NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.759 |
3.711 |
-0.048 |
-1.3% |
3.678 |
| High |
3.759 |
3.773 |
0.014 |
0.4% |
3.844 |
| Low |
3.651 |
3.674 |
0.023 |
0.6% |
3.559 |
| Close |
3.691 |
3.760 |
0.069 |
1.9% |
3.796 |
| Range |
0.108 |
0.099 |
-0.009 |
-8.3% |
0.285 |
| ATR |
0.115 |
0.114 |
-0.001 |
-1.0% |
0.000 |
| Volume |
28,911 |
31,142 |
2,231 |
7.7% |
177,067 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.033 |
3.995 |
3.814 |
|
| R3 |
3.934 |
3.896 |
3.787 |
|
| R2 |
3.835 |
3.835 |
3.778 |
|
| R1 |
3.797 |
3.797 |
3.769 |
3.816 |
| PP |
3.736 |
3.736 |
3.736 |
3.745 |
| S1 |
3.698 |
3.698 |
3.751 |
3.717 |
| S2 |
3.637 |
3.637 |
3.742 |
|
| S3 |
3.538 |
3.599 |
3.733 |
|
| S4 |
3.439 |
3.500 |
3.706 |
|
|
| 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 |
3.622 |
0.222 |
5.9% |
0.111 |
2.9% |
62% |
False |
False |
34,276 |
| 10 |
3.844 |
3.559 |
0.285 |
7.6% |
0.115 |
3.1% |
71% |
False |
False |
32,062 |
| 20 |
3.844 |
3.538 |
0.306 |
8.1% |
0.113 |
3.0% |
73% |
False |
False |
30,131 |
| 40 |
4.373 |
3.538 |
0.835 |
22.2% |
0.107 |
2.8% |
27% |
False |
False |
27,158 |
| 60 |
4.525 |
3.538 |
0.987 |
26.3% |
0.108 |
2.9% |
22% |
False |
False |
26,663 |
| 80 |
4.525 |
3.538 |
0.987 |
26.3% |
0.110 |
2.9% |
22% |
False |
False |
27,848 |
| 100 |
4.525 |
3.538 |
0.987 |
26.3% |
0.106 |
2.8% |
22% |
False |
False |
29,601 |
| 120 |
4.525 |
3.440 |
1.085 |
28.9% |
0.103 |
2.7% |
29% |
False |
False |
28,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.194 |
|
2.618 |
4.032 |
|
1.618 |
3.933 |
|
1.000 |
3.872 |
|
0.618 |
3.834 |
|
HIGH |
3.773 |
|
0.618 |
3.735 |
|
0.500 |
3.724 |
|
0.382 |
3.712 |
|
LOW |
3.674 |
|
0.618 |
3.613 |
|
1.000 |
3.575 |
|
1.618 |
3.514 |
|
2.618 |
3.415 |
|
4.250 |
3.253 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.748 |
3.754 |
| PP |
3.736 |
3.748 |
| S1 |
3.724 |
3.742 |
|