NYMEX Natural Gas Future January 2014
Trading Metrics calculated at close of trading on 17-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
3.992 |
3.987 |
-0.005 |
-0.1% |
3.962 |
High |
4.036 |
3.995 |
-0.041 |
-1.0% |
4.100 |
Low |
3.936 |
3.940 |
0.004 |
0.1% |
3.913 |
Close |
4.003 |
3.960 |
-0.043 |
-1.1% |
3.980 |
Range |
0.100 |
0.055 |
-0.045 |
-45.0% |
0.187 |
ATR |
0.101 |
0.098 |
-0.003 |
-2.7% |
0.000 |
Volume |
19,781 |
14,588 |
-5,193 |
-26.3% |
80,049 |
|
Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.130 |
4.100 |
3.990 |
|
R3 |
4.075 |
4.045 |
3.975 |
|
R2 |
4.020 |
4.020 |
3.970 |
|
R1 |
3.990 |
3.990 |
3.965 |
3.978 |
PP |
3.965 |
3.965 |
3.965 |
3.959 |
S1 |
3.935 |
3.935 |
3.955 |
3.923 |
S2 |
3.910 |
3.910 |
3.950 |
|
S3 |
3.855 |
3.880 |
3.945 |
|
S4 |
3.800 |
3.825 |
3.930 |
|
|
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 |
4.036 |
3.885 |
0.151 |
3.8% |
0.089 |
2.2% |
50% |
False |
False |
17,101 |
10 |
4.100 |
3.885 |
0.215 |
5.4% |
0.099 |
2.5% |
35% |
False |
False |
16,889 |
20 |
4.295 |
3.866 |
0.429 |
10.8% |
0.095 |
2.4% |
22% |
False |
False |
17,355 |
40 |
4.665 |
3.866 |
0.799 |
20.2% |
0.090 |
2.3% |
12% |
False |
False |
17,933 |
60 |
4.825 |
3.866 |
0.959 |
24.2% |
0.096 |
2.4% |
10% |
False |
False |
17,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.229 |
2.618 |
4.139 |
1.618 |
4.084 |
1.000 |
4.050 |
0.618 |
4.029 |
HIGH |
3.995 |
0.618 |
3.974 |
0.500 |
3.968 |
0.382 |
3.961 |
LOW |
3.940 |
0.618 |
3.906 |
1.000 |
3.885 |
1.618 |
3.851 |
2.618 |
3.796 |
4.250 |
3.706 |
|
|
Fisher Pivots for day following 17-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.968 |
3.961 |
PP |
3.965 |
3.960 |
S1 |
3.963 |
3.960 |
|