NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.711 |
3.745 |
0.034 |
0.9% |
3.678 |
| High |
3.773 |
3.796 |
0.023 |
0.6% |
3.844 |
| Low |
3.674 |
3.708 |
0.034 |
0.9% |
3.559 |
| Close |
3.760 |
3.717 |
-0.043 |
-1.1% |
3.796 |
| Range |
0.099 |
0.088 |
-0.011 |
-11.1% |
0.285 |
| ATR |
0.114 |
0.112 |
-0.002 |
-1.6% |
0.000 |
| Volume |
31,142 |
24,247 |
-6,895 |
-22.1% |
177,067 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.004 |
3.949 |
3.765 |
|
| R3 |
3.916 |
3.861 |
3.741 |
|
| R2 |
3.828 |
3.828 |
3.733 |
|
| R1 |
3.773 |
3.773 |
3.725 |
3.757 |
| PP |
3.740 |
3.740 |
3.740 |
3.732 |
| S1 |
3.685 |
3.685 |
3.709 |
3.669 |
| S2 |
3.652 |
3.652 |
3.701 |
|
| S3 |
3.564 |
3.597 |
3.693 |
|
| S4 |
3.476 |
3.509 |
3.669 |
|
|
| 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 |
3.634 |
0.210 |
5.6% |
0.114 |
3.1% |
40% |
False |
False |
32,329 |
| 10 |
3.844 |
3.559 |
0.285 |
7.7% |
0.109 |
2.9% |
55% |
False |
False |
31,729 |
| 20 |
3.844 |
3.538 |
0.306 |
8.2% |
0.112 |
3.0% |
58% |
False |
False |
30,254 |
| 40 |
4.251 |
3.538 |
0.713 |
19.2% |
0.105 |
2.8% |
25% |
False |
False |
27,356 |
| 60 |
4.525 |
3.538 |
0.987 |
26.6% |
0.107 |
2.9% |
18% |
False |
False |
26,573 |
| 80 |
4.525 |
3.538 |
0.987 |
26.6% |
0.110 |
3.0% |
18% |
False |
False |
27,687 |
| 100 |
4.525 |
3.538 |
0.987 |
26.6% |
0.106 |
2.9% |
18% |
False |
False |
29,478 |
| 120 |
4.525 |
3.440 |
1.085 |
29.2% |
0.102 |
2.7% |
26% |
False |
False |
28,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.170 |
|
2.618 |
4.026 |
|
1.618 |
3.938 |
|
1.000 |
3.884 |
|
0.618 |
3.850 |
|
HIGH |
3.796 |
|
0.618 |
3.762 |
|
0.500 |
3.752 |
|
0.382 |
3.742 |
|
LOW |
3.708 |
|
0.618 |
3.654 |
|
1.000 |
3.620 |
|
1.618 |
3.566 |
|
2.618 |
3.478 |
|
4.250 |
3.334 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.752 |
3.724 |
| PP |
3.740 |
3.721 |
| S1 |
3.729 |
3.719 |
|