NYMEX Natural Gas Future October 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 |
3.495 |
3.473 |
-0.022 |
-0.6% |
3.759 |
| High |
3.510 |
3.493 |
-0.017 |
-0.5% |
3.796 |
| Low |
3.440 |
3.444 |
0.004 |
0.1% |
3.572 |
| Close |
3.454 |
3.471 |
0.017 |
0.5% |
3.582 |
| Range |
0.070 |
0.049 |
-0.021 |
-30.0% |
0.224 |
| ATR |
0.109 |
0.105 |
-0.004 |
-3.9% |
0.000 |
| Volume |
62,054 |
43,205 |
-18,849 |
-30.4% |
140,226 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.616 |
3.593 |
3.498 |
|
| R3 |
3.567 |
3.544 |
3.484 |
|
| R2 |
3.518 |
3.518 |
3.480 |
|
| R1 |
3.495 |
3.495 |
3.475 |
3.482 |
| PP |
3.469 |
3.469 |
3.469 |
3.463 |
| S1 |
3.446 |
3.446 |
3.467 |
3.433 |
| S2 |
3.420 |
3.420 |
3.462 |
|
| S3 |
3.371 |
3.397 |
3.458 |
|
| S4 |
3.322 |
3.348 |
3.444 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.322 |
4.176 |
3.705 |
|
| R3 |
4.098 |
3.952 |
3.644 |
|
| R2 |
3.874 |
3.874 |
3.623 |
|
| R1 |
3.728 |
3.728 |
3.603 |
3.689 |
| PP |
3.650 |
3.650 |
3.650 |
3.631 |
| S1 |
3.504 |
3.504 |
3.561 |
3.465 |
| S2 |
3.426 |
3.426 |
3.541 |
|
| S3 |
3.202 |
3.280 |
3.520 |
|
| S4 |
2.978 |
3.056 |
3.459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.771 |
3.440 |
0.331 |
9.5% |
0.089 |
2.6% |
9% |
False |
False |
39,154 |
| 10 |
3.844 |
3.440 |
0.404 |
11.6% |
0.102 |
2.9% |
8% |
False |
False |
35,742 |
| 20 |
3.844 |
3.440 |
0.404 |
11.6% |
0.108 |
3.1% |
8% |
False |
False |
32,163 |
| 40 |
4.044 |
3.440 |
0.604 |
17.4% |
0.104 |
3.0% |
5% |
False |
False |
29,282 |
| 60 |
4.373 |
3.440 |
0.933 |
26.9% |
0.103 |
3.0% |
3% |
False |
False |
27,587 |
| 80 |
4.525 |
3.440 |
1.085 |
31.3% |
0.109 |
3.1% |
3% |
False |
False |
27,890 |
| 100 |
4.525 |
3.440 |
1.085 |
31.3% |
0.106 |
3.1% |
3% |
False |
False |
29,929 |
| 120 |
4.525 |
3.440 |
1.085 |
31.3% |
0.102 |
2.9% |
3% |
False |
False |
29,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.701 |
|
2.618 |
3.621 |
|
1.618 |
3.572 |
|
1.000 |
3.542 |
|
0.618 |
3.523 |
|
HIGH |
3.493 |
|
0.618 |
3.474 |
|
0.500 |
3.469 |
|
0.382 |
3.463 |
|
LOW |
3.444 |
|
0.618 |
3.414 |
|
1.000 |
3.395 |
|
1.618 |
3.365 |
|
2.618 |
3.316 |
|
4.250 |
3.236 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.470 |
3.500 |
| PP |
3.469 |
3.490 |
| S1 |
3.469 |
3.481 |
|