NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.702 |
3.771 |
0.069 |
1.9% |
3.710 |
| High |
3.778 |
3.771 |
-0.007 |
-0.2% |
3.870 |
| Low |
3.693 |
3.638 |
-0.055 |
-1.5% |
3.667 |
| Close |
3.737 |
3.761 |
0.024 |
0.6% |
3.737 |
| Range |
0.085 |
0.133 |
0.048 |
56.5% |
0.203 |
| ATR |
0.103 |
0.105 |
0.002 |
2.1% |
0.000 |
| Volume |
13,460 |
16,457 |
2,997 |
22.3% |
64,043 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.122 |
4.075 |
3.834 |
|
| R3 |
3.989 |
3.942 |
3.798 |
|
| R2 |
3.856 |
3.856 |
3.785 |
|
| R1 |
3.809 |
3.809 |
3.773 |
3.766 |
| PP |
3.723 |
3.723 |
3.723 |
3.702 |
| S1 |
3.676 |
3.676 |
3.749 |
3.633 |
| S2 |
3.590 |
3.590 |
3.737 |
|
| S3 |
3.457 |
3.543 |
3.724 |
|
| S4 |
3.324 |
3.410 |
3.688 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.367 |
4.255 |
3.849 |
|
| R3 |
4.164 |
4.052 |
3.793 |
|
| R2 |
3.961 |
3.961 |
3.774 |
|
| R1 |
3.849 |
3.849 |
3.756 |
3.905 |
| PP |
3.758 |
3.758 |
3.758 |
3.786 |
| S1 |
3.646 |
3.646 |
3.718 |
3.702 |
| S2 |
3.555 |
3.555 |
3.700 |
|
| S3 |
3.352 |
3.443 |
3.681 |
|
| S4 |
3.149 |
3.240 |
3.625 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.870 |
3.638 |
0.232 |
6.2% |
0.115 |
3.1% |
53% |
False |
True |
14,078 |
| 10 |
3.870 |
3.612 |
0.258 |
6.9% |
0.107 |
2.8% |
58% |
False |
False |
15,272 |
| 20 |
4.070 |
3.612 |
0.458 |
12.2% |
0.099 |
2.6% |
33% |
False |
False |
13,069 |
| 40 |
4.442 |
3.612 |
0.830 |
22.1% |
0.095 |
2.5% |
18% |
False |
False |
11,727 |
| 60 |
4.594 |
3.612 |
0.982 |
26.1% |
0.099 |
2.6% |
15% |
False |
False |
11,092 |
| 80 |
4.594 |
3.612 |
0.982 |
26.1% |
0.100 |
2.7% |
15% |
False |
False |
10,407 |
| 100 |
4.594 |
3.612 |
0.982 |
26.1% |
0.094 |
2.5% |
15% |
False |
False |
9,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.336 |
|
2.618 |
4.119 |
|
1.618 |
3.986 |
|
1.000 |
3.904 |
|
0.618 |
3.853 |
|
HIGH |
3.771 |
|
0.618 |
3.720 |
|
0.500 |
3.705 |
|
0.382 |
3.689 |
|
LOW |
3.638 |
|
0.618 |
3.556 |
|
1.000 |
3.505 |
|
1.618 |
3.423 |
|
2.618 |
3.290 |
|
4.250 |
3.073 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.742 |
3.745 |
| PP |
3.723 |
3.729 |
| S1 |
3.705 |
3.713 |
|