NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.671 |
3.623 |
-0.048 |
-1.3% |
3.626 |
| High |
3.683 |
3.835 |
0.152 |
4.1% |
3.787 |
| Low |
3.607 |
3.606 |
-0.001 |
0.0% |
3.574 |
| Close |
3.629 |
3.812 |
0.183 |
5.0% |
3.644 |
| Range |
0.076 |
0.229 |
0.153 |
201.3% |
0.213 |
| ATR |
0.115 |
0.123 |
0.008 |
7.1% |
0.000 |
| Volume |
107,568 |
162,487 |
54,919 |
51.1% |
547,165 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.438 |
4.354 |
3.938 |
|
| R3 |
4.209 |
4.125 |
3.875 |
|
| R2 |
3.980 |
3.980 |
3.854 |
|
| R1 |
3.896 |
3.896 |
3.833 |
3.938 |
| PP |
3.751 |
3.751 |
3.751 |
3.772 |
| S1 |
3.667 |
3.667 |
3.791 |
3.709 |
| S2 |
3.522 |
3.522 |
3.770 |
|
| S3 |
3.293 |
3.438 |
3.749 |
|
| S4 |
3.064 |
3.209 |
3.686 |
|
|
| 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 |
3.835 |
3.546 |
0.289 |
7.6% |
0.130 |
3.4% |
92% |
True |
False |
120,471 |
| 10 |
3.835 |
3.546 |
0.289 |
7.6% |
0.133 |
3.5% |
92% |
True |
False |
113,861 |
| 20 |
3.985 |
3.526 |
0.459 |
12.0% |
0.124 |
3.3% |
62% |
False |
False |
108,107 |
| 40 |
4.377 |
3.526 |
0.851 |
22.3% |
0.114 |
3.0% |
34% |
False |
False |
75,145 |
| 60 |
4.525 |
3.526 |
0.999 |
26.2% |
0.118 |
3.1% |
29% |
False |
False |
57,687 |
| 80 |
4.525 |
3.526 |
0.999 |
26.2% |
0.118 |
3.1% |
29% |
False |
False |
47,607 |
| 100 |
4.525 |
3.526 |
0.999 |
26.2% |
0.112 |
2.9% |
29% |
False |
False |
40,610 |
| 120 |
4.525 |
3.404 |
1.121 |
29.4% |
0.107 |
2.8% |
36% |
False |
False |
34,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.808 |
|
2.618 |
4.435 |
|
1.618 |
4.206 |
|
1.000 |
4.064 |
|
0.618 |
3.977 |
|
HIGH |
3.835 |
|
0.618 |
3.748 |
|
0.500 |
3.721 |
|
0.382 |
3.693 |
|
LOW |
3.606 |
|
0.618 |
3.464 |
|
1.000 |
3.377 |
|
1.618 |
3.235 |
|
2.618 |
3.006 |
|
4.250 |
2.633 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.782 |
3.782 |
| PP |
3.751 |
3.751 |
| S1 |
3.721 |
3.721 |
|