NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.680 |
3.672 |
-0.008 |
-0.2% |
3.631 |
| High |
3.714 |
3.680 |
-0.034 |
-0.9% |
3.788 |
| Low |
3.605 |
3.607 |
0.002 |
0.1% |
3.575 |
| Close |
3.676 |
3.630 |
-0.046 |
-1.3% |
3.644 |
| Range |
0.109 |
0.073 |
-0.036 |
-33.0% |
0.213 |
| ATR |
0.115 |
0.112 |
-0.003 |
-2.6% |
0.000 |
| Volume |
56,982 |
47,596 |
-9,386 |
-16.5% |
201,168 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.858 |
3.817 |
3.670 |
|
| R3 |
3.785 |
3.744 |
3.650 |
|
| R2 |
3.712 |
3.712 |
3.643 |
|
| R1 |
3.671 |
3.671 |
3.637 |
3.655 |
| PP |
3.639 |
3.639 |
3.639 |
3.631 |
| S1 |
3.598 |
3.598 |
3.623 |
3.582 |
| S2 |
3.566 |
3.566 |
3.617 |
|
| S3 |
3.493 |
3.525 |
3.610 |
|
| S4 |
3.420 |
3.452 |
3.590 |
|
|
| 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 |
3.714 |
3.545 |
0.169 |
4.7% |
0.106 |
2.9% |
50% |
False |
False |
50,997 |
| 10 |
3.788 |
3.545 |
0.243 |
6.7% |
0.120 |
3.3% |
35% |
False |
False |
42,413 |
| 20 |
3.996 |
3.522 |
0.474 |
13.1% |
0.113 |
3.1% |
23% |
False |
False |
38,273 |
| 40 |
4.366 |
3.522 |
0.844 |
23.3% |
0.109 |
3.0% |
13% |
False |
False |
35,551 |
| 60 |
4.517 |
3.522 |
0.995 |
27.4% |
0.112 |
3.1% |
11% |
False |
False |
29,119 |
| 80 |
4.517 |
3.522 |
0.995 |
27.4% |
0.112 |
3.1% |
11% |
False |
False |
25,494 |
| 100 |
4.517 |
3.522 |
0.995 |
27.4% |
0.106 |
2.9% |
11% |
False |
False |
22,308 |
| 120 |
4.517 |
3.420 |
1.097 |
30.2% |
0.101 |
2.8% |
19% |
False |
False |
19,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.990 |
|
2.618 |
3.871 |
|
1.618 |
3.798 |
|
1.000 |
3.753 |
|
0.618 |
3.725 |
|
HIGH |
3.680 |
|
0.618 |
3.652 |
|
0.500 |
3.644 |
|
0.382 |
3.635 |
|
LOW |
3.607 |
|
0.618 |
3.562 |
|
1.000 |
3.534 |
|
1.618 |
3.489 |
|
2.618 |
3.416 |
|
4.250 |
3.297 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.644 |
3.630 |
| PP |
3.639 |
3.630 |
| S1 |
3.635 |
3.630 |
|