NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.763 |
3.750 |
-0.013 |
-0.3% |
3.968 |
| High |
3.779 |
3.765 |
-0.014 |
-0.4% |
4.017 |
| Low |
3.717 |
3.722 |
0.005 |
0.1% |
3.819 |
| Close |
3.733 |
3.752 |
0.019 |
0.5% |
3.829 |
| Range |
0.062 |
0.043 |
-0.019 |
-30.6% |
0.198 |
| ATR |
0.098 |
0.094 |
-0.004 |
-4.0% |
0.000 |
| Volume |
17,407 |
13,617 |
-3,790 |
-21.8% |
41,969 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.875 |
3.857 |
3.776 |
|
| R3 |
3.832 |
3.814 |
3.764 |
|
| R2 |
3.789 |
3.789 |
3.760 |
|
| R1 |
3.771 |
3.771 |
3.756 |
3.780 |
| PP |
3.746 |
3.746 |
3.746 |
3.751 |
| S1 |
3.728 |
3.728 |
3.748 |
3.737 |
| S2 |
3.703 |
3.703 |
3.744 |
|
| S3 |
3.660 |
3.685 |
3.740 |
|
| S4 |
3.617 |
3.642 |
3.728 |
|
|
| 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 |
3.991 |
3.705 |
0.286 |
7.6% |
0.076 |
2.0% |
16% |
False |
False |
10,678 |
| 10 |
4.061 |
3.705 |
0.356 |
9.5% |
0.088 |
2.3% |
13% |
False |
False |
10,763 |
| 20 |
4.061 |
3.705 |
0.356 |
9.5% |
0.097 |
2.6% |
13% |
False |
False |
10,267 |
| 40 |
4.264 |
3.705 |
0.559 |
14.9% |
0.091 |
2.4% |
8% |
False |
False |
9,056 |
| 60 |
4.583 |
3.705 |
0.878 |
23.4% |
0.092 |
2.4% |
5% |
False |
False |
7,946 |
| 80 |
4.744 |
3.705 |
1.039 |
27.7% |
0.097 |
2.6% |
5% |
False |
False |
8,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.948 |
|
2.618 |
3.878 |
|
1.618 |
3.835 |
|
1.000 |
3.808 |
|
0.618 |
3.792 |
|
HIGH |
3.765 |
|
0.618 |
3.749 |
|
0.500 |
3.744 |
|
0.382 |
3.738 |
|
LOW |
3.722 |
|
0.618 |
3.695 |
|
1.000 |
3.679 |
|
1.618 |
3.652 |
|
2.618 |
3.609 |
|
4.250 |
3.539 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.749 |
3.753 |
| PP |
3.746 |
3.752 |
| S1 |
3.744 |
3.752 |
|