NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.587 |
3.565 |
-0.022 |
-0.6% |
3.828 |
| High |
3.605 |
3.591 |
-0.014 |
-0.4% |
3.864 |
| Low |
3.540 |
3.544 |
0.004 |
0.1% |
3.654 |
| Close |
3.555 |
3.573 |
0.018 |
0.5% |
3.664 |
| Range |
0.065 |
0.047 |
-0.018 |
-27.7% |
0.210 |
| ATR |
0.103 |
0.099 |
-0.004 |
-3.9% |
0.000 |
| Volume |
31,582 |
23,438 |
-8,144 |
-25.8% |
67,103 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.710 |
3.689 |
3.599 |
|
| R3 |
3.663 |
3.642 |
3.586 |
|
| R2 |
3.616 |
3.616 |
3.582 |
|
| R1 |
3.595 |
3.595 |
3.577 |
3.606 |
| PP |
3.569 |
3.569 |
3.569 |
3.575 |
| S1 |
3.548 |
3.548 |
3.569 |
3.559 |
| S2 |
3.522 |
3.522 |
3.564 |
|
| S3 |
3.475 |
3.501 |
3.560 |
|
| S4 |
3.428 |
3.454 |
3.547 |
|
|
| 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 |
3.836 |
3.534 |
0.302 |
8.5% |
0.080 |
2.2% |
13% |
False |
False |
20,992 |
| 10 |
3.910 |
3.534 |
0.376 |
10.5% |
0.095 |
2.6% |
10% |
False |
False |
17,553 |
| 20 |
3.910 |
3.534 |
0.376 |
10.5% |
0.101 |
2.8% |
10% |
False |
False |
16,136 |
| 40 |
4.115 |
3.534 |
0.581 |
16.3% |
0.094 |
2.6% |
7% |
False |
False |
14,321 |
| 60 |
4.442 |
3.534 |
0.908 |
25.4% |
0.094 |
2.6% |
4% |
False |
False |
12,498 |
| 80 |
4.594 |
3.534 |
1.060 |
29.7% |
0.099 |
2.8% |
4% |
False |
False |
11,764 |
| 100 |
4.594 |
3.534 |
1.060 |
29.7% |
0.096 |
2.7% |
4% |
False |
False |
11,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.791 |
|
2.618 |
3.714 |
|
1.618 |
3.667 |
|
1.000 |
3.638 |
|
0.618 |
3.620 |
|
HIGH |
3.591 |
|
0.618 |
3.573 |
|
0.500 |
3.568 |
|
0.382 |
3.562 |
|
LOW |
3.544 |
|
0.618 |
3.515 |
|
1.000 |
3.497 |
|
1.618 |
3.468 |
|
2.618 |
3.421 |
|
4.250 |
3.344 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.571 |
3.582 |
| PP |
3.569 |
3.579 |
| S1 |
3.568 |
3.576 |
|