NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.686 |
3.680 |
-0.006 |
-0.2% |
3.637 |
| High |
3.728 |
3.692 |
-0.036 |
-1.0% |
3.795 |
| Low |
3.620 |
3.622 |
0.002 |
0.1% |
3.592 |
| Close |
3.689 |
3.643 |
-0.046 |
-1.2% |
3.658 |
| Range |
0.108 |
0.070 |
-0.038 |
-35.2% |
0.203 |
| ATR |
0.111 |
0.109 |
-0.003 |
-2.7% |
0.000 |
| Volume |
30,743 |
33,982 |
3,239 |
10.5% |
128,928 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.862 |
3.823 |
3.682 |
|
| R3 |
3.792 |
3.753 |
3.662 |
|
| R2 |
3.722 |
3.722 |
3.656 |
|
| R1 |
3.683 |
3.683 |
3.649 |
3.668 |
| PP |
3.652 |
3.652 |
3.652 |
3.645 |
| S1 |
3.613 |
3.613 |
3.637 |
3.598 |
| S2 |
3.582 |
3.582 |
3.630 |
|
| S3 |
3.512 |
3.543 |
3.624 |
|
| S4 |
3.442 |
3.473 |
3.605 |
|
|
| 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 |
3.728 |
3.559 |
0.169 |
4.6% |
0.104 |
2.9% |
50% |
False |
False |
31,130 |
| 10 |
3.795 |
3.559 |
0.236 |
6.5% |
0.115 |
3.2% |
36% |
False |
False |
28,584 |
| 20 |
4.004 |
3.538 |
0.466 |
12.8% |
0.108 |
3.0% |
23% |
False |
False |
27,413 |
| 40 |
4.373 |
3.538 |
0.835 |
22.9% |
0.104 |
2.8% |
13% |
False |
False |
25,944 |
| 60 |
4.525 |
3.538 |
0.987 |
27.1% |
0.108 |
3.0% |
11% |
False |
False |
25,763 |
| 80 |
4.525 |
3.538 |
0.987 |
27.1% |
0.110 |
3.0% |
11% |
False |
False |
27,540 |
| 100 |
4.525 |
3.538 |
0.987 |
27.1% |
0.105 |
2.9% |
11% |
False |
False |
29,173 |
| 120 |
4.525 |
3.440 |
1.085 |
29.8% |
0.101 |
2.8% |
19% |
False |
False |
27,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.990 |
|
2.618 |
3.875 |
|
1.618 |
3.805 |
|
1.000 |
3.762 |
|
0.618 |
3.735 |
|
HIGH |
3.692 |
|
0.618 |
3.665 |
|
0.500 |
3.657 |
|
0.382 |
3.649 |
|
LOW |
3.622 |
|
0.618 |
3.579 |
|
1.000 |
3.552 |
|
1.618 |
3.509 |
|
2.618 |
3.439 |
|
4.250 |
3.325 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.657 |
3.644 |
| PP |
3.652 |
3.643 |
| S1 |
3.648 |
3.643 |
|