
| PP |
3.752 |
3.752 |
3.752 |
3.772 |
| S1 |
3.670 |
3.670 |
3.790 |
3.711 |
| S2 |
3.531 |
3.531 |
3.769 |
|
| S3 |
3.310 |
3.449 |
3.749 |
|
| S4 |
3.089 |
3.228 |
3.688 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.308 |
4.189 |
3.761 |
|
| R3 |
4.095 |
3.976 |
3.703 |
|
| R2 |
3.882 |
3.882 |
3.683 |
|
| R1 |
3.763 |
3.763 |
3.664 |
3.823 |
| PP |
3.669 |
3.669 |
3.669 |
3.699 |
| S1 |
3.550 |
3.550 |
3.624 |
3.610 |
| S2 |
3.456 |
3.456 |
3.605 |
|
| S3 |
3.243 |
3.337 |
3.585 |
|
| S4 |
3.030 |
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 |
3.833 |
3.545 |
0.288 |
7.6% |
0.125 |
3.3% |
92% |
True |
False |
59,415 |
| 10 |
3.833 |
3.545 |
0.288 |
7.6% |
0.129 |
3.4% |
92% |
True |
False |
48,529 |
| 20 |
3.975 |
3.522 |
0.453 |
11.9% |
0.121 |
3.2% |
64% |
False |
False |
41,216 |
| 40 |
4.366 |
3.522 |
0.844 |
22.2% |
0.111 |
2.9% |
34% |
False |
False |
37,566 |
| 60 |
4.517 |
3.522 |
0.995 |
26.1% |
0.114 |
3.0% |
29% |
False |
False |
30,473 |
| 80 |
4.517 |
3.522 |
0.995 |
26.1% |
0.113 |
3.0% |
29% |
False |
False |
26,544 |
| 100 |
4.517 |
3.522 |
0.995 |
26.1% |
0.107 |
2.8% |
29% |
False |
False |
23,198 |
| 120 |
4.517 |
3.420 |
1.097 |
28.8% |
0.103 |
2.7% |
36% |
False |
False |
20,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.772 |
|
2.618 |
4.412 |
|
1.618 |
4.191 |
|
1.000 |
4.054 |
|
0.618 |
3.970 |
|
HIGH |
3.833 |
|
0.618 |
3.749 |
|
0.500 |
3.723 |
|
0.382 |
3.696 |
|
LOW |
3.612 |
|
0.618 |
3.475 |
|
1.000 |
3.391 |
|
1.618 |
3.254 |
|
2.618 |
3.033 |
|
4.250 |
2.673 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.781 |
3.780 |
| PP |
3.752 |
3.749 |
| S1 |
3.723 |
3.719 |
|