NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.764 |
3.701 |
-0.063 |
-1.7% |
3.651 |
| High |
3.764 |
3.762 |
-0.002 |
-0.1% |
3.833 |
| Low |
3.638 |
3.661 |
0.023 |
0.6% |
3.545 |
| Close |
3.679 |
3.748 |
0.069 |
1.9% |
3.788 |
| Range |
0.126 |
0.101 |
-0.025 |
-19.8% |
0.288 |
| ATR |
0.119 |
0.117 |
-0.001 |
-1.1% |
0.000 |
| Volume |
66,554 |
68,339 |
1,785 |
2.7% |
300,658 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.027 |
3.988 |
3.804 |
|
| R3 |
3.926 |
3.887 |
3.776 |
|
| R2 |
3.825 |
3.825 |
3.767 |
|
| R1 |
3.786 |
3.786 |
3.757 |
3.806 |
| PP |
3.724 |
3.724 |
3.724 |
3.733 |
| S1 |
3.685 |
3.685 |
3.739 |
3.705 |
| S2 |
3.623 |
3.623 |
3.729 |
|
| S3 |
3.522 |
3.584 |
3.720 |
|
| S4 |
3.421 |
3.483 |
3.692 |
|
|
| 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 |
3.607 |
0.226 |
6.0% |
0.118 |
3.1% |
62% |
False |
False |
64,274 |
| 10 |
3.833 |
3.545 |
0.288 |
7.7% |
0.120 |
3.2% |
70% |
False |
False |
56,655 |
| 20 |
3.833 |
3.522 |
0.311 |
8.3% |
0.118 |
3.1% |
73% |
False |
False |
46,036 |
| 40 |
4.366 |
3.522 |
0.844 |
22.5% |
0.112 |
3.0% |
27% |
False |
False |
40,837 |
| 60 |
4.517 |
3.522 |
0.995 |
26.5% |
0.113 |
3.0% |
23% |
False |
False |
32,904 |
| 80 |
4.517 |
3.522 |
0.995 |
26.5% |
0.113 |
3.0% |
23% |
False |
False |
28,418 |
| 100 |
4.517 |
3.522 |
0.995 |
26.5% |
0.107 |
2.9% |
23% |
False |
False |
24,781 |
| 120 |
4.517 |
3.420 |
1.097 |
29.3% |
0.103 |
2.8% |
30% |
False |
False |
21,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.191 |
|
2.618 |
4.026 |
|
1.618 |
3.925 |
|
1.000 |
3.863 |
|
0.618 |
3.824 |
|
HIGH |
3.762 |
|
0.618 |
3.723 |
|
0.500 |
3.712 |
|
0.382 |
3.700 |
|
LOW |
3.661 |
|
0.618 |
3.599 |
|
1.000 |
3.560 |
|
1.618 |
3.498 |
|
2.618 |
3.397 |
|
4.250 |
3.232 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.736 |
3.743 |
| PP |
3.724 |
3.737 |
| S1 |
3.712 |
3.732 |
|