NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.701 |
3.651 |
-0.050 |
-1.4% |
3.750 |
| High |
3.759 |
3.654 |
-0.105 |
-2.8% |
3.780 |
| Low |
3.640 |
3.548 |
-0.092 |
-2.5% |
3.548 |
| Close |
3.644 |
3.555 |
-0.089 |
-2.4% |
3.555 |
| Range |
0.119 |
0.106 |
-0.013 |
-10.9% |
0.232 |
| ATR |
0.118 |
0.117 |
-0.001 |
-0.7% |
0.000 |
| Volume |
96,065 |
75,410 |
-20,655 |
-21.5% |
474,308 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.904 |
3.835 |
3.613 |
|
| R3 |
3.798 |
3.729 |
3.584 |
|
| R2 |
3.692 |
3.692 |
3.574 |
|
| R1 |
3.623 |
3.623 |
3.565 |
3.605 |
| PP |
3.586 |
3.586 |
3.586 |
3.576 |
| S1 |
3.517 |
3.517 |
3.545 |
3.499 |
| S2 |
3.480 |
3.480 |
3.536 |
|
| S3 |
3.374 |
3.411 |
3.526 |
|
| S4 |
3.268 |
3.305 |
3.497 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.324 |
4.171 |
3.683 |
|
| R3 |
4.092 |
3.939 |
3.619 |
|
| R2 |
3.860 |
3.860 |
3.598 |
|
| R1 |
3.707 |
3.707 |
3.576 |
3.668 |
| PP |
3.628 |
3.628 |
3.628 |
3.608 |
| S1 |
3.475 |
3.475 |
3.534 |
3.436 |
| S2 |
3.396 |
3.396 |
3.512 |
|
| S3 |
3.164 |
3.243 |
3.491 |
|
| S4 |
2.932 |
3.011 |
3.427 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.780 |
3.548 |
0.232 |
6.5% |
0.108 |
3.0% |
3% |
False |
True |
94,861 |
| 10 |
3.835 |
3.546 |
0.289 |
8.1% |
0.117 |
3.3% |
3% |
False |
False |
107,366 |
| 20 |
3.835 |
3.526 |
0.309 |
8.7% |
0.117 |
3.3% |
9% |
False |
False |
104,310 |
| 40 |
4.083 |
3.526 |
0.557 |
15.7% |
0.111 |
3.1% |
5% |
False |
False |
85,857 |
| 60 |
4.437 |
3.526 |
0.911 |
25.6% |
0.116 |
3.2% |
3% |
False |
False |
65,419 |
| 80 |
4.525 |
3.526 |
0.999 |
28.1% |
0.118 |
3.3% |
3% |
False |
False |
53,587 |
| 100 |
4.525 |
3.526 |
0.999 |
28.1% |
0.113 |
3.2% |
3% |
False |
False |
45,608 |
| 120 |
4.525 |
3.404 |
1.121 |
31.5% |
0.107 |
3.0% |
13% |
False |
False |
39,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.105 |
|
2.618 |
3.932 |
|
1.618 |
3.826 |
|
1.000 |
3.760 |
|
0.618 |
3.720 |
|
HIGH |
3.654 |
|
0.618 |
3.614 |
|
0.500 |
3.601 |
|
0.382 |
3.588 |
|
LOW |
3.548 |
|
0.618 |
3.482 |
|
1.000 |
3.442 |
|
1.618 |
3.376 |
|
2.618 |
3.270 |
|
4.250 |
3.098 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.601 |
3.664 |
| PP |
3.586 |
3.628 |
| S1 |
3.570 |
3.591 |
|