NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.612 |
3.810 |
0.198 |
5.5% |
3.651 |
| High |
3.833 |
3.825 |
-0.008 |
-0.2% |
3.833 |
| Low |
3.612 |
3.758 |
0.146 |
4.0% |
3.545 |
| Close |
3.810 |
3.788 |
-0.022 |
-0.6% |
3.788 |
| Range |
0.221 |
0.067 |
-0.154 |
-69.7% |
0.288 |
| ATR |
0.120 |
0.116 |
-0.004 |
-3.2% |
0.000 |
| Volume |
93,119 |
45,763 |
-47,356 |
-50.9% |
300,658 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.991 |
3.957 |
3.825 |
|
| R3 |
3.924 |
3.890 |
3.806 |
|
| R2 |
3.857 |
3.857 |
3.800 |
|
| R1 |
3.823 |
3.823 |
3.794 |
3.807 |
| PP |
3.790 |
3.790 |
3.790 |
3.782 |
| S1 |
3.756 |
3.756 |
3.782 |
3.740 |
| S2 |
3.723 |
3.723 |
3.776 |
|
| S3 |
3.656 |
3.689 |
3.770 |
|
| S4 |
3.589 |
3.622 |
3.751 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.586 |
4.475 |
3.946 |
|
| R3 |
4.298 |
4.187 |
3.867 |
|
| R2 |
4.010 |
4.010 |
3.841 |
|
| R1 |
3.899 |
3.899 |
3.814 |
3.955 |
| PP |
3.722 |
3.722 |
3.722 |
3.750 |
| S1 |
3.611 |
3.611 |
3.762 |
3.667 |
| S2 |
3.434 |
3.434 |
3.735 |
|
| S3 |
3.146 |
3.323 |
3.709 |
|
| S4 |
2.858 |
3.035 |
3.630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.833 |
3.545 |
0.288 |
7.6% |
0.122 |
3.2% |
84% |
False |
False |
60,131 |
| 10 |
3.833 |
3.545 |
0.288 |
7.6% |
0.124 |
3.3% |
84% |
False |
False |
50,182 |
| 20 |
3.921 |
3.522 |
0.399 |
10.5% |
0.118 |
3.1% |
67% |
False |
False |
42,384 |
| 40 |
4.366 |
3.522 |
0.844 |
22.3% |
0.111 |
2.9% |
32% |
False |
False |
38,277 |
| 60 |
4.517 |
3.522 |
0.995 |
26.3% |
0.113 |
3.0% |
27% |
False |
False |
31,097 |
| 80 |
4.517 |
3.522 |
0.995 |
26.3% |
0.113 |
3.0% |
27% |
False |
False |
27,040 |
| 100 |
4.517 |
3.522 |
0.995 |
26.3% |
0.107 |
2.8% |
27% |
False |
False |
23,593 |
| 120 |
4.517 |
3.420 |
1.097 |
29.0% |
0.102 |
2.7% |
34% |
False |
False |
20,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.110 |
|
2.618 |
4.000 |
|
1.618 |
3.933 |
|
1.000 |
3.892 |
|
0.618 |
3.866 |
|
HIGH |
3.825 |
|
0.618 |
3.799 |
|
0.500 |
3.792 |
|
0.382 |
3.784 |
|
LOW |
3.758 |
|
0.618 |
3.717 |
|
1.000 |
3.691 |
|
1.618 |
3.650 |
|
2.618 |
3.583 |
|
4.250 |
3.473 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.792 |
3.765 |
| PP |
3.790 |
3.743 |
| S1 |
3.789 |
3.720 |
|