NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.634 |
3.825 |
0.191 |
5.3% |
3.678 |
| High |
3.844 |
3.832 |
-0.012 |
-0.3% |
3.844 |
| Low |
3.634 |
3.765 |
0.131 |
3.6% |
3.559 |
| Close |
3.819 |
3.796 |
-0.023 |
-0.6% |
3.796 |
| Range |
0.210 |
0.067 |
-0.143 |
-68.1% |
0.285 |
| ATR |
0.116 |
0.112 |
-0.003 |
-3.0% |
0.000 |
| Volume |
26,353 |
50,993 |
24,640 |
93.5% |
177,067 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.999 |
3.964 |
3.833 |
|
| R3 |
3.932 |
3.897 |
3.814 |
|
| R2 |
3.865 |
3.865 |
3.808 |
|
| R1 |
3.830 |
3.830 |
3.802 |
3.814 |
| PP |
3.798 |
3.798 |
3.798 |
3.790 |
| S1 |
3.763 |
3.763 |
3.790 |
3.747 |
| S2 |
3.731 |
3.731 |
3.784 |
|
| S3 |
3.664 |
3.696 |
3.778 |
|
| S4 |
3.597 |
3.629 |
3.759 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.588 |
4.477 |
3.953 |
|
| R3 |
4.303 |
4.192 |
3.874 |
|
| R2 |
4.018 |
4.018 |
3.848 |
|
| R1 |
3.907 |
3.907 |
3.822 |
3.963 |
| PP |
3.733 |
3.733 |
3.733 |
3.761 |
| S1 |
3.622 |
3.622 |
3.770 |
3.678 |
| S2 |
3.448 |
3.448 |
3.744 |
|
| S3 |
3.163 |
3.337 |
3.718 |
|
| S4 |
2.878 |
3.052 |
3.639 |
|
|
| 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% |
0.118 |
3.1% |
83% |
False |
False |
35,413 |
| 10 |
3.844 |
3.559 |
0.285 |
7.5% |
0.120 |
3.2% |
83% |
False |
False |
30,599 |
| 20 |
3.932 |
3.538 |
0.394 |
10.4% |
0.114 |
3.0% |
65% |
False |
False |
29,157 |
| 40 |
4.373 |
3.538 |
0.835 |
22.0% |
0.106 |
2.8% |
31% |
False |
False |
26,867 |
| 60 |
4.525 |
3.538 |
0.987 |
26.0% |
0.109 |
2.9% |
26% |
False |
False |
26,414 |
| 80 |
4.525 |
3.538 |
0.987 |
26.0% |
0.110 |
2.9% |
26% |
False |
False |
27,939 |
| 100 |
4.525 |
3.538 |
0.987 |
26.0% |
0.106 |
2.8% |
26% |
False |
False |
29,562 |
| 120 |
4.525 |
3.440 |
1.085 |
28.6% |
0.102 |
2.7% |
33% |
False |
False |
28,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.117 |
|
2.618 |
4.007 |
|
1.618 |
3.940 |
|
1.000 |
3.899 |
|
0.618 |
3.873 |
|
HIGH |
3.832 |
|
0.618 |
3.806 |
|
0.500 |
3.799 |
|
0.382 |
3.791 |
|
LOW |
3.765 |
|
0.618 |
3.724 |
|
1.000 |
3.698 |
|
1.618 |
3.657 |
|
2.618 |
3.590 |
|
4.250 |
3.480 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.799 |
3.775 |
| PP |
3.798 |
3.754 |
| S1 |
3.797 |
3.733 |
|