NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.748 |
3.717 |
-0.031 |
-0.8% |
3.710 |
| High |
3.759 |
3.910 |
0.151 |
4.0% |
3.870 |
| Low |
3.699 |
3.710 |
0.011 |
0.3% |
3.667 |
| Close |
3.720 |
3.884 |
0.164 |
4.4% |
3.737 |
| Range |
0.060 |
0.200 |
0.140 |
233.3% |
0.203 |
| ATR |
0.102 |
0.109 |
0.007 |
6.9% |
0.000 |
| Volume |
13,460 |
9,774 |
-3,686 |
-27.4% |
64,043 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.435 |
4.359 |
3.994 |
|
| R3 |
4.235 |
4.159 |
3.939 |
|
| R2 |
4.035 |
4.035 |
3.921 |
|
| R1 |
3.959 |
3.959 |
3.902 |
3.997 |
| PP |
3.835 |
3.835 |
3.835 |
3.854 |
| S1 |
3.759 |
3.759 |
3.866 |
3.797 |
| S2 |
3.635 |
3.635 |
3.847 |
|
| S3 |
3.435 |
3.559 |
3.829 |
|
| S4 |
3.235 |
3.359 |
3.774 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.367 |
4.255 |
3.849 |
|
| R3 |
4.164 |
4.052 |
3.793 |
|
| R2 |
3.961 |
3.961 |
3.774 |
|
| R1 |
3.849 |
3.849 |
3.756 |
3.905 |
| PP |
3.758 |
3.758 |
3.758 |
3.786 |
| S1 |
3.646 |
3.646 |
3.718 |
3.702 |
| S2 |
3.555 |
3.555 |
3.700 |
|
| S3 |
3.352 |
3.443 |
3.681 |
|
| S4 |
3.149 |
3.240 |
3.625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.910 |
3.638 |
0.272 |
7.0% |
0.115 |
3.0% |
90% |
True |
False |
13,193 |
| 10 |
3.910 |
3.638 |
0.272 |
7.0% |
0.115 |
3.0% |
90% |
True |
False |
13,068 |
| 20 |
4.019 |
3.612 |
0.407 |
10.5% |
0.105 |
2.7% |
67% |
False |
False |
13,171 |
| 40 |
4.442 |
3.612 |
0.830 |
21.4% |
0.096 |
2.5% |
33% |
False |
False |
11,966 |
| 60 |
4.594 |
3.612 |
0.982 |
25.3% |
0.101 |
2.6% |
28% |
False |
False |
11,136 |
| 80 |
4.594 |
3.612 |
0.982 |
25.3% |
0.101 |
2.6% |
28% |
False |
False |
10,603 |
| 100 |
4.594 |
3.612 |
0.982 |
25.3% |
0.096 |
2.5% |
28% |
False |
False |
10,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.760 |
|
2.618 |
4.434 |
|
1.618 |
4.234 |
|
1.000 |
4.110 |
|
0.618 |
4.034 |
|
HIGH |
3.910 |
|
0.618 |
3.834 |
|
0.500 |
3.810 |
|
0.382 |
3.786 |
|
LOW |
3.710 |
|
0.618 |
3.586 |
|
1.000 |
3.510 |
|
1.618 |
3.386 |
|
2.618 |
3.186 |
|
4.250 |
2.860 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.859 |
3.857 |
| PP |
3.835 |
3.830 |
| S1 |
3.810 |
3.803 |
|