NYMEX Natural Gas Future December 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 |
3.690 |
3.650 |
-0.040 |
-1.1% |
3.800 |
| High |
3.718 |
3.679 |
-0.039 |
-1.0% |
3.800 |
| Low |
3.657 |
3.632 |
-0.025 |
-0.7% |
3.657 |
| Close |
3.668 |
3.643 |
-0.025 |
-0.7% |
3.668 |
| Range |
0.061 |
0.047 |
-0.014 |
-23.0% |
0.143 |
| ATR |
0.092 |
0.089 |
-0.003 |
-3.5% |
0.000 |
| Volume |
15,425 |
10,478 |
-4,947 |
-32.1% |
66,417 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.792 |
3.765 |
3.669 |
|
| R3 |
3.745 |
3.718 |
3.656 |
|
| R2 |
3.698 |
3.698 |
3.652 |
|
| R1 |
3.671 |
3.671 |
3.647 |
3.661 |
| PP |
3.651 |
3.651 |
3.651 |
3.647 |
| S1 |
3.624 |
3.624 |
3.639 |
3.614 |
| S2 |
3.604 |
3.604 |
3.634 |
|
| S3 |
3.557 |
3.577 |
3.630 |
|
| S4 |
3.510 |
3.530 |
3.617 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.137 |
4.046 |
3.747 |
|
| R3 |
3.994 |
3.903 |
3.707 |
|
| R2 |
3.851 |
3.851 |
3.694 |
|
| R1 |
3.760 |
3.760 |
3.681 |
3.734 |
| PP |
3.708 |
3.708 |
3.708 |
3.696 |
| S1 |
3.617 |
3.617 |
3.655 |
3.591 |
| S2 |
3.565 |
3.565 |
3.642 |
|
| S3 |
3.422 |
3.474 |
3.629 |
|
| S4 |
3.279 |
3.331 |
3.589 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.779 |
3.632 |
0.147 |
4.0% |
0.062 |
1.7% |
7% |
False |
True |
13,746 |
| 10 |
4.017 |
3.632 |
0.385 |
10.6% |
0.076 |
2.1% |
3% |
False |
True |
10,688 |
| 20 |
4.061 |
3.632 |
0.429 |
11.8% |
0.090 |
2.5% |
3% |
False |
True |
10,455 |
| 40 |
4.215 |
3.632 |
0.583 |
16.0% |
0.091 |
2.5% |
2% |
False |
True |
9,487 |
| 60 |
4.583 |
3.632 |
0.951 |
26.1% |
0.091 |
2.5% |
1% |
False |
True |
8,310 |
| 80 |
4.744 |
3.632 |
1.112 |
30.5% |
0.096 |
2.6% |
1% |
False |
True |
8,277 |
| 100 |
4.744 |
3.632 |
1.112 |
30.5% |
0.095 |
2.6% |
1% |
False |
True |
8,340 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.879 |
|
2.618 |
3.802 |
|
1.618 |
3.755 |
|
1.000 |
3.726 |
|
0.618 |
3.708 |
|
HIGH |
3.679 |
|
0.618 |
3.661 |
|
0.500 |
3.656 |
|
0.382 |
3.650 |
|
LOW |
3.632 |
|
0.618 |
3.603 |
|
1.000 |
3.585 |
|
1.618 |
3.556 |
|
2.618 |
3.509 |
|
4.250 |
3.432 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.656 |
3.697 |
| PP |
3.651 |
3.679 |
| S1 |
3.647 |
3.661 |
|