NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.665 |
3.560 |
-0.105 |
-2.9% |
3.759 |
| High |
3.667 |
3.560 |
-0.107 |
-2.9% |
3.796 |
| Low |
3.572 |
3.446 |
-0.126 |
-3.5% |
3.572 |
| Close |
3.582 |
3.494 |
-0.088 |
-2.5% |
3.582 |
| Range |
0.095 |
0.114 |
0.019 |
20.0% |
0.224 |
| ATR |
0.111 |
0.113 |
0.002 |
1.6% |
0.000 |
| Volume |
38,454 |
34,589 |
-3,865 |
-10.1% |
140,226 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.842 |
3.782 |
3.557 |
|
| R3 |
3.728 |
3.668 |
3.525 |
|
| R2 |
3.614 |
3.614 |
3.515 |
|
| R1 |
3.554 |
3.554 |
3.504 |
3.527 |
| PP |
3.500 |
3.500 |
3.500 |
3.487 |
| S1 |
3.440 |
3.440 |
3.484 |
3.413 |
| S2 |
3.386 |
3.386 |
3.473 |
|
| S3 |
3.272 |
3.326 |
3.463 |
|
| S4 |
3.158 |
3.212 |
3.431 |
|
|
| 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 |
3.446 |
0.350 |
10.0% |
0.102 |
2.9% |
14% |
False |
True |
29,180 |
| 10 |
3.844 |
3.446 |
0.398 |
11.4% |
0.107 |
3.1% |
12% |
False |
True |
31,688 |
| 20 |
3.844 |
3.446 |
0.398 |
11.4% |
0.111 |
3.2% |
12% |
False |
True |
29,908 |
| 40 |
4.056 |
3.446 |
0.610 |
17.5% |
0.104 |
3.0% |
8% |
False |
True |
27,634 |
| 60 |
4.373 |
3.446 |
0.927 |
26.5% |
0.104 |
3.0% |
5% |
False |
True |
26,868 |
| 80 |
4.525 |
3.446 |
1.079 |
30.9% |
0.111 |
3.2% |
4% |
False |
True |
27,713 |
| 100 |
4.525 |
3.446 |
1.079 |
30.9% |
0.107 |
3.1% |
4% |
False |
True |
29,530 |
| 120 |
4.525 |
3.440 |
1.085 |
31.1% |
0.103 |
2.9% |
5% |
False |
False |
28,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.045 |
|
2.618 |
3.858 |
|
1.618 |
3.744 |
|
1.000 |
3.674 |
|
0.618 |
3.630 |
|
HIGH |
3.560 |
|
0.618 |
3.516 |
|
0.500 |
3.503 |
|
0.382 |
3.490 |
|
LOW |
3.446 |
|
0.618 |
3.376 |
|
1.000 |
3.332 |
|
1.618 |
3.262 |
|
2.618 |
3.148 |
|
4.250 |
2.962 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.503 |
3.609 |
| PP |
3.500 |
3.570 |
| S1 |
3.497 |
3.532 |
|