NYMEX Natural Gas Future December 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 |
3.800 |
3.763 |
-0.037 |
-1.0% |
3.968 |
| High |
3.800 |
3.779 |
-0.021 |
-0.6% |
4.017 |
| Low |
3.705 |
3.717 |
0.012 |
0.3% |
3.819 |
| Close |
3.759 |
3.733 |
-0.026 |
-0.7% |
3.829 |
| Range |
0.095 |
0.062 |
-0.033 |
-34.7% |
0.198 |
| ATR |
0.101 |
0.098 |
-0.003 |
-2.8% |
0.000 |
| Volume |
8,165 |
17,407 |
9,242 |
113.2% |
41,969 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.929 |
3.893 |
3.767 |
|
| R3 |
3.867 |
3.831 |
3.750 |
|
| R2 |
3.805 |
3.805 |
3.744 |
|
| R1 |
3.769 |
3.769 |
3.739 |
3.756 |
| PP |
3.743 |
3.743 |
3.743 |
3.737 |
| S1 |
3.707 |
3.707 |
3.727 |
3.694 |
| S2 |
3.681 |
3.681 |
3.722 |
|
| S3 |
3.619 |
3.645 |
3.716 |
|
| S4 |
3.557 |
3.583 |
3.699 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.482 |
4.354 |
3.938 |
|
| R3 |
4.284 |
4.156 |
3.883 |
|
| R2 |
4.086 |
4.086 |
3.865 |
|
| R1 |
3.958 |
3.958 |
3.847 |
3.923 |
| PP |
3.888 |
3.888 |
3.888 |
3.871 |
| S1 |
3.760 |
3.760 |
3.811 |
3.725 |
| S2 |
3.690 |
3.690 |
3.793 |
|
| S3 |
3.492 |
3.562 |
3.775 |
|
| S4 |
3.294 |
3.364 |
3.720 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.017 |
3.705 |
0.312 |
8.4% |
0.083 |
2.2% |
9% |
False |
False |
9,214 |
| 10 |
4.061 |
3.705 |
0.356 |
9.5% |
0.090 |
2.4% |
8% |
False |
False |
10,336 |
| 20 |
4.061 |
3.705 |
0.356 |
9.5% |
0.099 |
2.6% |
8% |
False |
False |
10,003 |
| 40 |
4.264 |
3.705 |
0.559 |
15.0% |
0.091 |
2.4% |
5% |
False |
False |
8,909 |
| 60 |
4.583 |
3.705 |
0.878 |
23.5% |
0.092 |
2.5% |
3% |
False |
False |
7,808 |
| 80 |
4.744 |
3.705 |
1.039 |
27.8% |
0.098 |
2.6% |
3% |
False |
False |
8,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.043 |
|
2.618 |
3.941 |
|
1.618 |
3.879 |
|
1.000 |
3.841 |
|
0.618 |
3.817 |
|
HIGH |
3.779 |
|
0.618 |
3.755 |
|
0.500 |
3.748 |
|
0.382 |
3.741 |
|
LOW |
3.717 |
|
0.618 |
3.679 |
|
1.000 |
3.655 |
|
1.618 |
3.617 |
|
2.618 |
3.555 |
|
4.250 |
3.454 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.748 |
3.804 |
| PP |
3.743 |
3.780 |
| S1 |
3.738 |
3.757 |
|