NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.630 |
3.587 |
-0.043 |
-1.2% |
3.828 |
| High |
3.630 |
3.605 |
-0.025 |
-0.7% |
3.864 |
| Low |
3.534 |
3.540 |
0.006 |
0.2% |
3.654 |
| Close |
3.586 |
3.555 |
-0.031 |
-0.9% |
3.664 |
| Range |
0.096 |
0.065 |
-0.031 |
-32.3% |
0.210 |
| ATR |
0.106 |
0.103 |
-0.003 |
-2.8% |
0.000 |
| Volume |
19,641 |
31,582 |
11,941 |
60.8% |
67,103 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.762 |
3.723 |
3.591 |
|
| R3 |
3.697 |
3.658 |
3.573 |
|
| R2 |
3.632 |
3.632 |
3.567 |
|
| R1 |
3.593 |
3.593 |
3.561 |
3.580 |
| PP |
3.567 |
3.567 |
3.567 |
3.560 |
| S1 |
3.528 |
3.528 |
3.549 |
3.515 |
| S2 |
3.502 |
3.502 |
3.543 |
|
| S3 |
3.437 |
3.463 |
3.537 |
|
| S4 |
3.372 |
3.398 |
3.519 |
|
|
| 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 |
9.3% |
0.087 |
2.5% |
6% |
False |
False |
18,569 |
| 10 |
3.910 |
3.534 |
0.376 |
10.6% |
0.096 |
2.7% |
6% |
False |
False |
16,555 |
| 20 |
3.910 |
3.534 |
0.376 |
10.6% |
0.103 |
2.9% |
6% |
False |
False |
15,575 |
| 40 |
4.115 |
3.534 |
0.581 |
16.3% |
0.094 |
2.7% |
4% |
False |
False |
13,989 |
| 60 |
4.442 |
3.534 |
0.908 |
25.5% |
0.095 |
2.7% |
2% |
False |
False |
12,191 |
| 80 |
4.594 |
3.534 |
1.060 |
29.8% |
0.100 |
2.8% |
2% |
False |
False |
11,658 |
| 100 |
4.594 |
3.534 |
1.060 |
29.8% |
0.097 |
2.7% |
2% |
False |
False |
11,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.881 |
|
2.618 |
3.775 |
|
1.618 |
3.710 |
|
1.000 |
3.670 |
|
0.618 |
3.645 |
|
HIGH |
3.605 |
|
0.618 |
3.580 |
|
0.500 |
3.573 |
|
0.382 |
3.565 |
|
LOW |
3.540 |
|
0.618 |
3.500 |
|
1.000 |
3.475 |
|
1.618 |
3.435 |
|
2.618 |
3.370 |
|
4.250 |
3.264 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.573 |
3.638 |
| PP |
3.567 |
3.610 |
| S1 |
3.561 |
3.583 |
|