NYMEX Natural Gas Future September 2013
Trading Metrics calculated at close of trading on 26-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3.705 |
3.652 |
-0.053 |
-1.4% |
3.764 |
High |
3.757 |
3.656 |
-0.101 |
-2.7% |
3.784 |
Low |
3.641 |
3.552 |
-0.089 |
-2.4% |
3.552 |
Close |
3.647 |
3.563 |
-0.084 |
-2.3% |
3.563 |
Range |
0.116 |
0.104 |
-0.012 |
-10.3% |
0.232 |
ATR |
0.115 |
0.115 |
-0.001 |
-0.7% |
0.000 |
Volume |
92,415 |
109,848 |
17,433 |
18.9% |
406,827 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3.902 |
3.837 |
3.620 |
|
R3 |
3.798 |
3.733 |
3.592 |
|
R2 |
3.694 |
3.694 |
3.582 |
|
R1 |
3.629 |
3.629 |
3.573 |
3.610 |
PP |
3.590 |
3.590 |
3.590 |
3.581 |
S1 |
3.525 |
3.525 |
3.553 |
3.506 |
S2 |
3.486 |
3.486 |
3.544 |
|
S3 |
3.382 |
3.421 |
3.534 |
|
S4 |
3.278 |
3.317 |
3.506 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.329 |
4.178 |
3.691 |
|
R3 |
4.097 |
3.946 |
3.627 |
|
R2 |
3.865 |
3.865 |
3.606 |
|
R1 |
3.714 |
3.714 |
3.584 |
3.674 |
PP |
3.633 |
3.633 |
3.633 |
3.613 |
S1 |
3.482 |
3.482 |
3.542 |
3.442 |
S2 |
3.401 |
3.401 |
3.520 |
|
S3 |
3.169 |
3.250 |
3.499 |
|
S4 |
2.937 |
3.018 |
3.435 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3.784 |
3.552 |
0.232 |
6.5% |
0.107 |
3.0% |
5% |
False |
True |
81,365 |
10 |
3.833 |
3.545 |
0.288 |
8.1% |
0.115 |
3.2% |
6% |
False |
False |
70,748 |
20 |
3.833 |
3.522 |
0.311 |
8.7% |
0.114 |
3.2% |
13% |
False |
False |
54,440 |
40 |
4.075 |
3.522 |
0.553 |
15.5% |
0.108 |
3.0% |
7% |
False |
False |
46,173 |
60 |
4.425 |
3.522 |
0.903 |
25.3% |
0.112 |
3.1% |
5% |
False |
False |
36,734 |
80 |
4.517 |
3.522 |
0.995 |
27.9% |
0.113 |
3.2% |
4% |
False |
False |
31,368 |
100 |
4.517 |
3.522 |
0.995 |
27.9% |
0.108 |
3.0% |
4% |
False |
False |
27,262 |
120 |
4.517 |
3.420 |
1.097 |
30.8% |
0.103 |
2.9% |
13% |
False |
False |
23,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.098 |
2.618 |
3.928 |
1.618 |
3.824 |
1.000 |
3.760 |
0.618 |
3.720 |
HIGH |
3.656 |
0.618 |
3.616 |
0.500 |
3.604 |
0.382 |
3.592 |
LOW |
3.552 |
0.618 |
3.488 |
1.000 |
3.448 |
1.618 |
3.384 |
2.618 |
3.280 |
4.250 |
3.110 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.604 |
3.668 |
PP |
3.590 |
3.633 |
S1 |
3.577 |
3.598 |
|