NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.680 |
3.634 |
-0.046 |
-1.3% |
3.637 |
| High |
3.692 |
3.844 |
0.152 |
4.1% |
3.795 |
| Low |
3.622 |
3.634 |
0.012 |
0.3% |
3.592 |
| Close |
3.643 |
3.819 |
0.176 |
4.8% |
3.658 |
| Range |
0.070 |
0.210 |
0.140 |
200.0% |
0.203 |
| ATR |
0.109 |
0.116 |
0.007 |
6.7% |
0.000 |
| Volume |
33,982 |
26,353 |
-7,629 |
-22.5% |
128,928 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.396 |
4.317 |
3.935 |
|
| R3 |
4.186 |
4.107 |
3.877 |
|
| R2 |
3.976 |
3.976 |
3.858 |
|
| R1 |
3.897 |
3.897 |
3.838 |
3.937 |
| PP |
3.766 |
3.766 |
3.766 |
3.785 |
| S1 |
3.687 |
3.687 |
3.800 |
3.727 |
| S2 |
3.556 |
3.556 |
3.781 |
|
| S3 |
3.346 |
3.477 |
3.761 |
|
| S4 |
3.136 |
3.267 |
3.704 |
|
|
| 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 |
3.844 |
3.559 |
0.285 |
7.5% |
0.121 |
3.2% |
91% |
True |
False |
31,143 |
| 10 |
3.844 |
3.559 |
0.285 |
7.5% |
0.124 |
3.3% |
91% |
True |
False |
27,824 |
| 20 |
3.986 |
3.538 |
0.448 |
11.7% |
0.116 |
3.0% |
63% |
False |
False |
27,438 |
| 40 |
4.373 |
3.538 |
0.835 |
21.9% |
0.107 |
2.8% |
34% |
False |
False |
26,101 |
| 60 |
4.525 |
3.538 |
0.987 |
25.8% |
0.110 |
2.9% |
28% |
False |
False |
25,880 |
| 80 |
4.525 |
3.538 |
0.987 |
25.8% |
0.111 |
2.9% |
28% |
False |
False |
27,571 |
| 100 |
4.525 |
3.538 |
0.987 |
25.8% |
0.106 |
2.8% |
28% |
False |
False |
29,263 |
| 120 |
4.525 |
3.440 |
1.085 |
28.4% |
0.102 |
2.7% |
35% |
False |
False |
27,830 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.737 |
|
2.618 |
4.394 |
|
1.618 |
4.184 |
|
1.000 |
4.054 |
|
0.618 |
3.974 |
|
HIGH |
3.844 |
|
0.618 |
3.764 |
|
0.500 |
3.739 |
|
0.382 |
3.714 |
|
LOW |
3.634 |
|
0.618 |
3.504 |
|
1.000 |
3.424 |
|
1.618 |
3.294 |
|
2.618 |
3.084 |
|
4.250 |
2.742 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.792 |
3.790 |
| PP |
3.766 |
3.761 |
| S1 |
3.739 |
3.732 |
|