NYMEX Natural Gas Future December 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 |
3.952 |
3.902 |
-0.050 |
-1.3% |
3.968 |
High |
3.991 |
3.902 |
-0.089 |
-2.2% |
4.017 |
Low |
3.894 |
3.819 |
-0.075 |
-1.9% |
3.819 |
Close |
3.902 |
3.829 |
-0.073 |
-1.9% |
3.829 |
Range |
0.097 |
0.083 |
-0.014 |
-14.4% |
0.198 |
ATR |
0.101 |
0.099 |
-0.001 |
-1.3% |
0.000 |
Volume |
4,871 |
9,334 |
4,463 |
91.6% |
41,969 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.099 |
4.047 |
3.875 |
|
R3 |
4.016 |
3.964 |
3.852 |
|
R2 |
3.933 |
3.933 |
3.844 |
|
R1 |
3.881 |
3.881 |
3.837 |
3.866 |
PP |
3.850 |
3.850 |
3.850 |
3.842 |
S1 |
3.798 |
3.798 |
3.821 |
3.783 |
S2 |
3.767 |
3.767 |
3.814 |
|
S3 |
3.684 |
3.715 |
3.806 |
|
S4 |
3.601 |
3.632 |
3.783 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.482 |
4.354 |
3.938 |
|
R3 |
4.284 |
4.156 |
3.883 |
|
R2 |
4.086 |
4.086 |
3.865 |
|
R1 |
3.958 |
3.958 |
3.847 |
3.923 |
PP |
3.888 |
3.888 |
3.888 |
3.871 |
S1 |
3.760 |
3.760 |
3.811 |
3.725 |
S2 |
3.690 |
3.690 |
3.793 |
|
S3 |
3.492 |
3.562 |
3.775 |
|
S4 |
3.294 |
3.364 |
3.720 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.017 |
3.819 |
0.198 |
5.2% |
0.088 |
2.3% |
5% |
False |
True |
8,393 |
10 |
4.061 |
3.806 |
0.255 |
6.7% |
0.098 |
2.5% |
9% |
False |
False |
9,644 |
20 |
4.061 |
3.780 |
0.281 |
7.3% |
0.098 |
2.6% |
17% |
False |
False |
10,281 |
40 |
4.309 |
3.780 |
0.529 |
13.8% |
0.091 |
2.4% |
9% |
False |
False |
8,574 |
60 |
4.668 |
3.780 |
0.888 |
23.2% |
0.096 |
2.5% |
6% |
False |
False |
7,741 |
80 |
4.744 |
3.780 |
0.964 |
25.2% |
0.099 |
2.6% |
5% |
False |
False |
8,000 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.255 |
2.618 |
4.119 |
1.618 |
4.036 |
1.000 |
3.985 |
0.618 |
3.953 |
HIGH |
3.902 |
0.618 |
3.870 |
0.500 |
3.861 |
0.382 |
3.851 |
LOW |
3.819 |
0.618 |
3.768 |
1.000 |
3.736 |
1.618 |
3.685 |
2.618 |
3.602 |
4.250 |
3.466 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.861 |
3.918 |
PP |
3.850 |
3.888 |
S1 |
3.840 |
3.859 |
|