NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.771 |
3.759 |
-0.012 |
-0.3% |
3.710 |
| High |
3.771 |
3.794 |
0.023 |
0.6% |
3.870 |
| Low |
3.638 |
3.695 |
0.057 |
1.6% |
3.667 |
| Close |
3.761 |
3.763 |
0.002 |
0.1% |
3.737 |
| Range |
0.133 |
0.099 |
-0.034 |
-25.6% |
0.203 |
| ATR |
0.105 |
0.105 |
0.000 |
-0.4% |
0.000 |
| Volume |
16,457 |
12,816 |
-3,641 |
-22.1% |
64,043 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.048 |
4.004 |
3.817 |
|
| R3 |
3.949 |
3.905 |
3.790 |
|
| R2 |
3.850 |
3.850 |
3.781 |
|
| R1 |
3.806 |
3.806 |
3.772 |
3.828 |
| PP |
3.751 |
3.751 |
3.751 |
3.762 |
| S1 |
3.707 |
3.707 |
3.754 |
3.729 |
| S2 |
3.652 |
3.652 |
3.745 |
|
| S3 |
3.553 |
3.608 |
3.736 |
|
| S4 |
3.454 |
3.509 |
3.709 |
|
|
| 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% |
0.117 |
3.1% |
54% |
False |
False |
13,688 |
| 10 |
3.870 |
3.638 |
0.232 |
6.2% |
0.110 |
2.9% |
54% |
False |
False |
14,595 |
| 20 |
4.070 |
3.612 |
0.458 |
12.2% |
0.098 |
2.6% |
33% |
False |
False |
13,208 |
| 40 |
4.442 |
3.612 |
0.830 |
22.1% |
0.094 |
2.5% |
18% |
False |
False |
11,798 |
| 60 |
4.594 |
3.612 |
0.982 |
26.1% |
0.100 |
2.6% |
15% |
False |
False |
11,014 |
| 80 |
4.594 |
3.612 |
0.982 |
26.1% |
0.100 |
2.6% |
15% |
False |
False |
10,491 |
| 100 |
4.594 |
3.612 |
0.982 |
26.1% |
0.095 |
2.5% |
15% |
False |
False |
9,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.215 |
|
2.618 |
4.053 |
|
1.618 |
3.954 |
|
1.000 |
3.893 |
|
0.618 |
3.855 |
|
HIGH |
3.794 |
|
0.618 |
3.756 |
|
0.500 |
3.745 |
|
0.382 |
3.733 |
|
LOW |
3.695 |
|
0.618 |
3.634 |
|
1.000 |
3.596 |
|
1.618 |
3.535 |
|
2.618 |
3.436 |
|
4.250 |
3.274 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.757 |
3.747 |
| PP |
3.751 |
3.732 |
| S1 |
3.745 |
3.716 |
|