NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.628 |
3.678 |
0.050 |
1.4% |
3.637 |
| High |
3.702 |
3.696 |
-0.006 |
-0.2% |
3.795 |
| Low |
3.620 |
3.559 |
-0.061 |
-1.7% |
3.592 |
| Close |
3.658 |
3.684 |
0.026 |
0.7% |
3.658 |
| Range |
0.082 |
0.137 |
0.055 |
67.1% |
0.203 |
| ATR |
0.110 |
0.112 |
0.002 |
1.8% |
0.000 |
| Volume |
29,644 |
34,996 |
5,352 |
18.1% |
128,928 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.057 |
4.008 |
3.759 |
|
| R3 |
3.920 |
3.871 |
3.722 |
|
| R2 |
3.783 |
3.783 |
3.709 |
|
| R1 |
3.734 |
3.734 |
3.697 |
3.759 |
| PP |
3.646 |
3.646 |
3.646 |
3.659 |
| S1 |
3.597 |
3.597 |
3.671 |
3.622 |
| S2 |
3.509 |
3.509 |
3.659 |
|
| S3 |
3.372 |
3.460 |
3.646 |
|
| S4 |
3.235 |
3.323 |
3.609 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.291 |
4.177 |
3.770 |
|
| R3 |
4.088 |
3.974 |
3.714 |
|
| R2 |
3.885 |
3.885 |
3.695 |
|
| R1 |
3.771 |
3.771 |
3.677 |
3.828 |
| PP |
3.682 |
3.682 |
3.682 |
3.710 |
| S1 |
3.568 |
3.568 |
3.639 |
3.625 |
| S2 |
3.479 |
3.479 |
3.621 |
|
| S3 |
3.276 |
3.365 |
3.602 |
|
| S4 |
3.073 |
3.162 |
3.546 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.795 |
3.559 |
0.236 |
6.4% |
0.120 |
3.3% |
53% |
False |
True |
28,369 |
| 10 |
3.795 |
3.538 |
0.257 |
7.0% |
0.114 |
3.1% |
57% |
False |
False |
28,127 |
| 20 |
4.004 |
3.538 |
0.466 |
12.6% |
0.112 |
3.0% |
31% |
False |
False |
26,622 |
| 40 |
4.373 |
3.538 |
0.835 |
22.7% |
0.105 |
2.9% |
17% |
False |
False |
25,879 |
| 60 |
4.525 |
3.538 |
0.987 |
26.8% |
0.108 |
2.9% |
15% |
False |
False |
25,967 |
| 80 |
4.525 |
3.538 |
0.987 |
26.8% |
0.110 |
3.0% |
15% |
False |
False |
27,632 |
| 100 |
4.525 |
3.511 |
1.014 |
27.5% |
0.104 |
2.8% |
17% |
False |
False |
28,885 |
| 120 |
4.525 |
3.440 |
1.085 |
29.5% |
0.101 |
2.7% |
22% |
False |
False |
27,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.278 |
|
2.618 |
4.055 |
|
1.618 |
3.918 |
|
1.000 |
3.833 |
|
0.618 |
3.781 |
|
HIGH |
3.696 |
|
0.618 |
3.644 |
|
0.500 |
3.628 |
|
0.382 |
3.611 |
|
LOW |
3.559 |
|
0.618 |
3.474 |
|
1.000 |
3.422 |
|
1.618 |
3.337 |
|
2.618 |
3.200 |
|
4.250 |
2.977 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.665 |
3.669 |
| PP |
3.646 |
3.653 |
| S1 |
3.628 |
3.638 |
|