NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.652 |
3.543 |
-0.109 |
-3.0% |
3.764 |
| High |
3.656 |
3.543 |
-0.113 |
-3.1% |
3.784 |
| Low |
3.552 |
3.427 |
-0.125 |
-3.5% |
3.552 |
| Close |
3.563 |
3.472 |
-0.091 |
-2.6% |
3.563 |
| Range |
0.104 |
0.116 |
0.012 |
11.5% |
0.232 |
| ATR |
0.115 |
0.116 |
0.002 |
1.3% |
0.000 |
| Volume |
109,848 |
144,378 |
34,530 |
31.4% |
406,827 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.829 |
3.766 |
3.536 |
|
| R3 |
3.713 |
3.650 |
3.504 |
|
| R2 |
3.597 |
3.597 |
3.493 |
|
| R1 |
3.534 |
3.534 |
3.483 |
3.508 |
| PP |
3.481 |
3.481 |
3.481 |
3.467 |
| S1 |
3.418 |
3.418 |
3.461 |
3.392 |
| S2 |
3.365 |
3.365 |
3.451 |
|
| S3 |
3.249 |
3.302 |
3.440 |
|
| S4 |
3.133 |
3.186 |
3.408 |
|
|
| 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 |
3.427 |
0.357 |
10.3% |
0.105 |
3.0% |
13% |
False |
True |
96,930 |
| 10 |
3.833 |
3.427 |
0.406 |
11.7% |
0.112 |
3.2% |
11% |
False |
True |
79,466 |
| 20 |
3.833 |
3.427 |
0.406 |
11.7% |
0.116 |
3.3% |
11% |
False |
True |
59,093 |
| 40 |
4.047 |
3.427 |
0.620 |
17.9% |
0.109 |
3.1% |
7% |
False |
True |
49,198 |
| 60 |
4.366 |
3.427 |
0.939 |
27.0% |
0.108 |
3.1% |
5% |
False |
True |
38,844 |
| 80 |
4.517 |
3.427 |
1.090 |
31.4% |
0.113 |
3.3% |
4% |
False |
True |
32,977 |
| 100 |
4.517 |
3.427 |
1.090 |
31.4% |
0.109 |
3.1% |
4% |
False |
True |
28,641 |
| 120 |
4.517 |
3.420 |
1.097 |
31.6% |
0.104 |
3.0% |
5% |
False |
False |
24,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.036 |
|
2.618 |
3.847 |
|
1.618 |
3.731 |
|
1.000 |
3.659 |
|
0.618 |
3.615 |
|
HIGH |
3.543 |
|
0.618 |
3.499 |
|
0.500 |
3.485 |
|
0.382 |
3.471 |
|
LOW |
3.427 |
|
0.618 |
3.355 |
|
1.000 |
3.311 |
|
1.618 |
3.239 |
|
2.618 |
3.123 |
|
4.250 |
2.934 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.485 |
3.592 |
| PP |
3.481 |
3.552 |
| S1 |
3.476 |
3.512 |
|