NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 15-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3.964 |
4.014 |
0.050 |
1.3% |
3.962 |
High |
4.016 |
4.014 |
-0.002 |
0.0% |
4.100 |
Low |
3.964 |
3.885 |
-0.079 |
-2.0% |
3.913 |
Close |
3.980 |
4.000 |
0.020 |
0.5% |
3.980 |
Range |
0.052 |
0.129 |
0.077 |
148.1% |
0.187 |
ATR |
0.099 |
0.101 |
0.002 |
2.2% |
0.000 |
Volume |
17,634 |
17,972 |
338 |
1.9% |
80,049 |
|
Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.353 |
4.306 |
4.071 |
|
R3 |
4.224 |
4.177 |
4.035 |
|
R2 |
4.095 |
4.095 |
4.024 |
|
R1 |
4.048 |
4.048 |
4.012 |
4.007 |
PP |
3.966 |
3.966 |
3.966 |
3.946 |
S1 |
3.919 |
3.919 |
3.988 |
3.878 |
S2 |
3.837 |
3.837 |
3.976 |
|
S3 |
3.708 |
3.790 |
3.965 |
|
S4 |
3.579 |
3.661 |
3.929 |
|
|
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 |
3.885 |
0.215 |
5.4% |
0.105 |
2.6% |
53% |
False |
True |
17,036 |
10 |
4.100 |
3.866 |
0.234 |
5.9% |
0.098 |
2.5% |
57% |
False |
False |
16,993 |
20 |
4.295 |
3.866 |
0.429 |
10.7% |
0.096 |
2.4% |
31% |
False |
False |
17,747 |
40 |
4.665 |
3.866 |
0.799 |
20.0% |
0.092 |
2.3% |
17% |
False |
False |
17,886 |
60 |
4.825 |
3.866 |
0.959 |
24.0% |
0.097 |
2.4% |
14% |
False |
False |
18,347 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.562 |
2.618 |
4.352 |
1.618 |
4.223 |
1.000 |
4.143 |
0.618 |
4.094 |
HIGH |
4.014 |
0.618 |
3.965 |
0.500 |
3.950 |
0.382 |
3.934 |
LOW |
3.885 |
0.618 |
3.805 |
1.000 |
3.756 |
1.618 |
3.676 |
2.618 |
3.547 |
4.250 |
3.337 |
|
|
Fisher Pivots for day following 15-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.983 |
3.985 |
PP |
3.966 |
3.969 |
S1 |
3.950 |
3.954 |
|