NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.650 |
3.635 |
-0.015 |
-0.4% |
3.800 |
| High |
3.679 |
3.668 |
-0.011 |
-0.3% |
3.800 |
| Low |
3.632 |
3.622 |
-0.010 |
-0.3% |
3.657 |
| Close |
3.643 |
3.636 |
-0.007 |
-0.2% |
3.668 |
| Range |
0.047 |
0.046 |
-0.001 |
-2.1% |
0.143 |
| ATR |
0.089 |
0.086 |
-0.003 |
-3.5% |
0.000 |
| Volume |
10,478 |
10,662 |
184 |
1.8% |
66,417 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.780 |
3.754 |
3.661 |
|
| R3 |
3.734 |
3.708 |
3.649 |
|
| R2 |
3.688 |
3.688 |
3.644 |
|
| R1 |
3.662 |
3.662 |
3.640 |
3.675 |
| PP |
3.642 |
3.642 |
3.642 |
3.649 |
| S1 |
3.616 |
3.616 |
3.632 |
3.629 |
| S2 |
3.596 |
3.596 |
3.628 |
|
| S3 |
3.550 |
3.570 |
3.623 |
|
| S4 |
3.504 |
3.524 |
3.611 |
|
|
| 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 |
3.765 |
3.622 |
0.143 |
3.9% |
0.059 |
1.6% |
10% |
False |
True |
12,397 |
| 10 |
4.017 |
3.622 |
0.395 |
10.9% |
0.071 |
2.0% |
4% |
False |
True |
10,805 |
| 20 |
4.061 |
3.622 |
0.439 |
12.1% |
0.088 |
2.4% |
3% |
False |
True |
10,516 |
| 40 |
4.215 |
3.622 |
0.593 |
16.3% |
0.090 |
2.5% |
2% |
False |
True |
9,602 |
| 60 |
4.583 |
3.622 |
0.961 |
26.4% |
0.090 |
2.5% |
1% |
False |
True |
8,369 |
| 80 |
4.744 |
3.622 |
1.122 |
30.9% |
0.095 |
2.6% |
1% |
False |
True |
8,266 |
| 100 |
4.744 |
3.622 |
1.122 |
30.9% |
0.095 |
2.6% |
1% |
False |
True |
8,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.864 |
|
2.618 |
3.788 |
|
1.618 |
3.742 |
|
1.000 |
3.714 |
|
0.618 |
3.696 |
|
HIGH |
3.668 |
|
0.618 |
3.650 |
|
0.500 |
3.645 |
|
0.382 |
3.640 |
|
LOW |
3.622 |
|
0.618 |
3.594 |
|
1.000 |
3.576 |
|
1.618 |
3.548 |
|
2.618 |
3.502 |
|
4.250 |
3.427 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.645 |
3.670 |
| PP |
3.642 |
3.659 |
| S1 |
3.639 |
3.647 |
|