NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.813 |
3.750 |
-0.063 |
-1.7% |
3.650 |
| High |
3.827 |
3.763 |
-0.064 |
-1.7% |
3.835 |
| Low |
3.761 |
3.640 |
-0.121 |
-3.2% |
3.546 |
| Close |
3.789 |
3.677 |
-0.112 |
-3.0% |
3.789 |
| Range |
0.066 |
0.123 |
0.057 |
86.4% |
0.289 |
| ATR |
0.119 |
0.121 |
0.002 |
1.8% |
0.000 |
| Volume |
85,916 |
112,707 |
26,791 |
31.2% |
599,359 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.062 |
3.993 |
3.745 |
|
| R3 |
3.939 |
3.870 |
3.711 |
|
| R2 |
3.816 |
3.816 |
3.700 |
|
| R1 |
3.747 |
3.747 |
3.688 |
3.720 |
| PP |
3.693 |
3.693 |
3.693 |
3.680 |
| S1 |
3.624 |
3.624 |
3.666 |
3.597 |
| S2 |
3.570 |
3.570 |
3.654 |
|
| S3 |
3.447 |
3.501 |
3.643 |
|
| S4 |
3.324 |
3.378 |
3.609 |
|
|
| 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 |
3.606 |
0.229 |
6.2% |
0.121 |
3.3% |
31% |
False |
False |
115,244 |
| 10 |
3.835 |
3.546 |
0.289 |
7.9% |
0.124 |
3.4% |
45% |
False |
False |
115,048 |
| 20 |
3.842 |
3.526 |
0.316 |
8.6% |
0.120 |
3.3% |
48% |
False |
False |
109,849 |
| 40 |
4.377 |
3.526 |
0.851 |
23.1% |
0.114 |
3.1% |
18% |
False |
False |
79,129 |
| 60 |
4.525 |
3.526 |
0.999 |
27.2% |
0.118 |
3.2% |
15% |
False |
False |
60,492 |
| 80 |
4.525 |
3.526 |
0.999 |
27.2% |
0.118 |
3.2% |
15% |
False |
False |
49,817 |
| 100 |
4.525 |
3.526 |
0.999 |
27.2% |
0.112 |
3.0% |
15% |
False |
False |
42,463 |
| 120 |
4.525 |
3.404 |
1.121 |
30.5% |
0.107 |
2.9% |
24% |
False |
False |
36,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.286 |
|
2.618 |
4.085 |
|
1.618 |
3.962 |
|
1.000 |
3.886 |
|
0.618 |
3.839 |
|
HIGH |
3.763 |
|
0.618 |
3.716 |
|
0.500 |
3.702 |
|
0.382 |
3.687 |
|
LOW |
3.640 |
|
0.618 |
3.564 |
|
1.000 |
3.517 |
|
1.618 |
3.441 |
|
2.618 |
3.318 |
|
4.250 |
3.117 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.702 |
3.721 |
| PP |
3.693 |
3.706 |
| S1 |
3.685 |
3.692 |
|