NYMEX Natural Gas Future December 2013
Trading Metrics calculated at close of trading on 23-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3.968 |
3.940 |
-0.028 |
-0.7% |
3.924 |
High |
3.971 |
3.996 |
0.025 |
0.6% |
4.061 |
Low |
3.880 |
3.904 |
0.024 |
0.6% |
3.806 |
Close |
3.919 |
3.986 |
0.067 |
1.7% |
4.012 |
Range |
0.091 |
0.092 |
0.001 |
1.1% |
0.255 |
ATR |
0.103 |
0.103 |
-0.001 |
-0.8% |
0.000 |
Volume |
11,979 |
9,491 |
-2,488 |
-20.8% |
54,477 |
|
Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.238 |
4.204 |
4.037 |
|
R3 |
4.146 |
4.112 |
4.011 |
|
R2 |
4.054 |
4.054 |
4.003 |
|
R1 |
4.020 |
4.020 |
3.994 |
4.037 |
PP |
3.962 |
3.962 |
3.962 |
3.971 |
S1 |
3.928 |
3.928 |
3.978 |
3.945 |
S2 |
3.870 |
3.870 |
3.969 |
|
S3 |
3.778 |
3.836 |
3.961 |
|
S4 |
3.686 |
3.744 |
3.935 |
|
|
Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.725 |
4.623 |
4.152 |
|
R3 |
4.470 |
4.368 |
4.082 |
|
R2 |
4.215 |
4.215 |
4.059 |
|
R1 |
4.113 |
4.113 |
4.035 |
4.164 |
PP |
3.960 |
3.960 |
3.960 |
3.985 |
S1 |
3.858 |
3.858 |
3.989 |
3.909 |
S2 |
3.705 |
3.705 |
3.965 |
|
S3 |
3.450 |
3.603 |
3.942 |
|
S4 |
3.195 |
3.348 |
3.872 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.061 |
3.864 |
0.197 |
4.9% |
0.097 |
2.4% |
62% |
False |
False |
11,459 |
10 |
4.061 |
3.806 |
0.255 |
6.4% |
0.105 |
2.6% |
71% |
False |
False |
10,227 |
20 |
4.061 |
3.780 |
0.281 |
7.0% |
0.102 |
2.5% |
73% |
False |
False |
10,286 |
40 |
4.583 |
3.780 |
0.803 |
20.1% |
0.095 |
2.4% |
26% |
False |
False |
8,460 |
60 |
4.744 |
3.780 |
0.964 |
24.2% |
0.097 |
2.4% |
21% |
False |
False |
7,888 |
80 |
4.744 |
3.780 |
0.964 |
24.2% |
0.098 |
2.5% |
21% |
False |
False |
8,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.387 |
2.618 |
4.237 |
1.618 |
4.145 |
1.000 |
4.088 |
0.618 |
4.053 |
HIGH |
3.996 |
0.618 |
3.961 |
0.500 |
3.950 |
0.382 |
3.939 |
LOW |
3.904 |
0.618 |
3.847 |
1.000 |
3.812 |
1.618 |
3.755 |
2.618 |
3.663 |
4.250 |
3.513 |
|
|
Fisher Pivots for day following 23-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.974 |
3.976 |
PP |
3.962 |
3.966 |
S1 |
3.950 |
3.957 |
|