NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.651 |
3.680 |
0.029 |
0.8% |
3.631 |
| High |
3.683 |
3.714 |
0.031 |
0.8% |
3.788 |
| Low |
3.545 |
3.605 |
0.060 |
1.7% |
3.575 |
| Close |
3.672 |
3.676 |
0.004 |
0.1% |
3.644 |
| Range |
0.138 |
0.109 |
-0.029 |
-21.0% |
0.213 |
| ATR |
0.116 |
0.115 |
0.000 |
-0.4% |
0.000 |
| Volume |
57,198 |
56,982 |
-216 |
-0.4% |
201,168 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.992 |
3.943 |
3.736 |
|
| R3 |
3.883 |
3.834 |
3.706 |
|
| R2 |
3.774 |
3.774 |
3.696 |
|
| R1 |
3.725 |
3.725 |
3.686 |
3.695 |
| PP |
3.665 |
3.665 |
3.665 |
3.650 |
| S1 |
3.616 |
3.616 |
3.666 |
3.586 |
| S2 |
3.556 |
3.556 |
3.656 |
|
| S3 |
3.447 |
3.507 |
3.646 |
|
| S4 |
3.338 |
3.398 |
3.616 |
|
|
| 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% |
0.123 |
3.3% |
54% |
False |
False |
49,035 |
| 10 |
3.788 |
3.545 |
0.243 |
6.6% |
0.122 |
3.3% |
54% |
False |
False |
40,308 |
| 20 |
3.996 |
3.522 |
0.474 |
12.9% |
0.114 |
3.1% |
32% |
False |
False |
37,734 |
| 40 |
4.366 |
3.522 |
0.844 |
23.0% |
0.109 |
3.0% |
18% |
False |
False |
34,959 |
| 60 |
4.517 |
3.522 |
0.995 |
27.1% |
0.112 |
3.1% |
15% |
False |
False |
28,572 |
| 80 |
4.517 |
3.522 |
0.995 |
27.1% |
0.112 |
3.1% |
15% |
False |
False |
25,052 |
| 100 |
4.517 |
3.490 |
1.027 |
27.9% |
0.106 |
2.9% |
18% |
False |
False |
21,887 |
| 120 |
4.517 |
3.420 |
1.097 |
29.8% |
0.102 |
2.8% |
23% |
False |
False |
19,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.177 |
|
2.618 |
3.999 |
|
1.618 |
3.890 |
|
1.000 |
3.823 |
|
0.618 |
3.781 |
|
HIGH |
3.714 |
|
0.618 |
3.672 |
|
0.500 |
3.660 |
|
0.382 |
3.647 |
|
LOW |
3.605 |
|
0.618 |
3.538 |
|
1.000 |
3.496 |
|
1.618 |
3.429 |
|
2.618 |
3.320 |
|
4.250 |
3.142 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.671 |
3.661 |
| PP |
3.665 |
3.645 |
| S1 |
3.660 |
3.630 |
|