NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.810 |
3.764 |
-0.046 |
-1.2% |
3.651 |
| High |
3.825 |
3.764 |
-0.061 |
-1.6% |
3.833 |
| Low |
3.758 |
3.638 |
-0.120 |
-3.2% |
3.545 |
| Close |
3.788 |
3.679 |
-0.109 |
-2.9% |
3.788 |
| Range |
0.067 |
0.126 |
0.059 |
88.1% |
0.288 |
| ATR |
0.116 |
0.119 |
0.002 |
2.1% |
0.000 |
| Volume |
45,763 |
66,554 |
20,791 |
45.4% |
300,658 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.072 |
4.001 |
3.748 |
|
| R3 |
3.946 |
3.875 |
3.714 |
|
| R2 |
3.820 |
3.820 |
3.702 |
|
| R1 |
3.749 |
3.749 |
3.691 |
3.722 |
| PP |
3.694 |
3.694 |
3.694 |
3.680 |
| S1 |
3.623 |
3.623 |
3.667 |
3.596 |
| S2 |
3.568 |
3.568 |
3.656 |
|
| S3 |
3.442 |
3.497 |
3.644 |
|
| S4 |
3.316 |
3.371 |
3.610 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.586 |
4.475 |
3.946 |
|
| R3 |
4.298 |
4.187 |
3.867 |
|
| R2 |
4.010 |
4.010 |
3.841 |
|
| R1 |
3.899 |
3.899 |
3.814 |
3.955 |
| PP |
3.722 |
3.722 |
3.722 |
3.750 |
| S1 |
3.611 |
3.611 |
3.762 |
3.667 |
| S2 |
3.434 |
3.434 |
3.735 |
|
| S3 |
3.146 |
3.323 |
3.709 |
|
| S4 |
2.858 |
3.035 |
3.630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.833 |
3.605 |
0.228 |
6.2% |
0.119 |
3.2% |
32% |
False |
False |
62,002 |
| 10 |
3.833 |
3.545 |
0.288 |
7.8% |
0.122 |
3.3% |
47% |
False |
False |
53,714 |
| 20 |
3.838 |
3.522 |
0.316 |
8.6% |
0.118 |
3.2% |
50% |
False |
False |
44,139 |
| 40 |
4.366 |
3.522 |
0.844 |
22.9% |
0.112 |
3.0% |
19% |
False |
False |
39,625 |
| 60 |
4.517 |
3.522 |
0.995 |
27.0% |
0.114 |
3.1% |
16% |
False |
False |
31,972 |
| 80 |
4.517 |
3.522 |
0.995 |
27.0% |
0.113 |
3.1% |
16% |
False |
False |
27,742 |
| 100 |
4.517 |
3.522 |
0.995 |
27.0% |
0.107 |
2.9% |
16% |
False |
False |
24,209 |
| 120 |
4.517 |
3.420 |
1.097 |
29.8% |
0.103 |
2.8% |
24% |
False |
False |
21,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.300 |
|
2.618 |
4.094 |
|
1.618 |
3.968 |
|
1.000 |
3.890 |
|
0.618 |
3.842 |
|
HIGH |
3.764 |
|
0.618 |
3.716 |
|
0.500 |
3.701 |
|
0.382 |
3.686 |
|
LOW |
3.638 |
|
0.618 |
3.560 |
|
1.000 |
3.512 |
|
1.618 |
3.434 |
|
2.618 |
3.308 |
|
4.250 |
3.103 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.701 |
3.723 |
| PP |
3.694 |
3.708 |
| S1 |
3.686 |
3.694 |
|