NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.902 |
3.800 |
-0.102 |
-2.6% |
3.968 |
| High |
3.902 |
3.800 |
-0.102 |
-2.6% |
4.017 |
| Low |
3.819 |
3.705 |
-0.114 |
-3.0% |
3.819 |
| Close |
3.829 |
3.759 |
-0.070 |
-1.8% |
3.829 |
| Range |
0.083 |
0.095 |
0.012 |
14.5% |
0.198 |
| ATR |
0.099 |
0.101 |
0.002 |
1.8% |
0.000 |
| Volume |
9,334 |
8,165 |
-1,169 |
-12.5% |
41,969 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.040 |
3.994 |
3.811 |
|
| R3 |
3.945 |
3.899 |
3.785 |
|
| R2 |
3.850 |
3.850 |
3.776 |
|
| R1 |
3.804 |
3.804 |
3.768 |
3.780 |
| PP |
3.755 |
3.755 |
3.755 |
3.742 |
| S1 |
3.709 |
3.709 |
3.750 |
3.685 |
| S2 |
3.660 |
3.660 |
3.742 |
|
| S3 |
3.565 |
3.614 |
3.733 |
|
| S4 |
3.470 |
3.519 |
3.707 |
|
|
| 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 |
3.705 |
0.312 |
8.3% |
0.089 |
2.4% |
17% |
False |
True |
7,631 |
| 10 |
4.061 |
3.705 |
0.356 |
9.5% |
0.094 |
2.5% |
15% |
False |
True |
9,797 |
| 20 |
4.061 |
3.705 |
0.356 |
9.5% |
0.099 |
2.6% |
15% |
False |
True |
9,861 |
| 40 |
4.282 |
3.705 |
0.577 |
15.3% |
0.091 |
2.4% |
9% |
False |
True |
8,601 |
| 60 |
4.583 |
3.705 |
0.878 |
23.4% |
0.093 |
2.5% |
6% |
False |
True |
7,721 |
| 80 |
4.744 |
3.705 |
1.039 |
27.6% |
0.099 |
2.6% |
5% |
False |
True |
8,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.204 |
|
2.618 |
4.049 |
|
1.618 |
3.954 |
|
1.000 |
3.895 |
|
0.618 |
3.859 |
|
HIGH |
3.800 |
|
0.618 |
3.764 |
|
0.500 |
3.753 |
|
0.382 |
3.741 |
|
LOW |
3.705 |
|
0.618 |
3.646 |
|
1.000 |
3.610 |
|
1.618 |
3.551 |
|
2.618 |
3.456 |
|
4.250 |
3.301 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.757 |
3.848 |
| PP |
3.755 |
3.818 |
| S1 |
3.753 |
3.789 |
|