NYMEX Natural Gas Future January 2014
| 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 |
3.960 |
3.887 |
-0.073 |
-1.8% |
4.054 |
| High |
3.964 |
3.887 |
-0.077 |
-1.9% |
4.094 |
| Low |
3.902 |
3.792 |
-0.110 |
-2.8% |
3.902 |
| Close |
3.913 |
3.845 |
-0.068 |
-1.7% |
3.913 |
| Range |
0.062 |
0.095 |
0.033 |
53.2% |
0.192 |
| ATR |
0.099 |
0.101 |
0.002 |
1.6% |
0.000 |
| Volume |
20,162 |
19,031 |
-1,131 |
-5.6% |
80,888 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.126 |
4.081 |
3.897 |
|
| R3 |
4.031 |
3.986 |
3.871 |
|
| R2 |
3.936 |
3.936 |
3.862 |
|
| R1 |
3.891 |
3.891 |
3.854 |
3.866 |
| PP |
3.841 |
3.841 |
3.841 |
3.829 |
| S1 |
3.796 |
3.796 |
3.836 |
3.771 |
| S2 |
3.746 |
3.746 |
3.828 |
|
| S3 |
3.651 |
3.701 |
3.819 |
|
| S4 |
3.556 |
3.606 |
3.793 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.546 |
4.421 |
4.019 |
|
| R3 |
4.354 |
4.229 |
3.966 |
|
| R2 |
4.162 |
4.162 |
3.948 |
|
| R1 |
4.037 |
4.037 |
3.931 |
4.004 |
| PP |
3.970 |
3.970 |
3.970 |
3.953 |
| S1 |
3.845 |
3.845 |
3.895 |
3.812 |
| S2 |
3.778 |
3.778 |
3.878 |
|
| S3 |
3.586 |
3.653 |
3.860 |
|
| S4 |
3.394 |
3.461 |
3.807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.094 |
3.792 |
0.302 |
7.9% |
0.086 |
2.2% |
18% |
False |
True |
16,355 |
| 10 |
4.137 |
3.792 |
0.345 |
9.0% |
0.092 |
2.4% |
15% |
False |
True |
18,587 |
| 20 |
4.137 |
3.792 |
0.345 |
9.0% |
0.095 |
2.5% |
15% |
False |
True |
17,790 |
| 40 |
4.360 |
3.792 |
0.568 |
14.8% |
0.090 |
2.3% |
9% |
False |
True |
18,373 |
| 60 |
4.665 |
3.792 |
0.873 |
22.7% |
0.092 |
2.4% |
6% |
False |
True |
18,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.291 |
|
2.618 |
4.136 |
|
1.618 |
4.041 |
|
1.000 |
3.982 |
|
0.618 |
3.946 |
|
HIGH |
3.887 |
|
0.618 |
3.851 |
|
0.500 |
3.840 |
|
0.382 |
3.828 |
|
LOW |
3.792 |
|
0.618 |
3.733 |
|
1.000 |
3.697 |
|
1.618 |
3.638 |
|
2.618 |
3.543 |
|
4.250 |
3.388 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.843 |
3.933 |
| PP |
3.841 |
3.904 |
| S1 |
3.840 |
3.874 |
|