NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.543 |
3.472 |
-0.071 |
-2.0% |
3.764 |
| High |
3.543 |
3.488 |
-0.055 |
-1.6% |
3.784 |
| Low |
3.427 |
3.418 |
-0.009 |
-0.3% |
3.552 |
| Close |
3.472 |
3.432 |
-0.040 |
-1.2% |
3.563 |
| Range |
0.116 |
0.070 |
-0.046 |
-39.7% |
0.232 |
| ATR |
0.116 |
0.113 |
-0.003 |
-2.8% |
0.000 |
| Volume |
144,378 |
91,376 |
-53,002 |
-36.7% |
406,827 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.656 |
3.614 |
3.471 |
|
| R3 |
3.586 |
3.544 |
3.451 |
|
| R2 |
3.516 |
3.516 |
3.445 |
|
| R1 |
3.474 |
3.474 |
3.438 |
3.460 |
| PP |
3.446 |
3.446 |
3.446 |
3.439 |
| S1 |
3.404 |
3.404 |
3.426 |
3.390 |
| S2 |
3.376 |
3.376 |
3.419 |
|
| S3 |
3.306 |
3.334 |
3.413 |
|
| S4 |
3.236 |
3.264 |
3.394 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.329 |
4.178 |
3.691 |
|
| R3 |
4.097 |
3.946 |
3.627 |
|
| R2 |
3.865 |
3.865 |
3.606 |
|
| R1 |
3.714 |
3.714 |
3.584 |
3.674 |
| PP |
3.633 |
3.633 |
3.633 |
3.613 |
| S1 |
3.482 |
3.482 |
3.542 |
3.442 |
| S2 |
3.401 |
3.401 |
3.520 |
|
| S3 |
3.169 |
3.250 |
3.499 |
|
| S4 |
2.937 |
3.018 |
3.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.784 |
3.418 |
0.366 |
10.7% |
0.099 |
2.9% |
4% |
False |
True |
101,537 |
| 10 |
3.833 |
3.418 |
0.415 |
12.1% |
0.108 |
3.2% |
3% |
False |
True |
82,905 |
| 20 |
3.833 |
3.418 |
0.415 |
12.1% |
0.115 |
3.4% |
3% |
False |
True |
61,607 |
| 40 |
4.038 |
3.418 |
0.620 |
18.1% |
0.109 |
3.2% |
2% |
False |
True |
50,917 |
| 60 |
4.366 |
3.418 |
0.948 |
27.6% |
0.108 |
3.1% |
1% |
False |
True |
39,980 |
| 80 |
4.517 |
3.418 |
1.099 |
32.0% |
0.112 |
3.3% |
1% |
False |
True |
33,926 |
| 100 |
4.517 |
3.418 |
1.099 |
32.0% |
0.108 |
3.2% |
1% |
False |
True |
29,484 |
| 120 |
4.517 |
3.418 |
1.099 |
32.0% |
0.104 |
3.0% |
1% |
False |
True |
25,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.786 |
|
2.618 |
3.671 |
|
1.618 |
3.601 |
|
1.000 |
3.558 |
|
0.618 |
3.531 |
|
HIGH |
3.488 |
|
0.618 |
3.461 |
|
0.500 |
3.453 |
|
0.382 |
3.445 |
|
LOW |
3.418 |
|
0.618 |
3.375 |
|
1.000 |
3.348 |
|
1.618 |
3.305 |
|
2.618 |
3.235 |
|
4.250 |
3.121 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.453 |
3.537 |
| PP |
3.446 |
3.502 |
| S1 |
3.439 |
3.467 |
|