NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.745 |
3.729 |
-0.016 |
-0.4% |
3.678 |
| High |
3.796 |
3.771 |
-0.025 |
-0.7% |
3.844 |
| Low |
3.708 |
3.656 |
-0.052 |
-1.4% |
3.559 |
| Close |
3.717 |
3.664 |
-0.053 |
-1.4% |
3.796 |
| Range |
0.088 |
0.115 |
0.027 |
30.7% |
0.285 |
| ATR |
0.112 |
0.112 |
0.000 |
0.2% |
0.000 |
| Volume |
24,247 |
17,472 |
-6,775 |
-27.9% |
177,067 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.042 |
3.968 |
3.727 |
|
| R3 |
3.927 |
3.853 |
3.696 |
|
| R2 |
3.812 |
3.812 |
3.685 |
|
| R1 |
3.738 |
3.738 |
3.675 |
3.718 |
| PP |
3.697 |
3.697 |
3.697 |
3.687 |
| S1 |
3.623 |
3.623 |
3.653 |
3.603 |
| S2 |
3.582 |
3.582 |
3.643 |
|
| S3 |
3.467 |
3.508 |
3.632 |
|
| S4 |
3.352 |
3.393 |
3.601 |
|
|
| 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 |
3.832 |
3.651 |
0.181 |
4.9% |
0.095 |
2.6% |
7% |
False |
False |
30,553 |
| 10 |
3.844 |
3.559 |
0.285 |
7.8% |
0.108 |
3.0% |
37% |
False |
False |
30,848 |
| 20 |
3.844 |
3.538 |
0.306 |
8.4% |
0.114 |
3.1% |
41% |
False |
False |
29,557 |
| 40 |
4.204 |
3.538 |
0.666 |
18.2% |
0.105 |
2.9% |
19% |
False |
False |
27,171 |
| 60 |
4.525 |
3.538 |
0.987 |
26.9% |
0.108 |
2.9% |
13% |
False |
False |
26,516 |
| 80 |
4.525 |
3.538 |
0.987 |
26.9% |
0.111 |
3.0% |
13% |
False |
False |
27,496 |
| 100 |
4.525 |
3.538 |
0.987 |
26.9% |
0.106 |
2.9% |
13% |
False |
False |
29,449 |
| 120 |
4.525 |
3.440 |
1.085 |
29.6% |
0.102 |
2.8% |
21% |
False |
False |
28,143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.260 |
|
2.618 |
4.072 |
|
1.618 |
3.957 |
|
1.000 |
3.886 |
|
0.618 |
3.842 |
|
HIGH |
3.771 |
|
0.618 |
3.727 |
|
0.500 |
3.714 |
|
0.382 |
3.700 |
|
LOW |
3.656 |
|
0.618 |
3.585 |
|
1.000 |
3.541 |
|
1.618 |
3.470 |
|
2.618 |
3.355 |
|
4.250 |
3.167 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.714 |
3.726 |
| PP |
3.697 |
3.705 |
| S1 |
3.681 |
3.685 |
|