NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.614 |
3.650 |
0.036 |
1.0% |
3.626 |
| High |
3.692 |
3.689 |
-0.003 |
-0.1% |
3.787 |
| Low |
3.600 |
3.546 |
-0.054 |
-1.5% |
3.574 |
| Close |
3.644 |
3.674 |
0.030 |
0.8% |
3.644 |
| Range |
0.092 |
0.143 |
0.051 |
55.4% |
0.213 |
| ATR |
0.117 |
0.119 |
0.002 |
1.6% |
0.000 |
| Volume |
88,914 |
135,846 |
46,932 |
52.8% |
547,165 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.065 |
4.013 |
3.753 |
|
| R3 |
3.922 |
3.870 |
3.713 |
|
| R2 |
3.779 |
3.779 |
3.700 |
|
| R1 |
3.727 |
3.727 |
3.687 |
3.753 |
| PP |
3.636 |
3.636 |
3.636 |
3.650 |
| S1 |
3.584 |
3.584 |
3.661 |
3.610 |
| S2 |
3.493 |
3.493 |
3.648 |
|
| S3 |
3.350 |
3.441 |
3.635 |
|
| S4 |
3.207 |
3.298 |
3.595 |
|
|
| 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 |
3.546 |
0.241 |
6.6% |
0.128 |
3.5% |
53% |
False |
True |
114,852 |
| 10 |
3.787 |
3.531 |
0.256 |
7.0% |
0.122 |
3.3% |
56% |
False |
False |
103,638 |
| 20 |
4.003 |
3.526 |
0.477 |
13.0% |
0.121 |
3.3% |
31% |
False |
False |
98,788 |
| 40 |
4.377 |
3.526 |
0.851 |
23.2% |
0.113 |
3.1% |
17% |
False |
False |
67,945 |
| 60 |
4.525 |
3.526 |
0.999 |
27.2% |
0.116 |
3.2% |
15% |
False |
False |
52,288 |
| 80 |
4.525 |
3.526 |
0.999 |
27.2% |
0.117 |
3.2% |
15% |
False |
False |
43,338 |
| 100 |
4.525 |
3.473 |
1.052 |
28.6% |
0.110 |
3.0% |
19% |
False |
False |
37,012 |
| 120 |
4.525 |
3.404 |
1.121 |
30.5% |
0.105 |
2.9% |
24% |
False |
False |
31,776 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.297 |
|
2.618 |
4.063 |
|
1.618 |
3.920 |
|
1.000 |
3.832 |
|
0.618 |
3.777 |
|
HIGH |
3.689 |
|
0.618 |
3.634 |
|
0.500 |
3.618 |
|
0.382 |
3.601 |
|
LOW |
3.546 |
|
0.618 |
3.458 |
|
1.000 |
3.403 |
|
1.618 |
3.315 |
|
2.618 |
3.172 |
|
4.250 |
2.938 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.655 |
3.657 |
| PP |
3.636 |
3.641 |
| S1 |
3.618 |
3.624 |
|