NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.742 |
3.630 |
-0.112 |
-3.0% |
3.828 |
| High |
3.742 |
3.630 |
-0.112 |
-3.0% |
3.864 |
| Low |
3.654 |
3.534 |
-0.120 |
-3.3% |
3.654 |
| Close |
3.664 |
3.586 |
-0.078 |
-2.1% |
3.664 |
| Range |
0.088 |
0.096 |
0.008 |
9.1% |
0.210 |
| ATR |
0.104 |
0.106 |
0.002 |
1.8% |
0.000 |
| Volume |
19,771 |
19,641 |
-130 |
-0.7% |
67,103 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.871 |
3.825 |
3.639 |
|
| R3 |
3.775 |
3.729 |
3.612 |
|
| R2 |
3.679 |
3.679 |
3.604 |
|
| R1 |
3.633 |
3.633 |
3.595 |
3.608 |
| PP |
3.583 |
3.583 |
3.583 |
3.571 |
| S1 |
3.537 |
3.537 |
3.577 |
3.512 |
| S2 |
3.487 |
3.487 |
3.568 |
|
| S3 |
3.391 |
3.441 |
3.560 |
|
| S4 |
3.295 |
3.345 |
3.533 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.357 |
4.221 |
3.780 |
|
| R3 |
4.147 |
4.011 |
3.722 |
|
| R2 |
3.937 |
3.937 |
3.703 |
|
| R1 |
3.801 |
3.801 |
3.683 |
3.764 |
| PP |
3.727 |
3.727 |
3.727 |
3.709 |
| S1 |
3.591 |
3.591 |
3.645 |
3.554 |
| S2 |
3.517 |
3.517 |
3.626 |
|
| S3 |
3.307 |
3.381 |
3.606 |
|
| S4 |
3.097 |
3.171 |
3.549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.864 |
3.534 |
0.330 |
9.2% |
0.094 |
2.6% |
16% |
False |
True |
15,113 |
| 10 |
3.910 |
3.534 |
0.376 |
10.5% |
0.099 |
2.8% |
14% |
False |
True |
14,679 |
| 20 |
3.910 |
3.534 |
0.376 |
10.5% |
0.103 |
2.9% |
14% |
False |
True |
14,976 |
| 40 |
4.127 |
3.534 |
0.593 |
16.5% |
0.094 |
2.6% |
9% |
False |
True |
13,396 |
| 60 |
4.442 |
3.534 |
0.908 |
25.3% |
0.095 |
2.6% |
6% |
False |
True |
11,890 |
| 80 |
4.594 |
3.534 |
1.060 |
29.6% |
0.101 |
2.8% |
5% |
False |
True |
11,362 |
| 100 |
4.594 |
3.534 |
1.060 |
29.6% |
0.097 |
2.7% |
5% |
False |
True |
10,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.038 |
|
2.618 |
3.881 |
|
1.618 |
3.785 |
|
1.000 |
3.726 |
|
0.618 |
3.689 |
|
HIGH |
3.630 |
|
0.618 |
3.593 |
|
0.500 |
3.582 |
|
0.382 |
3.571 |
|
LOW |
3.534 |
|
0.618 |
3.475 |
|
1.000 |
3.438 |
|
1.618 |
3.379 |
|
2.618 |
3.283 |
|
4.250 |
3.126 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.585 |
3.685 |
| PP |
3.583 |
3.652 |
| S1 |
3.582 |
3.619 |
|