NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
3.844 |
3.836 |
-0.008 |
-0.2% |
4.054 |
| High |
3.867 |
3.851 |
-0.016 |
-0.4% |
4.094 |
| Low |
3.806 |
3.808 |
0.002 |
0.1% |
3.902 |
| Close |
3.821 |
3.839 |
0.018 |
0.5% |
3.913 |
| Range |
0.061 |
0.043 |
-0.018 |
-29.5% |
0.192 |
| ATR |
0.098 |
0.094 |
-0.004 |
-4.0% |
0.000 |
| Volume |
32,817 |
20,870 |
-11,947 |
-36.4% |
80,888 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.962 |
3.943 |
3.863 |
|
| R3 |
3.919 |
3.900 |
3.851 |
|
| R2 |
3.876 |
3.876 |
3.847 |
|
| R1 |
3.857 |
3.857 |
3.843 |
3.867 |
| PP |
3.833 |
3.833 |
3.833 |
3.837 |
| S1 |
3.814 |
3.814 |
3.835 |
3.824 |
| S2 |
3.790 |
3.790 |
3.831 |
|
| S3 |
3.747 |
3.771 |
3.827 |
|
| S4 |
3.704 |
3.728 |
3.815 |
|
|
| 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 |
4.074 |
3.792 |
0.282 |
7.3% |
0.072 |
1.9% |
17% |
False |
False |
21,254 |
| 10 |
4.137 |
3.792 |
0.345 |
9.0% |
0.087 |
2.3% |
14% |
False |
False |
20,518 |
| 20 |
4.137 |
3.792 |
0.345 |
9.0% |
0.093 |
2.4% |
14% |
False |
False |
18,704 |
| 40 |
4.343 |
3.792 |
0.551 |
14.4% |
0.090 |
2.3% |
9% |
False |
False |
19,029 |
| 60 |
4.665 |
3.792 |
0.873 |
22.7% |
0.091 |
2.4% |
5% |
False |
False |
18,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.034 |
|
2.618 |
3.964 |
|
1.618 |
3.921 |
|
1.000 |
3.894 |
|
0.618 |
3.878 |
|
HIGH |
3.851 |
|
0.618 |
3.835 |
|
0.500 |
3.830 |
|
0.382 |
3.824 |
|
LOW |
3.808 |
|
0.618 |
3.781 |
|
1.000 |
3.765 |
|
1.618 |
3.738 |
|
2.618 |
3.695 |
|
4.250 |
3.625 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.836 |
3.840 |
| PP |
3.833 |
3.839 |
| S1 |
3.830 |
3.839 |
|