NYMEX Natural Gas Future January 2014
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 |
4.020 |
3.960 |
-0.060 |
-1.5% |
4.054 |
High |
4.074 |
3.964 |
-0.110 |
-2.7% |
4.094 |
Low |
3.976 |
3.902 |
-0.074 |
-1.9% |
3.902 |
Close |
3.984 |
3.913 |
-0.071 |
-1.8% |
3.913 |
Range |
0.098 |
0.062 |
-0.036 |
-36.7% |
0.192 |
ATR |
0.101 |
0.099 |
-0.001 |
-1.3% |
0.000 |
Volume |
13,393 |
20,162 |
6,769 |
50.5% |
80,888 |
|
Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.112 |
4.075 |
3.947 |
|
R3 |
4.050 |
4.013 |
3.930 |
|
R2 |
3.988 |
3.988 |
3.924 |
|
R1 |
3.951 |
3.951 |
3.919 |
3.939 |
PP |
3.926 |
3.926 |
3.926 |
3.920 |
S1 |
3.889 |
3.889 |
3.907 |
3.877 |
S2 |
3.864 |
3.864 |
3.902 |
|
S3 |
3.802 |
3.827 |
3.896 |
|
S4 |
3.740 |
3.765 |
3.879 |
|
|
Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.546 |
4.421 |
4.019 |
|
R3 |
4.354 |
4.229 |
3.966 |
|
R2 |
4.162 |
4.162 |
3.948 |
|
R1 |
4.037 |
4.037 |
3.931 |
4.004 |
PP |
3.970 |
3.970 |
3.970 |
3.953 |
S1 |
3.845 |
3.845 |
3.895 |
3.812 |
S2 |
3.778 |
3.778 |
3.878 |
|
S3 |
3.586 |
3.653 |
3.860 |
|
S4 |
3.394 |
3.461 |
3.807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.094 |
3.902 |
0.192 |
4.9% |
0.085 |
2.2% |
6% |
False |
True |
16,177 |
10 |
4.137 |
3.885 |
0.252 |
6.4% |
0.096 |
2.4% |
11% |
False |
False |
18,481 |
20 |
4.137 |
3.866 |
0.271 |
6.9% |
0.094 |
2.4% |
17% |
False |
False |
18,655 |
40 |
4.388 |
3.866 |
0.522 |
13.3% |
0.089 |
2.3% |
9% |
False |
False |
18,515 |
60 |
4.743 |
3.866 |
0.877 |
22.4% |
0.095 |
2.4% |
5% |
False |
False |
18,283 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.228 |
2.618 |
4.126 |
1.618 |
4.064 |
1.000 |
4.026 |
0.618 |
4.002 |
HIGH |
3.964 |
0.618 |
3.940 |
0.500 |
3.933 |
0.382 |
3.926 |
LOW |
3.902 |
0.618 |
3.864 |
1.000 |
3.840 |
1.618 |
3.802 |
2.618 |
3.740 |
4.250 |
3.639 |
|
|
Fisher Pivots for day following 26-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
3.933 |
3.998 |
PP |
3.926 |
3.970 |
S1 |
3.920 |
3.941 |
|