NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.701 |
3.739 |
0.038 |
1.0% |
3.651 |
| High |
3.762 |
3.784 |
0.022 |
0.6% |
3.833 |
| Low |
3.661 |
3.694 |
0.033 |
0.9% |
3.545 |
| Close |
3.748 |
3.703 |
-0.045 |
-1.2% |
3.788 |
| Range |
0.101 |
0.090 |
-0.011 |
-10.9% |
0.288 |
| ATR |
0.117 |
0.115 |
-0.002 |
-1.7% |
0.000 |
| Volume |
68,339 |
69,671 |
1,332 |
1.9% |
300,658 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.997 |
3.940 |
3.753 |
|
| R3 |
3.907 |
3.850 |
3.728 |
|
| R2 |
3.817 |
3.817 |
3.720 |
|
| R1 |
3.760 |
3.760 |
3.711 |
3.744 |
| PP |
3.727 |
3.727 |
3.727 |
3.719 |
| S1 |
3.670 |
3.670 |
3.695 |
3.654 |
| S2 |
3.637 |
3.637 |
3.687 |
|
| S3 |
3.547 |
3.580 |
3.678 |
|
| S4 |
3.457 |
3.490 |
3.654 |
|
|
| 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 |
3.612 |
0.221 |
6.0% |
0.121 |
3.3% |
41% |
False |
False |
68,689 |
| 10 |
3.833 |
3.545 |
0.288 |
7.8% |
0.114 |
3.1% |
55% |
False |
False |
59,843 |
| 20 |
3.833 |
3.522 |
0.311 |
8.4% |
0.117 |
3.2% |
58% |
False |
False |
48,209 |
| 40 |
4.242 |
3.522 |
0.720 |
19.4% |
0.110 |
3.0% |
25% |
False |
False |
42,149 |
| 60 |
4.517 |
3.522 |
0.995 |
26.9% |
0.112 |
3.0% |
18% |
False |
False |
33,816 |
| 80 |
4.517 |
3.522 |
0.995 |
26.9% |
0.113 |
3.0% |
18% |
False |
False |
29,154 |
| 100 |
4.517 |
3.522 |
0.995 |
26.9% |
0.108 |
2.9% |
18% |
False |
False |
25,408 |
| 120 |
4.517 |
3.420 |
1.097 |
29.6% |
0.103 |
2.8% |
26% |
False |
False |
22,178 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.167 |
|
2.618 |
4.020 |
|
1.618 |
3.930 |
|
1.000 |
3.874 |
|
0.618 |
3.840 |
|
HIGH |
3.784 |
|
0.618 |
3.750 |
|
0.500 |
3.739 |
|
0.382 |
3.728 |
|
LOW |
3.694 |
|
0.618 |
3.638 |
|
1.000 |
3.604 |
|
1.618 |
3.548 |
|
2.618 |
3.458 |
|
4.250 |
3.312 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.739 |
3.711 |
| PP |
3.727 |
3.708 |
| S1 |
3.715 |
3.706 |
|