NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 12-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3.989 |
3.964 |
-0.025 |
-0.6% |
3.962 |
High |
4.022 |
4.016 |
-0.006 |
-0.1% |
4.100 |
Low |
3.913 |
3.964 |
0.051 |
1.3% |
3.913 |
Close |
3.948 |
3.980 |
0.032 |
0.8% |
3.980 |
Range |
0.109 |
0.052 |
-0.057 |
-52.3% |
0.187 |
ATR |
0.101 |
0.099 |
-0.002 |
-2.3% |
0.000 |
Volume |
15,530 |
17,634 |
2,104 |
13.5% |
80,049 |
|
Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.143 |
4.113 |
4.009 |
|
R3 |
4.091 |
4.061 |
3.994 |
|
R2 |
4.039 |
4.039 |
3.990 |
|
R1 |
4.009 |
4.009 |
3.985 |
4.024 |
PP |
3.987 |
3.987 |
3.987 |
3.994 |
S1 |
3.957 |
3.957 |
3.975 |
3.972 |
S2 |
3.935 |
3.935 |
3.970 |
|
S3 |
3.883 |
3.905 |
3.966 |
|
S4 |
3.831 |
3.853 |
3.951 |
|
|
Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.559 |
4.456 |
4.083 |
|
R3 |
4.372 |
4.269 |
4.031 |
|
R2 |
4.185 |
4.185 |
4.014 |
|
R1 |
4.082 |
4.082 |
3.997 |
4.134 |
PP |
3.998 |
3.998 |
3.998 |
4.023 |
S1 |
3.895 |
3.895 |
3.963 |
3.947 |
S2 |
3.811 |
3.811 |
3.946 |
|
S3 |
3.624 |
3.708 |
3.929 |
|
S4 |
3.437 |
3.521 |
3.877 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.100 |
3.913 |
0.187 |
4.7% |
0.102 |
2.6% |
36% |
False |
False |
16,009 |
10 |
4.100 |
3.866 |
0.234 |
5.9% |
0.093 |
2.3% |
49% |
False |
False |
18,829 |
20 |
4.295 |
3.866 |
0.429 |
10.8% |
0.094 |
2.4% |
27% |
False |
False |
18,361 |
40 |
4.665 |
3.866 |
0.799 |
20.1% |
0.092 |
2.3% |
14% |
False |
False |
17,794 |
60 |
4.825 |
3.866 |
0.959 |
24.1% |
0.098 |
2.5% |
12% |
False |
False |
18,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.237 |
2.618 |
4.152 |
1.618 |
4.100 |
1.000 |
4.068 |
0.618 |
4.048 |
HIGH |
4.016 |
0.618 |
3.996 |
0.500 |
3.990 |
0.382 |
3.984 |
LOW |
3.964 |
0.618 |
3.932 |
1.000 |
3.912 |
1.618 |
3.880 |
2.618 |
3.828 |
4.250 |
3.743 |
|
|
Fisher Pivots for day following 12-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.990 |
4.007 |
PP |
3.987 |
3.998 |
S1 |
3.983 |
3.989 |
|