NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.472 |
3.450 |
-0.022 |
-0.6% |
3.764 |
| High |
3.488 |
3.472 |
-0.016 |
-0.5% |
3.784 |
| Low |
3.418 |
3.420 |
0.002 |
0.1% |
3.552 |
| Close |
3.432 |
3.446 |
0.014 |
0.4% |
3.563 |
| Range |
0.070 |
0.052 |
-0.018 |
-25.7% |
0.232 |
| ATR |
0.113 |
0.109 |
-0.004 |
-3.9% |
0.000 |
| Volume |
91,376 |
81,069 |
-10,307 |
-11.3% |
406,827 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.602 |
3.576 |
3.475 |
|
| R3 |
3.550 |
3.524 |
3.460 |
|
| R2 |
3.498 |
3.498 |
3.456 |
|
| R1 |
3.472 |
3.472 |
3.451 |
3.459 |
| PP |
3.446 |
3.446 |
3.446 |
3.440 |
| S1 |
3.420 |
3.420 |
3.441 |
3.407 |
| S2 |
3.394 |
3.394 |
3.436 |
|
| S3 |
3.342 |
3.368 |
3.432 |
|
| S4 |
3.290 |
3.316 |
3.417 |
|
|
| 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 |
3.757 |
3.418 |
0.339 |
9.8% |
0.092 |
2.7% |
8% |
False |
False |
103,817 |
| 10 |
3.833 |
3.418 |
0.415 |
12.0% |
0.106 |
3.1% |
7% |
False |
False |
86,253 |
| 20 |
3.833 |
3.418 |
0.415 |
12.0% |
0.113 |
3.3% |
7% |
False |
False |
64,333 |
| 40 |
4.034 |
3.418 |
0.616 |
17.9% |
0.109 |
3.2% |
5% |
False |
False |
52,431 |
| 60 |
4.366 |
3.418 |
0.948 |
27.5% |
0.108 |
3.1% |
3% |
False |
False |
41,078 |
| 80 |
4.517 |
3.418 |
1.099 |
31.9% |
0.111 |
3.2% |
3% |
False |
False |
34,571 |
| 100 |
4.517 |
3.418 |
1.099 |
31.9% |
0.108 |
3.1% |
3% |
False |
False |
30,169 |
| 120 |
4.517 |
3.418 |
1.099 |
31.9% |
0.103 |
3.0% |
3% |
False |
False |
26,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.693 |
|
2.618 |
3.608 |
|
1.618 |
3.556 |
|
1.000 |
3.524 |
|
0.618 |
3.504 |
|
HIGH |
3.472 |
|
0.618 |
3.452 |
|
0.500 |
3.446 |
|
0.382 |
3.440 |
|
LOW |
3.420 |
|
0.618 |
3.388 |
|
1.000 |
3.368 |
|
1.618 |
3.336 |
|
2.618 |
3.284 |
|
4.250 |
3.199 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.446 |
3.481 |
| PP |
3.446 |
3.469 |
| S1 |
3.446 |
3.458 |
|