NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.911 |
3.895 |
-0.016 |
-0.4% |
3.880 |
| High |
3.960 |
3.925 |
-0.035 |
-0.9% |
4.036 |
| Low |
3.859 |
3.864 |
0.005 |
0.1% |
3.833 |
| Close |
3.927 |
3.883 |
-0.044 |
-1.1% |
3.905 |
| Range |
0.101 |
0.061 |
-0.040 |
-39.6% |
0.203 |
| ATR |
0.101 |
0.099 |
-0.003 |
-2.7% |
0.000 |
| Volume |
12,014 |
9,354 |
-2,660 |
-22.1% |
41,883 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.074 |
4.039 |
3.917 |
|
| R3 |
4.013 |
3.978 |
3.900 |
|
| R2 |
3.952 |
3.952 |
3.894 |
|
| R1 |
3.917 |
3.917 |
3.889 |
3.904 |
| PP |
3.891 |
3.891 |
3.891 |
3.884 |
| S1 |
3.856 |
3.856 |
3.877 |
3.843 |
| S2 |
3.830 |
3.830 |
3.872 |
|
| S3 |
3.769 |
3.795 |
3.866 |
|
| S4 |
3.708 |
3.734 |
3.849 |
|
|
| 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 |
3.960 |
3.806 |
0.154 |
4.0% |
0.096 |
2.5% |
50% |
False |
False |
8,858 |
| 10 |
4.036 |
3.806 |
0.230 |
5.9% |
0.106 |
2.7% |
33% |
False |
False |
9,770 |
| 20 |
4.215 |
3.780 |
0.435 |
11.2% |
0.097 |
2.5% |
24% |
False |
False |
9,006 |
| 40 |
4.583 |
3.780 |
0.803 |
20.7% |
0.092 |
2.4% |
13% |
False |
False |
7,760 |
| 60 |
4.744 |
3.780 |
0.964 |
24.8% |
0.097 |
2.5% |
11% |
False |
False |
7,445 |
| 80 |
4.744 |
3.780 |
0.964 |
24.8% |
0.098 |
2.5% |
11% |
False |
False |
7,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.184 |
|
2.618 |
4.085 |
|
1.618 |
4.024 |
|
1.000 |
3.986 |
|
0.618 |
3.963 |
|
HIGH |
3.925 |
|
0.618 |
3.902 |
|
0.500 |
3.895 |
|
0.382 |
3.887 |
|
LOW |
3.864 |
|
0.618 |
3.826 |
|
1.000 |
3.803 |
|
1.618 |
3.765 |
|
2.618 |
3.704 |
|
4.250 |
3.605 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.895 |
3.883 |
| PP |
3.891 |
3.883 |
| S1 |
3.887 |
3.883 |
|