NYMEX Natural Gas Future December 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 |
3.635 |
3.624 |
-0.011 |
-0.3% |
3.800 |
| High |
3.668 |
3.634 |
-0.034 |
-0.9% |
3.800 |
| Low |
3.622 |
3.562 |
-0.060 |
-1.7% |
3.657 |
| Close |
3.636 |
3.578 |
-0.058 |
-1.6% |
3.668 |
| Range |
0.046 |
0.072 |
0.026 |
56.5% |
0.143 |
| ATR |
0.086 |
0.085 |
-0.001 |
-1.0% |
0.000 |
| Volume |
10,662 |
11,842 |
1,180 |
11.1% |
66,417 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.807 |
3.765 |
3.618 |
|
| R3 |
3.735 |
3.693 |
3.598 |
|
| R2 |
3.663 |
3.663 |
3.591 |
|
| R1 |
3.621 |
3.621 |
3.585 |
3.606 |
| PP |
3.591 |
3.591 |
3.591 |
3.584 |
| S1 |
3.549 |
3.549 |
3.571 |
3.534 |
| S2 |
3.519 |
3.519 |
3.565 |
|
| S3 |
3.447 |
3.477 |
3.558 |
|
| S4 |
3.375 |
3.405 |
3.538 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.137 |
4.046 |
3.747 |
|
| R3 |
3.994 |
3.903 |
3.707 |
|
| R2 |
3.851 |
3.851 |
3.694 |
|
| R1 |
3.760 |
3.760 |
3.681 |
3.734 |
| PP |
3.708 |
3.708 |
3.708 |
3.696 |
| S1 |
3.617 |
3.617 |
3.655 |
3.591 |
| S2 |
3.565 |
3.565 |
3.642 |
|
| S3 |
3.422 |
3.474 |
3.629 |
|
| S4 |
3.279 |
3.331 |
3.589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.762 |
3.562 |
0.200 |
5.6% |
0.065 |
1.8% |
8% |
False |
True |
12,042 |
| 10 |
3.991 |
3.562 |
0.429 |
12.0% |
0.070 |
2.0% |
4% |
False |
True |
11,360 |
| 20 |
4.061 |
3.562 |
0.499 |
13.9% |
0.084 |
2.4% |
3% |
False |
True |
10,606 |
| 40 |
4.215 |
3.562 |
0.653 |
18.3% |
0.090 |
2.5% |
2% |
False |
True |
9,728 |
| 60 |
4.583 |
3.562 |
1.021 |
28.5% |
0.090 |
2.5% |
2% |
False |
True |
8,469 |
| 80 |
4.744 |
3.562 |
1.182 |
33.0% |
0.094 |
2.6% |
1% |
False |
True |
8,177 |
| 100 |
4.744 |
3.562 |
1.182 |
33.0% |
0.095 |
2.6% |
1% |
False |
True |
8,313 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.940 |
|
2.618 |
3.822 |
|
1.618 |
3.750 |
|
1.000 |
3.706 |
|
0.618 |
3.678 |
|
HIGH |
3.634 |
|
0.618 |
3.606 |
|
0.500 |
3.598 |
|
0.382 |
3.590 |
|
LOW |
3.562 |
|
0.618 |
3.518 |
|
1.000 |
3.490 |
|
1.618 |
3.446 |
|
2.618 |
3.374 |
|
4.250 |
3.256 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.598 |
3.621 |
| PP |
3.591 |
3.606 |
| S1 |
3.585 |
3.592 |
|