NYMEX Natural Gas Future December 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 |
4.033 |
3.968 |
-0.065 |
-1.6% |
3.924 |
| High |
4.033 |
3.971 |
-0.062 |
-1.5% |
4.061 |
| Low |
3.978 |
3.880 |
-0.098 |
-2.5% |
3.806 |
| Close |
4.012 |
3.919 |
-0.093 |
-2.3% |
4.012 |
| Range |
0.055 |
0.091 |
0.036 |
65.5% |
0.255 |
| ATR |
0.101 |
0.103 |
0.002 |
2.2% |
0.000 |
| Volume |
20,234 |
11,979 |
-8,255 |
-40.8% |
54,477 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.196 |
4.149 |
3.969 |
|
| R3 |
4.105 |
4.058 |
3.944 |
|
| R2 |
4.014 |
4.014 |
3.936 |
|
| R1 |
3.967 |
3.967 |
3.927 |
3.945 |
| PP |
3.923 |
3.923 |
3.923 |
3.913 |
| S1 |
3.876 |
3.876 |
3.911 |
3.854 |
| S2 |
3.832 |
3.832 |
3.902 |
|
| S3 |
3.741 |
3.785 |
3.894 |
|
| S4 |
3.650 |
3.694 |
3.869 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.725 |
4.623 |
4.152 |
|
| R3 |
4.470 |
4.368 |
4.082 |
|
| R2 |
4.215 |
4.215 |
4.059 |
|
| R1 |
4.113 |
4.113 |
4.035 |
4.164 |
| PP |
3.960 |
3.960 |
3.960 |
3.985 |
| S1 |
3.858 |
3.858 |
3.989 |
3.909 |
| S2 |
3.705 |
3.705 |
3.965 |
|
| S3 |
3.450 |
3.603 |
3.942 |
|
| S4 |
3.195 |
3.348 |
3.872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.061 |
3.859 |
0.202 |
5.2% |
0.099 |
2.5% |
30% |
False |
False |
11,964 |
| 10 |
4.061 |
3.806 |
0.255 |
6.5% |
0.105 |
2.7% |
44% |
False |
False |
10,223 |
| 20 |
4.079 |
3.780 |
0.299 |
7.6% |
0.101 |
2.6% |
46% |
False |
False |
10,109 |
| 40 |
4.583 |
3.780 |
0.803 |
20.5% |
0.094 |
2.4% |
17% |
False |
False |
8,392 |
| 60 |
4.744 |
3.780 |
0.964 |
24.6% |
0.098 |
2.5% |
14% |
False |
False |
7,845 |
| 80 |
4.744 |
3.780 |
0.964 |
24.6% |
0.099 |
2.5% |
14% |
False |
False |
8,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.358 |
|
2.618 |
4.209 |
|
1.618 |
4.118 |
|
1.000 |
4.062 |
|
0.618 |
4.027 |
|
HIGH |
3.971 |
|
0.618 |
3.936 |
|
0.500 |
3.926 |
|
0.382 |
3.915 |
|
LOW |
3.880 |
|
0.618 |
3.824 |
|
1.000 |
3.789 |
|
1.618 |
3.733 |
|
2.618 |
3.642 |
|
4.250 |
3.493 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.926 |
3.969 |
| PP |
3.923 |
3.952 |
| S1 |
3.921 |
3.936 |
|