NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.650 |
3.686 |
0.036 |
1.0% |
3.626 |
| High |
3.689 |
3.718 |
0.029 |
0.8% |
3.787 |
| Low |
3.546 |
3.608 |
0.062 |
1.7% |
3.574 |
| Close |
3.674 |
3.677 |
0.003 |
0.1% |
3.644 |
| Range |
0.143 |
0.110 |
-0.033 |
-23.1% |
0.213 |
| ATR |
0.119 |
0.118 |
-0.001 |
-0.5% |
0.000 |
| Volume |
135,846 |
107,542 |
-28,304 |
-20.8% |
547,165 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.998 |
3.947 |
3.738 |
|
| R3 |
3.888 |
3.837 |
3.707 |
|
| R2 |
3.778 |
3.778 |
3.697 |
|
| R1 |
3.727 |
3.727 |
3.687 |
3.698 |
| PP |
3.668 |
3.668 |
3.668 |
3.653 |
| S1 |
3.617 |
3.617 |
3.667 |
3.588 |
| S2 |
3.558 |
3.558 |
3.657 |
|
| S3 |
3.448 |
3.507 |
3.647 |
|
| S4 |
3.338 |
3.397 |
3.617 |
|
|
| 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% |
0.126 |
3.4% |
54% |
False |
False |
114,602 |
| 10 |
3.787 |
3.546 |
0.241 |
6.6% |
0.125 |
3.4% |
54% |
False |
False |
106,216 |
| 20 |
4.003 |
3.526 |
0.477 |
13.0% |
0.117 |
3.2% |
32% |
False |
False |
101,143 |
| 40 |
4.377 |
3.526 |
0.851 |
23.1% |
0.111 |
3.0% |
18% |
False |
False |
69,870 |
| 60 |
4.525 |
3.526 |
0.999 |
27.2% |
0.117 |
3.2% |
15% |
False |
False |
53,579 |
| 80 |
4.525 |
3.526 |
0.999 |
27.2% |
0.117 |
3.2% |
15% |
False |
False |
44,567 |
| 100 |
4.525 |
3.484 |
1.041 |
28.3% |
0.110 |
3.0% |
19% |
False |
False |
38,036 |
| 120 |
4.525 |
3.404 |
1.121 |
30.5% |
0.106 |
2.9% |
24% |
False |
False |
32,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.186 |
|
2.618 |
4.006 |
|
1.618 |
3.896 |
|
1.000 |
3.828 |
|
0.618 |
3.786 |
|
HIGH |
3.718 |
|
0.618 |
3.676 |
|
0.500 |
3.663 |
|
0.382 |
3.650 |
|
LOW |
3.608 |
|
0.618 |
3.540 |
|
1.000 |
3.498 |
|
1.618 |
3.430 |
|
2.618 |
3.320 |
|
4.250 |
3.141 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.672 |
3.662 |
| PP |
3.668 |
3.647 |
| S1 |
3.663 |
3.632 |
|