NYMEX Natural Gas Future December 2013
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3.870 |
3.924 |
0.054 |
1.4% |
3.880 |
High |
3.941 |
3.938 |
-0.003 |
-0.1% |
4.036 |
Low |
3.870 |
3.806 |
-0.064 |
-1.7% |
3.833 |
Close |
3.905 |
3.925 |
0.020 |
0.5% |
3.905 |
Range |
0.071 |
0.132 |
0.061 |
85.9% |
0.203 |
ATR |
0.099 |
0.101 |
0.002 |
2.4% |
0.000 |
Volume |
7,520 |
6,635 |
-885 |
-11.8% |
41,883 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.286 |
4.237 |
3.998 |
|
R3 |
4.154 |
4.105 |
3.961 |
|
R2 |
4.022 |
4.022 |
3.949 |
|
R1 |
3.973 |
3.973 |
3.937 |
3.998 |
PP |
3.890 |
3.890 |
3.890 |
3.902 |
S1 |
3.841 |
3.841 |
3.913 |
3.866 |
S2 |
3.758 |
3.758 |
3.901 |
|
S3 |
3.626 |
3.709 |
3.889 |
|
S4 |
3.494 |
3.577 |
3.852 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.534 |
4.422 |
4.017 |
|
R3 |
4.331 |
4.219 |
3.961 |
|
R2 |
4.128 |
4.128 |
3.942 |
|
R1 |
4.016 |
4.016 |
3.924 |
4.072 |
PP |
3.925 |
3.925 |
3.925 |
3.953 |
S1 |
3.813 |
3.813 |
3.886 |
3.869 |
S2 |
3.722 |
3.722 |
3.868 |
|
S3 |
3.519 |
3.610 |
3.849 |
|
S4 |
3.316 |
3.407 |
3.793 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.036 |
3.806 |
0.230 |
5.9% |
0.111 |
2.8% |
52% |
False |
True |
8,482 |
10 |
4.036 |
3.780 |
0.256 |
6.5% |
0.105 |
2.7% |
57% |
False |
False |
9,924 |
20 |
4.215 |
3.780 |
0.435 |
11.1% |
0.099 |
2.5% |
33% |
False |
False |
8,604 |
40 |
4.583 |
3.780 |
0.803 |
20.5% |
0.094 |
2.4% |
18% |
False |
False |
7,487 |
60 |
4.744 |
3.780 |
0.964 |
24.6% |
0.097 |
2.5% |
15% |
False |
False |
7,425 |
80 |
4.744 |
3.780 |
0.964 |
24.6% |
0.098 |
2.5% |
15% |
False |
False |
7,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.499 |
2.618 |
4.284 |
1.618 |
4.152 |
1.000 |
4.070 |
0.618 |
4.020 |
HIGH |
3.938 |
0.618 |
3.888 |
0.500 |
3.872 |
0.382 |
3.856 |
LOW |
3.806 |
0.618 |
3.724 |
1.000 |
3.674 |
1.618 |
3.592 |
2.618 |
3.460 |
4.250 |
3.245 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.907 |
3.909 |
PP |
3.890 |
3.893 |
S1 |
3.872 |
3.878 |
|