NYMEX Natural Gas Future August 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.651 |
3.515 |
-0.136 |
-3.7% |
3.750 |
| High |
3.654 |
3.520 |
-0.134 |
-3.7% |
3.780 |
| Low |
3.548 |
3.413 |
-0.135 |
-3.8% |
3.548 |
| Close |
3.555 |
3.459 |
-0.096 |
-2.7% |
3.555 |
| Range |
0.106 |
0.107 |
0.001 |
0.9% |
0.232 |
| ATR |
0.117 |
0.119 |
0.002 |
1.5% |
0.000 |
| Volume |
75,410 |
9,581 |
-65,829 |
-87.3% |
474,308 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.785 |
3.729 |
3.518 |
|
| R3 |
3.678 |
3.622 |
3.488 |
|
| R2 |
3.571 |
3.571 |
3.479 |
|
| R1 |
3.515 |
3.515 |
3.469 |
3.490 |
| PP |
3.464 |
3.464 |
3.464 |
3.451 |
| S1 |
3.408 |
3.408 |
3.449 |
3.383 |
| S2 |
3.357 |
3.357 |
3.439 |
|
| S3 |
3.250 |
3.301 |
3.430 |
|
| S4 |
3.143 |
3.194 |
3.400 |
|
|
| 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 |
3.413 |
0.367 |
10.6% |
0.105 |
3.0% |
13% |
False |
True |
74,236 |
| 10 |
3.835 |
3.413 |
0.422 |
12.2% |
0.113 |
3.3% |
11% |
False |
True |
94,740 |
| 20 |
3.835 |
3.413 |
0.422 |
12.2% |
0.117 |
3.4% |
11% |
False |
True |
99,189 |
| 40 |
4.056 |
3.413 |
0.643 |
18.6% |
0.111 |
3.2% |
7% |
False |
True |
85,371 |
| 60 |
4.377 |
3.413 |
0.964 |
27.9% |
0.112 |
3.2% |
5% |
False |
True |
65,156 |
| 80 |
4.525 |
3.413 |
1.112 |
32.1% |
0.118 |
3.4% |
4% |
False |
True |
53,563 |
| 100 |
4.525 |
3.413 |
1.112 |
32.1% |
0.113 |
3.3% |
4% |
False |
True |
45,602 |
| 120 |
4.525 |
3.404 |
1.121 |
32.4% |
0.108 |
3.1% |
5% |
False |
False |
39,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.975 |
|
2.618 |
3.800 |
|
1.618 |
3.693 |
|
1.000 |
3.627 |
|
0.618 |
3.586 |
|
HIGH |
3.520 |
|
0.618 |
3.479 |
|
0.500 |
3.467 |
|
0.382 |
3.454 |
|
LOW |
3.413 |
|
0.618 |
3.347 |
|
1.000 |
3.306 |
|
1.618 |
3.240 |
|
2.618 |
3.133 |
|
4.250 |
2.958 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.467 |
3.586 |
| PP |
3.464 |
3.544 |
| S1 |
3.462 |
3.501 |
|