NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.663 |
3.614 |
-0.049 |
-1.3% |
3.626 |
| High |
3.702 |
3.692 |
-0.010 |
-0.3% |
3.787 |
| Low |
3.574 |
3.600 |
0.026 |
0.7% |
3.574 |
| Close |
3.613 |
3.644 |
0.031 |
0.9% |
3.644 |
| Range |
0.128 |
0.092 |
-0.036 |
-28.1% |
0.213 |
| ATR |
0.119 |
0.117 |
-0.002 |
-1.6% |
0.000 |
| Volume |
136,116 |
88,914 |
-47,202 |
-34.7% |
547,165 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.921 |
3.875 |
3.695 |
|
| R3 |
3.829 |
3.783 |
3.669 |
|
| R2 |
3.737 |
3.737 |
3.661 |
|
| R1 |
3.691 |
3.691 |
3.652 |
3.714 |
| PP |
3.645 |
3.645 |
3.645 |
3.657 |
| S1 |
3.599 |
3.599 |
3.636 |
3.622 |
| S2 |
3.553 |
3.553 |
3.627 |
|
| S3 |
3.461 |
3.507 |
3.619 |
|
| S4 |
3.369 |
3.415 |
3.593 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.307 |
4.189 |
3.761 |
|
| R3 |
4.094 |
3.976 |
3.703 |
|
| R2 |
3.881 |
3.881 |
3.683 |
|
| R1 |
3.763 |
3.763 |
3.664 |
3.822 |
| PP |
3.668 |
3.668 |
3.668 |
3.698 |
| S1 |
3.550 |
3.550 |
3.624 |
3.609 |
| S2 |
3.455 |
3.455 |
3.605 |
|
| S3 |
3.242 |
3.337 |
3.585 |
|
| S4 |
3.029 |
3.124 |
3.527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.787 |
3.574 |
0.213 |
5.8% |
0.130 |
3.6% |
33% |
False |
False |
109,433 |
| 10 |
3.787 |
3.526 |
0.261 |
7.2% |
0.117 |
3.2% |
45% |
False |
False |
101,254 |
| 20 |
4.003 |
3.526 |
0.477 |
13.1% |
0.118 |
3.2% |
25% |
False |
False |
94,331 |
| 40 |
4.377 |
3.526 |
0.851 |
23.4% |
0.115 |
3.1% |
14% |
False |
False |
65,013 |
| 60 |
4.525 |
3.526 |
0.999 |
27.4% |
0.117 |
3.2% |
12% |
False |
False |
50,242 |
| 80 |
4.525 |
3.526 |
0.999 |
27.4% |
0.116 |
3.2% |
12% |
False |
False |
41,781 |
| 100 |
4.525 |
3.473 |
1.052 |
28.9% |
0.109 |
3.0% |
16% |
False |
False |
35,721 |
| 120 |
4.525 |
3.404 |
1.121 |
30.8% |
0.105 |
2.9% |
21% |
False |
False |
30,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.083 |
|
2.618 |
3.933 |
|
1.618 |
3.841 |
|
1.000 |
3.784 |
|
0.618 |
3.749 |
|
HIGH |
3.692 |
|
0.618 |
3.657 |
|
0.500 |
3.646 |
|
0.382 |
3.635 |
|
LOW |
3.600 |
|
0.618 |
3.543 |
|
1.000 |
3.508 |
|
1.618 |
3.451 |
|
2.618 |
3.359 |
|
4.250 |
3.209 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.646 |
3.681 |
| PP |
3.645 |
3.668 |
| S1 |
3.645 |
3.656 |
|