NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.560 |
3.495 |
-0.065 |
-1.8% |
3.759 |
| High |
3.560 |
3.510 |
-0.050 |
-1.4% |
3.796 |
| Low |
3.446 |
3.440 |
-0.006 |
-0.2% |
3.572 |
| Close |
3.494 |
3.454 |
-0.040 |
-1.1% |
3.582 |
| Range |
0.114 |
0.070 |
-0.044 |
-38.6% |
0.224 |
| ATR |
0.113 |
0.109 |
-0.003 |
-2.7% |
0.000 |
| Volume |
34,589 |
62,054 |
27,465 |
79.4% |
140,226 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.678 |
3.636 |
3.493 |
|
| R3 |
3.608 |
3.566 |
3.473 |
|
| R2 |
3.538 |
3.538 |
3.467 |
|
| R1 |
3.496 |
3.496 |
3.460 |
3.482 |
| PP |
3.468 |
3.468 |
3.468 |
3.461 |
| S1 |
3.426 |
3.426 |
3.448 |
3.412 |
| S2 |
3.398 |
3.398 |
3.441 |
|
| S3 |
3.328 |
3.356 |
3.435 |
|
| S4 |
3.258 |
3.286 |
3.416 |
|
|
| 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 |
3.440 |
0.356 |
10.3% |
0.096 |
2.8% |
4% |
False |
True |
35,363 |
| 10 |
3.844 |
3.440 |
0.404 |
11.7% |
0.104 |
3.0% |
3% |
False |
True |
34,819 |
| 20 |
3.844 |
3.440 |
0.404 |
11.7% |
0.111 |
3.2% |
3% |
False |
True |
31,302 |
| 40 |
4.049 |
3.440 |
0.609 |
17.6% |
0.104 |
3.0% |
2% |
False |
True |
28,729 |
| 60 |
4.373 |
3.440 |
0.933 |
27.0% |
0.103 |
3.0% |
2% |
False |
True |
27,167 |
| 80 |
4.525 |
3.440 |
1.085 |
31.4% |
0.110 |
3.2% |
1% |
False |
True |
28,122 |
| 100 |
4.525 |
3.440 |
1.085 |
31.4% |
0.106 |
3.1% |
1% |
False |
True |
29,977 |
| 120 |
4.525 |
3.440 |
1.085 |
31.4% |
0.103 |
3.0% |
1% |
False |
True |
28,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.808 |
|
2.618 |
3.693 |
|
1.618 |
3.623 |
|
1.000 |
3.580 |
|
0.618 |
3.553 |
|
HIGH |
3.510 |
|
0.618 |
3.483 |
|
0.500 |
3.475 |
|
0.382 |
3.467 |
|
LOW |
3.440 |
|
0.618 |
3.397 |
|
1.000 |
3.370 |
|
1.618 |
3.327 |
|
2.618 |
3.257 |
|
4.250 |
3.143 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.475 |
3.554 |
| PP |
3.468 |
3.520 |
| S1 |
3.461 |
3.487 |
|