NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.800 |
3.807 |
0.007 |
0.2% |
3.771 |
| High |
3.841 |
3.864 |
0.023 |
0.6% |
3.910 |
| Low |
3.745 |
3.779 |
0.034 |
0.9% |
3.638 |
| Close |
3.830 |
3.787 |
-0.043 |
-1.1% |
3.863 |
| Range |
0.096 |
0.085 |
-0.011 |
-11.5% |
0.272 |
| ATR |
0.107 |
0.105 |
-0.002 |
-1.5% |
0.000 |
| Volume |
14,304 |
11,321 |
-2,983 |
-20.9% |
76,505 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.065 |
4.011 |
3.834 |
|
| R3 |
3.980 |
3.926 |
3.810 |
|
| R2 |
3.895 |
3.895 |
3.803 |
|
| R1 |
3.841 |
3.841 |
3.795 |
3.826 |
| PP |
3.810 |
3.810 |
3.810 |
3.802 |
| S1 |
3.756 |
3.756 |
3.779 |
3.741 |
| S2 |
3.725 |
3.725 |
3.771 |
|
| S3 |
3.640 |
3.671 |
3.764 |
|
| S4 |
3.555 |
3.586 |
3.740 |
|
|
| 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 |
3.710 |
0.200 |
5.3% |
0.109 |
2.9% |
39% |
False |
False |
14,114 |
| 10 |
3.910 |
3.638 |
0.272 |
7.2% |
0.104 |
2.8% |
55% |
False |
False |
13,824 |
| 20 |
3.910 |
3.612 |
0.298 |
7.9% |
0.105 |
2.8% |
59% |
False |
False |
14,558 |
| 40 |
4.317 |
3.612 |
0.705 |
18.6% |
0.096 |
2.5% |
25% |
False |
False |
12,846 |
| 60 |
4.594 |
3.612 |
0.982 |
25.9% |
0.098 |
2.6% |
18% |
False |
False |
11,571 |
| 80 |
4.594 |
3.612 |
0.982 |
25.9% |
0.100 |
2.6% |
18% |
False |
False |
10,976 |
| 100 |
4.594 |
3.612 |
0.982 |
25.9% |
0.096 |
2.5% |
18% |
False |
False |
10,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.225 |
|
2.618 |
4.087 |
|
1.618 |
4.002 |
|
1.000 |
3.949 |
|
0.618 |
3.917 |
|
HIGH |
3.864 |
|
0.618 |
3.832 |
|
0.500 |
3.822 |
|
0.382 |
3.811 |
|
LOW |
3.779 |
|
0.618 |
3.726 |
|
1.000 |
3.694 |
|
1.618 |
3.641 |
|
2.618 |
3.556 |
|
4.250 |
3.418 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.822 |
3.794 |
| PP |
3.810 |
3.791 |
| S1 |
3.799 |
3.789 |
|