NYMEX Natural Gas Future October 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 |
3.345 |
3.328 |
-0.017 |
-0.5% |
3.560 |
| High |
3.383 |
3.342 |
-0.041 |
-1.2% |
3.560 |
| Low |
3.326 |
3.257 |
-0.069 |
-2.1% |
3.358 |
| Close |
3.343 |
3.272 |
-0.071 |
-2.1% |
3.375 |
| Range |
0.057 |
0.085 |
0.028 |
49.1% |
0.202 |
| ATR |
0.097 |
0.097 |
-0.001 |
-0.8% |
0.000 |
| Volume |
36,103 |
39,075 |
2,972 |
8.2% |
222,128 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.545 |
3.494 |
3.319 |
|
| R3 |
3.460 |
3.409 |
3.295 |
|
| R2 |
3.375 |
3.375 |
3.288 |
|
| R1 |
3.324 |
3.324 |
3.280 |
3.307 |
| PP |
3.290 |
3.290 |
3.290 |
3.282 |
| S1 |
3.239 |
3.239 |
3.264 |
3.222 |
| S2 |
3.205 |
3.205 |
3.256 |
|
| S3 |
3.120 |
3.154 |
3.249 |
|
| S4 |
3.035 |
3.069 |
3.225 |
|
|
| 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 |
3.479 |
3.257 |
0.222 |
6.8% |
0.078 |
2.4% |
7% |
False |
True |
37,347 |
| 10 |
3.771 |
3.257 |
0.514 |
15.7% |
0.083 |
2.5% |
3% |
False |
True |
38,250 |
| 20 |
3.844 |
3.257 |
0.587 |
17.9% |
0.096 |
2.9% |
3% |
False |
True |
34,990 |
| 40 |
4.004 |
3.257 |
0.747 |
22.8% |
0.103 |
3.1% |
2% |
False |
True |
30,705 |
| 60 |
4.373 |
3.257 |
1.116 |
34.1% |
0.101 |
3.1% |
1% |
False |
True |
28,593 |
| 80 |
4.525 |
3.257 |
1.268 |
38.8% |
0.106 |
3.2% |
1% |
False |
True |
28,032 |
| 100 |
4.525 |
3.257 |
1.268 |
38.8% |
0.107 |
3.3% |
1% |
False |
True |
29,695 |
| 120 |
4.525 |
3.257 |
1.268 |
38.8% |
0.102 |
3.1% |
1% |
False |
True |
29,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.703 |
|
2.618 |
3.565 |
|
1.618 |
3.480 |
|
1.000 |
3.427 |
|
0.618 |
3.395 |
|
HIGH |
3.342 |
|
0.618 |
3.310 |
|
0.500 |
3.300 |
|
0.382 |
3.289 |
|
LOW |
3.257 |
|
0.618 |
3.204 |
|
1.000 |
3.172 |
|
1.618 |
3.119 |
|
2.618 |
3.034 |
|
4.250 |
2.896 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.300 |
3.322 |
| PP |
3.290 |
3.305 |
| S1 |
3.281 |
3.289 |
|