NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.328 |
3.262 |
-0.066 |
-2.0% |
3.560 |
| High |
3.342 |
3.350 |
0.008 |
0.2% |
3.560 |
| Low |
3.257 |
3.154 |
-0.103 |
-3.2% |
3.358 |
| Close |
3.272 |
3.321 |
0.049 |
1.5% |
3.375 |
| Range |
0.085 |
0.196 |
0.111 |
130.6% |
0.202 |
| ATR |
0.097 |
0.104 |
0.007 |
7.4% |
0.000 |
| Volume |
39,075 |
93,246 |
54,171 |
138.6% |
222,128 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.863 |
3.788 |
3.429 |
|
| R3 |
3.667 |
3.592 |
3.375 |
|
| R2 |
3.471 |
3.471 |
3.357 |
|
| R1 |
3.396 |
3.396 |
3.339 |
3.434 |
| PP |
3.275 |
3.275 |
3.275 |
3.294 |
| S1 |
3.200 |
3.200 |
3.303 |
3.238 |
| S2 |
3.079 |
3.079 |
3.285 |
|
| S3 |
2.883 |
3.004 |
3.267 |
|
| S4 |
2.687 |
2.808 |
3.213 |
|
|
| 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 |
3.434 |
3.154 |
0.280 |
8.4% |
0.096 |
2.9% |
60% |
False |
True |
49,040 |
| 10 |
3.667 |
3.154 |
0.513 |
15.4% |
0.092 |
2.8% |
33% |
False |
True |
45,828 |
| 20 |
3.844 |
3.154 |
0.690 |
20.8% |
0.100 |
3.0% |
24% |
False |
True |
38,338 |
| 40 |
4.004 |
3.154 |
0.850 |
25.6% |
0.106 |
3.2% |
20% |
False |
True |
32,370 |
| 60 |
4.373 |
3.154 |
1.219 |
36.7% |
0.103 |
3.1% |
14% |
False |
True |
29,677 |
| 80 |
4.525 |
3.154 |
1.371 |
41.3% |
0.107 |
3.2% |
12% |
False |
True |
28,885 |
| 100 |
4.525 |
3.154 |
1.371 |
41.3% |
0.108 |
3.2% |
12% |
False |
True |
29,988 |
| 120 |
4.525 |
3.154 |
1.371 |
41.3% |
0.103 |
3.1% |
12% |
False |
True |
30,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.183 |
|
2.618 |
3.863 |
|
1.618 |
3.667 |
|
1.000 |
3.546 |
|
0.618 |
3.471 |
|
HIGH |
3.350 |
|
0.618 |
3.275 |
|
0.500 |
3.252 |
|
0.382 |
3.229 |
|
LOW |
3.154 |
|
0.618 |
3.033 |
|
1.000 |
2.958 |
|
1.618 |
2.837 |
|
2.618 |
2.641 |
|
4.250 |
2.321 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.298 |
3.304 |
| PP |
3.275 |
3.286 |
| S1 |
3.252 |
3.269 |
|