NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.678 |
3.686 |
0.008 |
0.2% |
3.637 |
| High |
3.696 |
3.728 |
0.032 |
0.9% |
3.795 |
| Low |
3.559 |
3.620 |
0.061 |
1.7% |
3.592 |
| Close |
3.684 |
3.689 |
0.005 |
0.1% |
3.658 |
| Range |
0.137 |
0.108 |
-0.029 |
-21.2% |
0.203 |
| ATR |
0.112 |
0.111 |
0.000 |
-0.2% |
0.000 |
| Volume |
34,996 |
30,743 |
-4,253 |
-12.2% |
128,928 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.003 |
3.954 |
3.748 |
|
| R3 |
3.895 |
3.846 |
3.719 |
|
| R2 |
3.787 |
3.787 |
3.709 |
|
| R1 |
3.738 |
3.738 |
3.699 |
3.763 |
| PP |
3.679 |
3.679 |
3.679 |
3.691 |
| S1 |
3.630 |
3.630 |
3.679 |
3.655 |
| S2 |
3.571 |
3.571 |
3.669 |
|
| S3 |
3.463 |
3.522 |
3.659 |
|
| S4 |
3.355 |
3.414 |
3.630 |
|
|
| 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% |
0.119 |
3.2% |
55% |
False |
False |
29,848 |
| 10 |
3.795 |
3.559 |
0.236 |
6.4% |
0.118 |
3.2% |
55% |
False |
False |
27,784 |
| 20 |
4.004 |
3.538 |
0.466 |
12.6% |
0.108 |
2.9% |
32% |
False |
False |
27,317 |
| 40 |
4.373 |
3.538 |
0.835 |
22.6% |
0.104 |
2.8% |
18% |
False |
False |
25,849 |
| 60 |
4.525 |
3.538 |
0.987 |
26.8% |
0.109 |
3.0% |
15% |
False |
False |
25,611 |
| 80 |
4.525 |
3.538 |
0.987 |
26.8% |
0.110 |
3.0% |
15% |
False |
False |
27,668 |
| 100 |
4.525 |
3.524 |
1.001 |
27.1% |
0.105 |
2.8% |
16% |
False |
False |
29,052 |
| 120 |
4.525 |
3.440 |
1.085 |
29.4% |
0.101 |
2.7% |
23% |
False |
False |
27,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.187 |
|
2.618 |
4.011 |
|
1.618 |
3.903 |
|
1.000 |
3.836 |
|
0.618 |
3.795 |
|
HIGH |
3.728 |
|
0.618 |
3.687 |
|
0.500 |
3.674 |
|
0.382 |
3.661 |
|
LOW |
3.620 |
|
0.618 |
3.553 |
|
1.000 |
3.512 |
|
1.618 |
3.445 |
|
2.618 |
3.337 |
|
4.250 |
3.161 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.684 |
3.674 |
| PP |
3.679 |
3.659 |
| S1 |
3.674 |
3.644 |
|