NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.759 |
3.748 |
-0.011 |
-0.3% |
3.710 |
| High |
3.794 |
3.759 |
-0.035 |
-0.9% |
3.870 |
| Low |
3.695 |
3.699 |
0.004 |
0.1% |
3.667 |
| Close |
3.763 |
3.720 |
-0.043 |
-1.1% |
3.737 |
| Range |
0.099 |
0.060 |
-0.039 |
-39.4% |
0.203 |
| ATR |
0.105 |
0.102 |
-0.003 |
-2.8% |
0.000 |
| Volume |
12,816 |
13,460 |
644 |
5.0% |
64,043 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.906 |
3.873 |
3.753 |
|
| R3 |
3.846 |
3.813 |
3.737 |
|
| R2 |
3.786 |
3.786 |
3.731 |
|
| R1 |
3.753 |
3.753 |
3.726 |
3.740 |
| PP |
3.726 |
3.726 |
3.726 |
3.719 |
| S1 |
3.693 |
3.693 |
3.715 |
3.680 |
| S2 |
3.666 |
3.666 |
3.709 |
|
| S3 |
3.606 |
3.633 |
3.704 |
|
| S4 |
3.546 |
3.573 |
3.687 |
|
|
| 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 |
3.794 |
3.638 |
0.156 |
4.2% |
0.100 |
2.7% |
53% |
False |
False |
13,534 |
| 10 |
3.870 |
3.638 |
0.232 |
6.2% |
0.107 |
2.9% |
35% |
False |
False |
14,719 |
| 20 |
4.070 |
3.612 |
0.458 |
12.3% |
0.097 |
2.6% |
24% |
False |
False |
13,205 |
| 40 |
4.442 |
3.612 |
0.830 |
22.3% |
0.094 |
2.5% |
13% |
False |
False |
11,897 |
| 60 |
4.594 |
3.612 |
0.982 |
26.4% |
0.099 |
2.7% |
11% |
False |
False |
11,083 |
| 80 |
4.594 |
3.612 |
0.982 |
26.4% |
0.100 |
2.7% |
11% |
False |
False |
10,539 |
| 100 |
4.594 |
3.612 |
0.982 |
26.4% |
0.095 |
2.5% |
11% |
False |
False |
10,038 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.014 |
|
2.618 |
3.916 |
|
1.618 |
3.856 |
|
1.000 |
3.819 |
|
0.618 |
3.796 |
|
HIGH |
3.759 |
|
0.618 |
3.736 |
|
0.500 |
3.729 |
|
0.382 |
3.722 |
|
LOW |
3.699 |
|
0.618 |
3.662 |
|
1.000 |
3.639 |
|
1.618 |
3.602 |
|
2.618 |
3.542 |
|
4.250 |
3.444 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.729 |
3.719 |
| PP |
3.726 |
3.717 |
| S1 |
3.723 |
3.716 |
|