NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.477 |
3.410 |
-0.067 |
-1.9% |
3.560 |
| High |
3.479 |
3.434 |
-0.045 |
-1.3% |
3.560 |
| Low |
3.370 |
3.358 |
-0.012 |
-0.4% |
3.358 |
| Close |
3.415 |
3.375 |
-0.040 |
-1.2% |
3.375 |
| Range |
0.109 |
0.076 |
-0.033 |
-30.3% |
0.202 |
| ATR |
0.105 |
0.103 |
-0.002 |
-2.0% |
0.000 |
| Volume |
34,781 |
47,499 |
12,718 |
36.6% |
222,128 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.617 |
3.572 |
3.417 |
|
| R3 |
3.541 |
3.496 |
3.396 |
|
| R2 |
3.465 |
3.465 |
3.389 |
|
| R1 |
3.420 |
3.420 |
3.382 |
3.405 |
| PP |
3.389 |
3.389 |
3.389 |
3.381 |
| S1 |
3.344 |
3.344 |
3.368 |
3.329 |
| S2 |
3.313 |
3.313 |
3.361 |
|
| S3 |
3.237 |
3.268 |
3.354 |
|
| S4 |
3.161 |
3.192 |
3.333 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.037 |
3.908 |
3.486 |
|
| R3 |
3.835 |
3.706 |
3.431 |
|
| R2 |
3.633 |
3.633 |
3.412 |
|
| R1 |
3.504 |
3.504 |
3.394 |
3.468 |
| PP |
3.431 |
3.431 |
3.431 |
3.413 |
| S1 |
3.302 |
3.302 |
3.356 |
3.266 |
| S2 |
3.229 |
3.229 |
3.338 |
|
| S3 |
3.027 |
3.100 |
3.319 |
|
| S4 |
2.825 |
2.898 |
3.264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.560 |
3.358 |
0.202 |
6.0% |
0.084 |
2.5% |
8% |
False |
True |
44,425 |
| 10 |
3.796 |
3.358 |
0.438 |
13.0% |
0.092 |
2.7% |
4% |
False |
True |
36,235 |
| 20 |
3.844 |
3.358 |
0.486 |
14.4% |
0.106 |
3.1% |
3% |
False |
True |
33,417 |
| 40 |
4.004 |
3.358 |
0.646 |
19.1% |
0.103 |
3.1% |
3% |
False |
True |
30,515 |
| 60 |
4.373 |
3.358 |
1.015 |
30.1% |
0.103 |
3.1% |
2% |
False |
True |
28,251 |
| 80 |
4.525 |
3.358 |
1.167 |
34.6% |
0.109 |
3.2% |
1% |
False |
True |
28,161 |
| 100 |
4.525 |
3.358 |
1.167 |
34.6% |
0.107 |
3.2% |
1% |
False |
True |
30,116 |
| 120 |
4.525 |
3.358 |
1.167 |
34.6% |
0.103 |
3.0% |
1% |
False |
True |
29,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.757 |
|
2.618 |
3.633 |
|
1.618 |
3.557 |
|
1.000 |
3.510 |
|
0.618 |
3.481 |
|
HIGH |
3.434 |
|
0.618 |
3.405 |
|
0.500 |
3.396 |
|
0.382 |
3.387 |
|
LOW |
3.358 |
|
0.618 |
3.311 |
|
1.000 |
3.282 |
|
1.618 |
3.235 |
|
2.618 |
3.159 |
|
4.250 |
3.035 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.396 |
3.426 |
| PP |
3.389 |
3.409 |
| S1 |
3.382 |
3.392 |
|