NYMEX Natural Gas Future October 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 |
3.825 |
3.759 |
-0.066 |
-1.7% |
3.678 |
| High |
3.832 |
3.759 |
-0.073 |
-1.9% |
3.844 |
| Low |
3.765 |
3.651 |
-0.114 |
-3.0% |
3.559 |
| Close |
3.796 |
3.691 |
-0.105 |
-2.8% |
3.796 |
| Range |
0.067 |
0.108 |
0.041 |
61.2% |
0.285 |
| ATR |
0.112 |
0.115 |
0.002 |
2.1% |
0.000 |
| Volume |
50,993 |
28,911 |
-22,082 |
-43.3% |
177,067 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.024 |
3.966 |
3.750 |
|
| R3 |
3.916 |
3.858 |
3.721 |
|
| R2 |
3.808 |
3.808 |
3.711 |
|
| R1 |
3.750 |
3.750 |
3.701 |
3.725 |
| PP |
3.700 |
3.700 |
3.700 |
3.688 |
| S1 |
3.642 |
3.642 |
3.681 |
3.617 |
| S2 |
3.592 |
3.592 |
3.671 |
|
| S3 |
3.484 |
3.534 |
3.661 |
|
| S4 |
3.376 |
3.426 |
3.632 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.588 |
4.477 |
3.953 |
|
| R3 |
4.303 |
4.192 |
3.874 |
|
| R2 |
4.018 |
4.018 |
3.848 |
|
| R1 |
3.907 |
3.907 |
3.822 |
3.963 |
| PP |
3.733 |
3.733 |
3.733 |
3.761 |
| S1 |
3.622 |
3.622 |
3.770 |
3.678 |
| S2 |
3.448 |
3.448 |
3.744 |
|
| S3 |
3.163 |
3.337 |
3.718 |
|
| S4 |
2.878 |
3.052 |
3.639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.844 |
3.620 |
0.224 |
6.1% |
0.113 |
3.1% |
32% |
False |
False |
34,196 |
| 10 |
3.844 |
3.559 |
0.285 |
7.7% |
0.116 |
3.2% |
46% |
False |
False |
31,283 |
| 20 |
3.849 |
3.538 |
0.311 |
8.4% |
0.112 |
3.0% |
49% |
False |
False |
29,647 |
| 40 |
4.373 |
3.538 |
0.835 |
22.6% |
0.107 |
2.9% |
18% |
False |
False |
27,142 |
| 60 |
4.525 |
3.538 |
0.987 |
26.7% |
0.109 |
3.0% |
16% |
False |
False |
26,535 |
| 80 |
4.525 |
3.538 |
0.987 |
26.7% |
0.111 |
3.0% |
16% |
False |
False |
27,924 |
| 100 |
4.525 |
3.538 |
0.987 |
26.7% |
0.106 |
2.9% |
16% |
False |
False |
29,633 |
| 120 |
4.525 |
3.440 |
1.085 |
29.4% |
0.102 |
2.8% |
23% |
False |
False |
28,218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.218 |
|
2.618 |
4.042 |
|
1.618 |
3.934 |
|
1.000 |
3.867 |
|
0.618 |
3.826 |
|
HIGH |
3.759 |
|
0.618 |
3.718 |
|
0.500 |
3.705 |
|
0.382 |
3.692 |
|
LOW |
3.651 |
|
0.618 |
3.584 |
|
1.000 |
3.543 |
|
1.618 |
3.476 |
|
2.618 |
3.368 |
|
4.250 |
3.192 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.705 |
3.739 |
| PP |
3.700 |
3.723 |
| S1 |
3.696 |
3.707 |
|