NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.807 |
3.802 |
-0.005 |
-0.1% |
3.771 |
| High |
3.864 |
3.836 |
-0.028 |
-0.7% |
3.910 |
| Low |
3.779 |
3.733 |
-0.046 |
-1.2% |
3.638 |
| Close |
3.787 |
3.742 |
-0.045 |
-1.2% |
3.863 |
| Range |
0.085 |
0.103 |
0.018 |
21.2% |
0.272 |
| ATR |
0.105 |
0.105 |
0.000 |
-0.2% |
0.000 |
| Volume |
11,321 |
10,530 |
-791 |
-7.0% |
76,505 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.079 |
4.014 |
3.799 |
|
| R3 |
3.976 |
3.911 |
3.770 |
|
| R2 |
3.873 |
3.873 |
3.761 |
|
| R1 |
3.808 |
3.808 |
3.751 |
3.789 |
| PP |
3.770 |
3.770 |
3.770 |
3.761 |
| S1 |
3.705 |
3.705 |
3.733 |
3.686 |
| S2 |
3.667 |
3.667 |
3.723 |
|
| S3 |
3.564 |
3.602 |
3.714 |
|
| S4 |
3.461 |
3.499 |
3.685 |
|
|
| 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 |
3.885 |
3.723 |
0.162 |
4.3% |
0.090 |
2.4% |
12% |
False |
False |
14,266 |
| 10 |
3.910 |
3.638 |
0.272 |
7.3% |
0.103 |
2.7% |
38% |
False |
False |
13,729 |
| 20 |
3.910 |
3.612 |
0.298 |
8.0% |
0.106 |
2.8% |
44% |
False |
False |
14,564 |
| 40 |
4.280 |
3.612 |
0.668 |
17.9% |
0.096 |
2.6% |
19% |
False |
False |
12,916 |
| 60 |
4.594 |
3.612 |
0.982 |
26.2% |
0.099 |
2.6% |
13% |
False |
False |
11,557 |
| 80 |
4.594 |
3.612 |
0.982 |
26.2% |
0.100 |
2.7% |
13% |
False |
False |
11,053 |
| 100 |
4.594 |
3.612 |
0.982 |
26.2% |
0.097 |
2.6% |
13% |
False |
False |
10,516 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.274 |
|
2.618 |
4.106 |
|
1.618 |
4.003 |
|
1.000 |
3.939 |
|
0.618 |
3.900 |
|
HIGH |
3.836 |
|
0.618 |
3.797 |
|
0.500 |
3.785 |
|
0.382 |
3.772 |
|
LOW |
3.733 |
|
0.618 |
3.669 |
|
1.000 |
3.630 |
|
1.618 |
3.566 |
|
2.618 |
3.463 |
|
4.250 |
3.295 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.785 |
3.799 |
| PP |
3.770 |
3.780 |
| S1 |
3.756 |
3.761 |
|