NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.623 |
3.813 |
0.190 |
5.2% |
3.650 |
| High |
3.835 |
3.827 |
-0.008 |
-0.2% |
3.835 |
| Low |
3.606 |
3.761 |
0.155 |
4.3% |
3.546 |
| Close |
3.812 |
3.789 |
-0.023 |
-0.6% |
3.789 |
| Range |
0.229 |
0.066 |
-0.163 |
-71.2% |
0.289 |
| ATR |
0.123 |
0.119 |
-0.004 |
-3.3% |
0.000 |
| Volume |
162,487 |
85,916 |
-76,571 |
-47.1% |
599,359 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.990 |
3.956 |
3.825 |
|
| R3 |
3.924 |
3.890 |
3.807 |
|
| R2 |
3.858 |
3.858 |
3.801 |
|
| R1 |
3.824 |
3.824 |
3.795 |
3.808 |
| PP |
3.792 |
3.792 |
3.792 |
3.785 |
| S1 |
3.758 |
3.758 |
3.783 |
3.742 |
| S2 |
3.726 |
3.726 |
3.777 |
|
| S3 |
3.660 |
3.692 |
3.771 |
|
| S4 |
3.594 |
3.626 |
3.753 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.590 |
4.479 |
3.948 |
|
| R3 |
4.301 |
4.190 |
3.868 |
|
| R2 |
4.012 |
4.012 |
3.842 |
|
| R1 |
3.901 |
3.901 |
3.815 |
3.957 |
| PP |
3.723 |
3.723 |
3.723 |
3.751 |
| S1 |
3.612 |
3.612 |
3.763 |
3.668 |
| S2 |
3.434 |
3.434 |
3.736 |
|
| S3 |
3.145 |
3.323 |
3.710 |
|
| S4 |
2.856 |
3.034 |
3.630 |
|
|
| 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% |
0.125 |
3.3% |
84% |
False |
False |
119,871 |
| 10 |
3.835 |
3.546 |
0.289 |
7.6% |
0.127 |
3.4% |
84% |
False |
False |
114,652 |
| 20 |
3.925 |
3.526 |
0.399 |
10.5% |
0.121 |
3.2% |
66% |
False |
False |
108,251 |
| 40 |
4.377 |
3.526 |
0.851 |
22.5% |
0.114 |
3.0% |
31% |
False |
False |
76,700 |
| 60 |
4.525 |
3.526 |
0.999 |
26.4% |
0.117 |
3.1% |
26% |
False |
False |
58,832 |
| 80 |
4.525 |
3.526 |
0.999 |
26.4% |
0.118 |
3.1% |
26% |
False |
False |
48,531 |
| 100 |
4.525 |
3.526 |
0.999 |
26.4% |
0.112 |
3.0% |
26% |
False |
False |
41,395 |
| 120 |
4.525 |
3.404 |
1.121 |
29.6% |
0.106 |
2.8% |
34% |
False |
False |
35,471 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.108 |
|
2.618 |
4.000 |
|
1.618 |
3.934 |
|
1.000 |
3.893 |
|
0.618 |
3.868 |
|
HIGH |
3.827 |
|
0.618 |
3.802 |
|
0.500 |
3.794 |
|
0.382 |
3.786 |
|
LOW |
3.761 |
|
0.618 |
3.720 |
|
1.000 |
3.695 |
|
1.618 |
3.654 |
|
2.618 |
3.588 |
|
4.250 |
3.481 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.794 |
3.766 |
| PP |
3.792 |
3.743 |
| S1 |
3.791 |
3.721 |
|