NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.386 |
3.326 |
-0.060 |
-1.8% |
3.543 |
| High |
3.407 |
3.361 |
-0.046 |
-1.4% |
3.543 |
| Low |
3.330 |
3.308 |
-0.022 |
-0.7% |
3.330 |
| Close |
3.347 |
3.319 |
-0.028 |
-0.8% |
3.347 |
| Range |
0.077 |
0.053 |
-0.024 |
-31.2% |
0.213 |
| ATR |
0.107 |
0.103 |
-0.004 |
-3.6% |
0.000 |
| Volume |
78,244 |
75,739 |
-2,505 |
-3.2% |
547,983 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.488 |
3.457 |
3.348 |
|
| R3 |
3.435 |
3.404 |
3.334 |
|
| R2 |
3.382 |
3.382 |
3.329 |
|
| R1 |
3.351 |
3.351 |
3.324 |
3.340 |
| PP |
3.329 |
3.329 |
3.329 |
3.324 |
| S1 |
3.298 |
3.298 |
3.314 |
3.287 |
| S2 |
3.276 |
3.276 |
3.309 |
|
| S3 |
3.223 |
3.245 |
3.304 |
|
| S4 |
3.170 |
3.192 |
3.290 |
|
|
| 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 |
3.488 |
3.308 |
0.180 |
5.4% |
0.073 |
2.2% |
6% |
False |
True |
95,868 |
| 10 |
3.784 |
3.308 |
0.476 |
14.3% |
0.089 |
2.7% |
2% |
False |
True |
96,399 |
| 20 |
3.833 |
3.308 |
0.525 |
15.8% |
0.106 |
3.2% |
2% |
False |
True |
75,057 |
| 40 |
3.996 |
3.308 |
0.688 |
20.7% |
0.108 |
3.2% |
2% |
False |
True |
58,463 |
| 60 |
4.366 |
3.308 |
1.058 |
31.9% |
0.107 |
3.2% |
1% |
False |
True |
45,356 |
| 80 |
4.517 |
3.308 |
1.209 |
36.4% |
0.110 |
3.3% |
1% |
False |
True |
37,856 |
| 100 |
4.517 |
3.308 |
1.209 |
36.4% |
0.109 |
3.3% |
1% |
False |
True |
32,936 |
| 120 |
4.517 |
3.308 |
1.209 |
36.4% |
0.103 |
3.1% |
1% |
False |
True |
28,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.586 |
|
2.618 |
3.500 |
|
1.618 |
3.447 |
|
1.000 |
3.414 |
|
0.618 |
3.394 |
|
HIGH |
3.361 |
|
0.618 |
3.341 |
|
0.500 |
3.335 |
|
0.382 |
3.328 |
|
LOW |
3.308 |
|
0.618 |
3.275 |
|
1.000 |
3.255 |
|
1.618 |
3.222 |
|
2.618 |
3.169 |
|
4.250 |
3.083 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.335 |
3.381 |
| PP |
3.329 |
3.360 |
| S1 |
3.324 |
3.340 |
|