NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.325 |
3.305 |
-0.020 |
-0.6% |
3.543 |
| High |
3.357 |
3.318 |
-0.039 |
-1.2% |
3.543 |
| Low |
3.301 |
3.230 |
-0.071 |
-2.2% |
3.330 |
| Close |
3.318 |
3.247 |
-0.071 |
-2.1% |
3.347 |
| Range |
0.056 |
0.088 |
0.032 |
57.1% |
0.213 |
| ATR |
0.099 |
0.099 |
-0.001 |
-0.8% |
0.000 |
| Volume |
75,454 |
177,407 |
101,953 |
135.1% |
547,983 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.529 |
3.476 |
3.295 |
|
| R3 |
3.441 |
3.388 |
3.271 |
|
| R2 |
3.353 |
3.353 |
3.263 |
|
| R1 |
3.300 |
3.300 |
3.255 |
3.283 |
| PP |
3.265 |
3.265 |
3.265 |
3.256 |
| S1 |
3.212 |
3.212 |
3.239 |
3.195 |
| S2 |
3.177 |
3.177 |
3.231 |
|
| S3 |
3.089 |
3.124 |
3.223 |
|
| S4 |
3.001 |
3.036 |
3.199 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.046 |
3.909 |
3.464 |
|
| R3 |
3.833 |
3.696 |
3.406 |
|
| R2 |
3.620 |
3.620 |
3.386 |
|
| R1 |
3.483 |
3.483 |
3.367 |
3.445 |
| PP |
3.407 |
3.407 |
3.407 |
3.388 |
| S1 |
3.270 |
3.270 |
3.327 |
3.232 |
| S2 |
3.194 |
3.194 |
3.308 |
|
| S3 |
2.981 |
3.057 |
3.288 |
|
| S4 |
2.768 |
2.844 |
3.230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.454 |
3.230 |
0.224 |
6.9% |
0.077 |
2.4% |
8% |
False |
True |
111,952 |
| 10 |
3.757 |
3.230 |
0.527 |
16.2% |
0.085 |
2.6% |
3% |
False |
True |
107,884 |
| 20 |
3.833 |
3.230 |
0.603 |
18.6% |
0.099 |
3.1% |
3% |
False |
True |
83,864 |
| 40 |
3.996 |
3.230 |
0.766 |
23.6% |
0.107 |
3.3% |
2% |
False |
True |
61,337 |
| 60 |
4.366 |
3.230 |
1.136 |
35.0% |
0.106 |
3.3% |
1% |
False |
True |
48,967 |
| 80 |
4.517 |
3.230 |
1.287 |
39.6% |
0.109 |
3.4% |
1% |
False |
True |
40,612 |
| 100 |
4.517 |
3.230 |
1.287 |
39.6% |
0.109 |
3.3% |
1% |
False |
True |
35,185 |
| 120 |
4.517 |
3.230 |
1.287 |
39.6% |
0.103 |
3.2% |
1% |
False |
True |
30,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.692 |
|
2.618 |
3.548 |
|
1.618 |
3.460 |
|
1.000 |
3.406 |
|
0.618 |
3.372 |
|
HIGH |
3.318 |
|
0.618 |
3.284 |
|
0.500 |
3.274 |
|
0.382 |
3.264 |
|
LOW |
3.230 |
|
0.618 |
3.176 |
|
1.000 |
3.142 |
|
1.618 |
3.088 |
|
2.618 |
3.000 |
|
4.250 |
2.856 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.274 |
3.296 |
| PP |
3.265 |
3.279 |
| S1 |
3.256 |
3.263 |
|