NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.739 |
3.705 |
-0.034 |
-0.9% |
3.651 |
| High |
3.784 |
3.757 |
-0.027 |
-0.7% |
3.833 |
| Low |
3.694 |
3.641 |
-0.053 |
-1.4% |
3.545 |
| Close |
3.703 |
3.647 |
-0.056 |
-1.5% |
3.788 |
| Range |
0.090 |
0.116 |
0.026 |
28.9% |
0.288 |
| ATR |
0.115 |
0.115 |
0.000 |
0.0% |
0.000 |
| Volume |
69,671 |
92,415 |
22,744 |
32.6% |
300,658 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.030 |
3.954 |
3.711 |
|
| R3 |
3.914 |
3.838 |
3.679 |
|
| R2 |
3.798 |
3.798 |
3.668 |
|
| R1 |
3.722 |
3.722 |
3.658 |
3.702 |
| PP |
3.682 |
3.682 |
3.682 |
3.672 |
| S1 |
3.606 |
3.606 |
3.636 |
3.586 |
| S2 |
3.566 |
3.566 |
3.626 |
|
| S3 |
3.450 |
3.490 |
3.615 |
|
| S4 |
3.334 |
3.374 |
3.583 |
|
|
| 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 |
3.825 |
3.638 |
0.187 |
5.1% |
0.100 |
2.7% |
5% |
False |
False |
68,548 |
| 10 |
3.833 |
3.545 |
0.288 |
7.9% |
0.113 |
3.1% |
35% |
False |
False |
63,981 |
| 20 |
3.833 |
3.522 |
0.311 |
8.5% |
0.119 |
3.3% |
40% |
False |
False |
50,910 |
| 40 |
4.192 |
3.522 |
0.670 |
18.4% |
0.110 |
3.0% |
19% |
False |
False |
43,977 |
| 60 |
4.517 |
3.522 |
0.995 |
27.3% |
0.112 |
3.1% |
13% |
False |
False |
35,129 |
| 80 |
4.517 |
3.522 |
0.995 |
27.3% |
0.113 |
3.1% |
13% |
False |
False |
30,178 |
| 100 |
4.517 |
3.522 |
0.995 |
27.3% |
0.108 |
3.0% |
13% |
False |
False |
26,247 |
| 120 |
4.517 |
3.420 |
1.097 |
30.1% |
0.103 |
2.8% |
21% |
False |
False |
22,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.250 |
|
2.618 |
4.061 |
|
1.618 |
3.945 |
|
1.000 |
3.873 |
|
0.618 |
3.829 |
|
HIGH |
3.757 |
|
0.618 |
3.713 |
|
0.500 |
3.699 |
|
0.382 |
3.685 |
|
LOW |
3.641 |
|
0.618 |
3.569 |
|
1.000 |
3.525 |
|
1.618 |
3.453 |
|
2.618 |
3.337 |
|
4.250 |
3.148 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.699 |
3.713 |
| PP |
3.682 |
3.691 |
| S1 |
3.664 |
3.669 |
|