NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.828 |
3.800 |
-0.028 |
-0.7% |
3.771 |
| High |
3.833 |
3.841 |
0.008 |
0.2% |
3.910 |
| Low |
3.723 |
3.745 |
0.022 |
0.6% |
3.638 |
| Close |
3.761 |
3.830 |
0.069 |
1.8% |
3.863 |
| Range |
0.110 |
0.096 |
-0.014 |
-12.7% |
0.272 |
| ATR |
0.108 |
0.107 |
-0.001 |
-0.8% |
0.000 |
| Volume |
11,177 |
14,304 |
3,127 |
28.0% |
76,505 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.093 |
4.058 |
3.883 |
|
| R3 |
3.997 |
3.962 |
3.856 |
|
| R2 |
3.901 |
3.901 |
3.848 |
|
| R1 |
3.866 |
3.866 |
3.839 |
3.884 |
| PP |
3.805 |
3.805 |
3.805 |
3.814 |
| S1 |
3.770 |
3.770 |
3.821 |
3.788 |
| S2 |
3.709 |
3.709 |
3.812 |
|
| S3 |
3.613 |
3.674 |
3.804 |
|
| S4 |
3.517 |
3.578 |
3.777 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.620 |
4.513 |
4.013 |
|
| R3 |
4.348 |
4.241 |
3.938 |
|
| R2 |
4.076 |
4.076 |
3.913 |
|
| R1 |
3.969 |
3.969 |
3.888 |
4.023 |
| PP |
3.804 |
3.804 |
3.804 |
3.830 |
| S1 |
3.697 |
3.697 |
3.838 |
3.751 |
| S2 |
3.532 |
3.532 |
3.813 |
|
| S3 |
3.260 |
3.425 |
3.788 |
|
| S4 |
2.988 |
3.153 |
3.713 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.910 |
3.699 |
0.211 |
5.5% |
0.104 |
2.7% |
62% |
False |
False |
14,542 |
| 10 |
3.910 |
3.638 |
0.272 |
7.1% |
0.111 |
2.9% |
71% |
False |
False |
14,115 |
| 20 |
3.910 |
3.612 |
0.298 |
7.8% |
0.105 |
2.7% |
73% |
False |
False |
14,538 |
| 40 |
4.442 |
3.612 |
0.830 |
21.7% |
0.098 |
2.6% |
26% |
False |
False |
12,707 |
| 60 |
4.594 |
3.612 |
0.982 |
25.6% |
0.100 |
2.6% |
22% |
False |
False |
11,548 |
| 80 |
4.594 |
3.612 |
0.982 |
25.6% |
0.100 |
2.6% |
22% |
False |
False |
10,977 |
| 100 |
4.594 |
3.612 |
0.982 |
25.6% |
0.096 |
2.5% |
22% |
False |
False |
10,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.249 |
|
2.618 |
4.092 |
|
1.618 |
3.996 |
|
1.000 |
3.937 |
|
0.618 |
3.900 |
|
HIGH |
3.841 |
|
0.618 |
3.804 |
|
0.500 |
3.793 |
|
0.382 |
3.782 |
|
LOW |
3.745 |
|
0.618 |
3.686 |
|
1.000 |
3.649 |
|
1.618 |
3.590 |
|
2.618 |
3.494 |
|
4.250 |
3.337 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.818 |
3.821 |
| PP |
3.805 |
3.813 |
| S1 |
3.793 |
3.804 |
|