NYMEX Natural Gas Future November 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 |
3.867 |
3.828 |
-0.039 |
-1.0% |
3.771 |
| High |
3.885 |
3.833 |
-0.052 |
-1.3% |
3.910 |
| Low |
3.830 |
3.723 |
-0.107 |
-2.8% |
3.638 |
| Close |
3.863 |
3.761 |
-0.102 |
-2.6% |
3.863 |
| Range |
0.055 |
0.110 |
0.055 |
100.0% |
0.272 |
| ATR |
0.105 |
0.108 |
0.002 |
2.4% |
0.000 |
| Volume |
23,998 |
11,177 |
-12,821 |
-53.4% |
76,505 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.102 |
4.042 |
3.822 |
|
| R3 |
3.992 |
3.932 |
3.791 |
|
| R2 |
3.882 |
3.882 |
3.781 |
|
| R1 |
3.822 |
3.822 |
3.771 |
3.797 |
| PP |
3.772 |
3.772 |
3.772 |
3.760 |
| S1 |
3.712 |
3.712 |
3.751 |
3.687 |
| S2 |
3.662 |
3.662 |
3.741 |
|
| S3 |
3.552 |
3.602 |
3.731 |
|
| S4 |
3.442 |
3.492 |
3.701 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.620 |
4.513 |
4.013 |
|
| R3 |
4.348 |
4.241 |
3.938 |
|
| R2 |
4.076 |
4.076 |
3.913 |
|
| R1 |
3.969 |
3.969 |
3.888 |
4.023 |
| PP |
3.804 |
3.804 |
3.804 |
3.830 |
| S1 |
3.697 |
3.697 |
3.838 |
3.751 |
| S2 |
3.532 |
3.532 |
3.813 |
|
| S3 |
3.260 |
3.425 |
3.788 |
|
| S4 |
2.988 |
3.153 |
3.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.910 |
3.695 |
0.215 |
5.7% |
0.105 |
2.8% |
31% |
False |
False |
14,245 |
| 10 |
3.910 |
3.638 |
0.272 |
7.2% |
0.110 |
2.9% |
45% |
False |
False |
14,161 |
| 20 |
3.923 |
3.612 |
0.311 |
8.3% |
0.105 |
2.8% |
48% |
False |
False |
14,231 |
| 40 |
4.442 |
3.612 |
0.830 |
22.1% |
0.097 |
2.6% |
18% |
False |
False |
12,565 |
| 60 |
4.594 |
3.612 |
0.982 |
26.1% |
0.101 |
2.7% |
15% |
False |
False |
11,468 |
| 80 |
4.594 |
3.612 |
0.982 |
26.1% |
0.100 |
2.7% |
15% |
False |
False |
10,925 |
| 100 |
4.594 |
3.612 |
0.982 |
26.1% |
0.096 |
2.6% |
15% |
False |
False |
10,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.301 |
|
2.618 |
4.121 |
|
1.618 |
4.011 |
|
1.000 |
3.943 |
|
0.618 |
3.901 |
|
HIGH |
3.833 |
|
0.618 |
3.791 |
|
0.500 |
3.778 |
|
0.382 |
3.765 |
|
LOW |
3.723 |
|
0.618 |
3.655 |
|
1.000 |
3.613 |
|
1.618 |
3.545 |
|
2.618 |
3.435 |
|
4.250 |
3.256 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.778 |
3.810 |
| PP |
3.772 |
3.794 |
| S1 |
3.767 |
3.777 |
|