NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.615 |
3.651 |
0.036 |
1.0% |
3.631 |
| High |
3.689 |
3.683 |
-0.006 |
-0.2% |
3.788 |
| Low |
3.605 |
3.545 |
-0.060 |
-1.7% |
3.575 |
| Close |
3.644 |
3.672 |
0.028 |
0.8% |
3.644 |
| Range |
0.084 |
0.138 |
0.054 |
64.3% |
0.213 |
| ATR |
0.114 |
0.116 |
0.002 |
1.5% |
0.000 |
| Volume |
42,180 |
57,198 |
15,018 |
35.6% |
201,168 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.047 |
3.998 |
3.748 |
|
| R3 |
3.909 |
3.860 |
3.710 |
|
| R2 |
3.771 |
3.771 |
3.697 |
|
| R1 |
3.722 |
3.722 |
3.685 |
3.747 |
| PP |
3.633 |
3.633 |
3.633 |
3.646 |
| S1 |
3.584 |
3.584 |
3.659 |
3.609 |
| S2 |
3.495 |
3.495 |
3.647 |
|
| S3 |
3.357 |
3.446 |
3.634 |
|
| S4 |
3.219 |
3.308 |
3.596 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.308 |
4.189 |
3.761 |
|
| R3 |
4.095 |
3.976 |
3.703 |
|
| R2 |
3.882 |
3.882 |
3.683 |
|
| R1 |
3.763 |
3.763 |
3.664 |
3.823 |
| PP |
3.669 |
3.669 |
3.669 |
3.699 |
| S1 |
3.550 |
3.550 |
3.624 |
3.610 |
| S2 |
3.456 |
3.456 |
3.605 |
|
| S3 |
3.243 |
3.337 |
3.585 |
|
| S4 |
3.030 |
3.124 |
3.527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.788 |
3.545 |
0.243 |
6.6% |
0.125 |
3.4% |
52% |
False |
True |
45,427 |
| 10 |
3.788 |
3.526 |
0.262 |
7.1% |
0.119 |
3.2% |
56% |
False |
False |
38,721 |
| 20 |
3.996 |
3.522 |
0.474 |
12.9% |
0.117 |
3.2% |
32% |
False |
False |
36,036 |
| 40 |
4.366 |
3.522 |
0.844 |
23.0% |
0.110 |
3.0% |
18% |
False |
False |
34,150 |
| 60 |
4.517 |
3.522 |
0.995 |
27.1% |
0.112 |
3.0% |
15% |
False |
False |
28,070 |
| 80 |
4.517 |
3.522 |
0.995 |
27.1% |
0.112 |
3.1% |
15% |
False |
False |
24,417 |
| 100 |
4.517 |
3.479 |
1.038 |
28.3% |
0.105 |
2.9% |
19% |
False |
False |
21,352 |
| 120 |
4.517 |
3.420 |
1.097 |
29.9% |
0.101 |
2.8% |
23% |
False |
False |
18,686 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.270 |
|
2.618 |
4.044 |
|
1.618 |
3.906 |
|
1.000 |
3.821 |
|
0.618 |
3.768 |
|
HIGH |
3.683 |
|
0.618 |
3.630 |
|
0.500 |
3.614 |
|
0.382 |
3.598 |
|
LOW |
3.545 |
|
0.618 |
3.460 |
|
1.000 |
3.407 |
|
1.618 |
3.322 |
|
2.618 |
3.184 |
|
4.250 |
2.959 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.653 |
3.656 |
| PP |
3.633 |
3.640 |
| S1 |
3.614 |
3.624 |
|