NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.729 |
3.665 |
-0.064 |
-1.7% |
3.759 |
| High |
3.771 |
3.667 |
-0.104 |
-2.8% |
3.796 |
| Low |
3.656 |
3.572 |
-0.084 |
-2.3% |
3.572 |
| Close |
3.664 |
3.582 |
-0.082 |
-2.2% |
3.582 |
| Range |
0.115 |
0.095 |
-0.020 |
-17.4% |
0.224 |
| ATR |
0.112 |
0.111 |
-0.001 |
-1.1% |
0.000 |
| Volume |
17,472 |
38,454 |
20,982 |
120.1% |
140,226 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.892 |
3.832 |
3.634 |
|
| R3 |
3.797 |
3.737 |
3.608 |
|
| R2 |
3.702 |
3.702 |
3.599 |
|
| R1 |
3.642 |
3.642 |
3.591 |
3.625 |
| PP |
3.607 |
3.607 |
3.607 |
3.598 |
| S1 |
3.547 |
3.547 |
3.573 |
3.530 |
| S2 |
3.512 |
3.512 |
3.565 |
|
| S3 |
3.417 |
3.452 |
3.556 |
|
| S4 |
3.322 |
3.357 |
3.530 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.322 |
4.176 |
3.705 |
|
| R3 |
4.098 |
3.952 |
3.644 |
|
| R2 |
3.874 |
3.874 |
3.623 |
|
| R1 |
3.728 |
3.728 |
3.603 |
3.689 |
| PP |
3.650 |
3.650 |
3.650 |
3.631 |
| S1 |
3.504 |
3.504 |
3.561 |
3.465 |
| S2 |
3.426 |
3.426 |
3.541 |
|
| S3 |
3.202 |
3.280 |
3.520 |
|
| S4 |
2.978 |
3.056 |
3.459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.796 |
3.572 |
0.224 |
6.3% |
0.101 |
2.8% |
4% |
False |
True |
28,045 |
| 10 |
3.844 |
3.559 |
0.285 |
8.0% |
0.110 |
3.1% |
8% |
False |
False |
31,729 |
| 20 |
3.844 |
3.538 |
0.306 |
8.5% |
0.109 |
3.1% |
14% |
False |
False |
30,429 |
| 40 |
4.085 |
3.538 |
0.547 |
15.3% |
0.103 |
2.9% |
8% |
False |
False |
27,496 |
| 60 |
4.447 |
3.538 |
0.909 |
25.4% |
0.107 |
3.0% |
5% |
False |
False |
26,788 |
| 80 |
4.525 |
3.538 |
0.987 |
27.6% |
0.111 |
3.1% |
4% |
False |
False |
27,602 |
| 100 |
4.525 |
3.538 |
0.987 |
27.6% |
0.107 |
3.0% |
4% |
False |
False |
29,558 |
| 120 |
4.525 |
3.440 |
1.085 |
30.3% |
0.102 |
2.9% |
13% |
False |
False |
28,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.071 |
|
2.618 |
3.916 |
|
1.618 |
3.821 |
|
1.000 |
3.762 |
|
0.618 |
3.726 |
|
HIGH |
3.667 |
|
0.618 |
3.631 |
|
0.500 |
3.620 |
|
0.382 |
3.608 |
|
LOW |
3.572 |
|
0.618 |
3.513 |
|
1.000 |
3.477 |
|
1.618 |
3.418 |
|
2.618 |
3.323 |
|
4.250 |
3.168 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.620 |
3.684 |
| PP |
3.607 |
3.650 |
| S1 |
3.595 |
3.616 |
|