NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.237 |
3.320 |
0.083 |
2.6% |
3.326 |
| High |
3.326 |
3.326 |
0.000 |
0.0% |
3.361 |
| Low |
3.129 |
3.215 |
0.086 |
2.7% |
3.129 |
| Close |
3.297 |
3.230 |
-0.067 |
-2.0% |
3.230 |
| Range |
0.197 |
0.111 |
-0.086 |
-43.7% |
0.232 |
| ATR |
0.106 |
0.106 |
0.000 |
0.4% |
0.000 |
| Volume |
232,565 |
155,392 |
-77,173 |
-33.2% |
716,557 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.590 |
3.521 |
3.291 |
|
| R3 |
3.479 |
3.410 |
3.261 |
|
| R2 |
3.368 |
3.368 |
3.250 |
|
| R1 |
3.299 |
3.299 |
3.240 |
3.278 |
| PP |
3.257 |
3.257 |
3.257 |
3.247 |
| S1 |
3.188 |
3.188 |
3.220 |
3.167 |
| S2 |
3.146 |
3.146 |
3.210 |
|
| S3 |
3.035 |
3.077 |
3.199 |
|
| S4 |
2.924 |
2.966 |
3.169 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.936 |
3.815 |
3.358 |
|
| R3 |
3.704 |
3.583 |
3.294 |
|
| R2 |
3.472 |
3.472 |
3.273 |
|
| R1 |
3.351 |
3.351 |
3.251 |
3.296 |
| PP |
3.240 |
3.240 |
3.240 |
3.212 |
| S1 |
3.119 |
3.119 |
3.209 |
3.064 |
| S2 |
3.008 |
3.008 |
3.187 |
|
| S3 |
2.776 |
2.887 |
3.166 |
|
| S4 |
2.544 |
2.655 |
3.102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.361 |
3.129 |
0.232 |
7.2% |
0.101 |
3.1% |
44% |
False |
False |
143,311 |
| 10 |
3.543 |
3.129 |
0.414 |
12.8% |
0.093 |
2.9% |
24% |
False |
False |
126,454 |
| 20 |
3.833 |
3.129 |
0.704 |
21.8% |
0.104 |
3.2% |
14% |
False |
False |
98,601 |
| 40 |
3.996 |
3.129 |
0.867 |
26.8% |
0.110 |
3.4% |
12% |
False |
False |
67,556 |
| 60 |
4.366 |
3.129 |
1.237 |
38.3% |
0.108 |
3.4% |
8% |
False |
False |
54,917 |
| 80 |
4.517 |
3.129 |
1.388 |
43.0% |
0.111 |
3.4% |
7% |
False |
False |
45,120 |
| 100 |
4.517 |
3.129 |
1.388 |
43.0% |
0.110 |
3.4% |
7% |
False |
False |
38,768 |
| 120 |
4.517 |
3.129 |
1.388 |
43.0% |
0.104 |
3.2% |
7% |
False |
False |
33,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.798 |
|
2.618 |
3.617 |
|
1.618 |
3.506 |
|
1.000 |
3.437 |
|
0.618 |
3.395 |
|
HIGH |
3.326 |
|
0.618 |
3.284 |
|
0.500 |
3.271 |
|
0.382 |
3.257 |
|
LOW |
3.215 |
|
0.618 |
3.146 |
|
1.000 |
3.104 |
|
1.618 |
3.035 |
|
2.618 |
2.924 |
|
4.250 |
2.743 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.271 |
3.229 |
| PP |
3.257 |
3.228 |
| S1 |
3.244 |
3.228 |
|