NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.700 |
3.732 |
0.032 |
0.9% |
3.650 |
| High |
3.762 |
3.780 |
0.018 |
0.5% |
3.835 |
| Low |
3.659 |
3.689 |
0.030 |
0.8% |
3.546 |
| Close |
3.743 |
3.698 |
-0.045 |
-1.2% |
3.789 |
| Range |
0.103 |
0.091 |
-0.012 |
-11.7% |
0.289 |
| ATR |
0.120 |
0.118 |
-0.002 |
-1.7% |
0.000 |
| Volume |
102,539 |
87,587 |
-14,952 |
-14.6% |
599,359 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.995 |
3.938 |
3.748 |
|
| R3 |
3.904 |
3.847 |
3.723 |
|
| R2 |
3.813 |
3.813 |
3.715 |
|
| R1 |
3.756 |
3.756 |
3.706 |
3.739 |
| PP |
3.722 |
3.722 |
3.722 |
3.714 |
| S1 |
3.665 |
3.665 |
3.690 |
3.648 |
| S2 |
3.631 |
3.631 |
3.681 |
|
| S3 |
3.540 |
3.574 |
3.673 |
|
| S4 |
3.449 |
3.483 |
3.648 |
|
|
| 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% |
0.122 |
3.3% |
40% |
False |
False |
110,247 |
| 10 |
3.835 |
3.546 |
0.289 |
7.8% |
0.116 |
3.1% |
53% |
False |
False |
112,722 |
| 20 |
3.835 |
3.526 |
0.309 |
8.4% |
0.119 |
3.2% |
56% |
False |
False |
110,555 |
| 40 |
4.249 |
3.526 |
0.723 |
19.6% |
0.112 |
3.0% |
24% |
False |
False |
82,858 |
| 60 |
4.525 |
3.526 |
0.999 |
27.0% |
0.115 |
3.1% |
17% |
False |
False |
63,184 |
| 80 |
4.525 |
3.526 |
0.999 |
27.0% |
0.117 |
3.2% |
17% |
False |
False |
51,813 |
| 100 |
4.525 |
3.526 |
0.999 |
27.0% |
0.112 |
3.0% |
17% |
False |
False |
44,116 |
| 120 |
4.525 |
3.404 |
1.121 |
30.3% |
0.107 |
2.9% |
26% |
False |
False |
37,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.167 |
|
2.618 |
4.018 |
|
1.618 |
3.927 |
|
1.000 |
3.871 |
|
0.618 |
3.836 |
|
HIGH |
3.780 |
|
0.618 |
3.745 |
|
0.500 |
3.735 |
|
0.382 |
3.724 |
|
LOW |
3.689 |
|
0.618 |
3.633 |
|
1.000 |
3.598 |
|
1.618 |
3.542 |
|
2.618 |
3.451 |
|
4.250 |
3.302 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.735 |
3.710 |
| PP |
3.722 |
3.706 |
| S1 |
3.710 |
3.702 |
|