NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.802 |
3.742 |
-0.060 |
-1.6% |
3.828 |
| High |
3.836 |
3.742 |
-0.094 |
-2.5% |
3.864 |
| Low |
3.733 |
3.654 |
-0.079 |
-2.1% |
3.654 |
| Close |
3.742 |
3.664 |
-0.078 |
-2.1% |
3.664 |
| Range |
0.103 |
0.088 |
-0.015 |
-14.6% |
0.210 |
| ATR |
0.105 |
0.104 |
-0.001 |
-1.2% |
0.000 |
| Volume |
10,530 |
19,771 |
9,241 |
87.8% |
67,103 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.951 |
3.895 |
3.712 |
|
| R3 |
3.863 |
3.807 |
3.688 |
|
| R2 |
3.775 |
3.775 |
3.680 |
|
| R1 |
3.719 |
3.719 |
3.672 |
3.703 |
| PP |
3.687 |
3.687 |
3.687 |
3.679 |
| S1 |
3.631 |
3.631 |
3.656 |
3.615 |
| S2 |
3.599 |
3.599 |
3.648 |
|
| S3 |
3.511 |
3.543 |
3.640 |
|
| S4 |
3.423 |
3.455 |
3.616 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.357 |
4.221 |
3.780 |
|
| R3 |
4.147 |
4.011 |
3.722 |
|
| R2 |
3.937 |
3.937 |
3.703 |
|
| R1 |
3.801 |
3.801 |
3.683 |
3.764 |
| PP |
3.727 |
3.727 |
3.727 |
3.709 |
| S1 |
3.591 |
3.591 |
3.645 |
3.554 |
| S2 |
3.517 |
3.517 |
3.626 |
|
| S3 |
3.307 |
3.381 |
3.606 |
|
| S4 |
3.097 |
3.171 |
3.549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.864 |
3.654 |
0.210 |
5.7% |
0.096 |
2.6% |
5% |
False |
True |
13,420 |
| 10 |
3.910 |
3.638 |
0.272 |
7.4% |
0.103 |
2.8% |
10% |
False |
False |
14,360 |
| 20 |
3.910 |
3.612 |
0.298 |
8.1% |
0.102 |
2.8% |
17% |
False |
False |
15,100 |
| 40 |
4.155 |
3.612 |
0.543 |
14.8% |
0.094 |
2.6% |
10% |
False |
False |
13,190 |
| 60 |
4.510 |
3.612 |
0.898 |
24.5% |
0.098 |
2.7% |
6% |
False |
False |
11,732 |
| 80 |
4.594 |
3.612 |
0.982 |
26.8% |
0.101 |
2.7% |
5% |
False |
False |
11,212 |
| 100 |
4.594 |
3.612 |
0.982 |
26.8% |
0.097 |
2.6% |
5% |
False |
False |
10,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.116 |
|
2.618 |
3.972 |
|
1.618 |
3.884 |
|
1.000 |
3.830 |
|
0.618 |
3.796 |
|
HIGH |
3.742 |
|
0.618 |
3.708 |
|
0.500 |
3.698 |
|
0.382 |
3.688 |
|
LOW |
3.654 |
|
0.618 |
3.600 |
|
1.000 |
3.566 |
|
1.618 |
3.512 |
|
2.618 |
3.424 |
|
4.250 |
3.280 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.698 |
3.759 |
| PP |
3.687 |
3.727 |
| S1 |
3.675 |
3.696 |
|