NYMEX Natural Gas Future December 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 |
3.624 |
3.561 |
-0.063 |
-1.7% |
3.800 |
| High |
3.634 |
3.648 |
0.014 |
0.4% |
3.800 |
| Low |
3.562 |
3.469 |
-0.093 |
-2.6% |
3.657 |
| Close |
3.578 |
3.624 |
0.046 |
1.3% |
3.668 |
| Range |
0.072 |
0.179 |
0.107 |
148.6% |
0.143 |
| ATR |
0.085 |
0.092 |
0.007 |
7.9% |
0.000 |
| Volume |
11,842 |
26,358 |
14,516 |
122.6% |
66,417 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.117 |
4.050 |
3.722 |
|
| R3 |
3.938 |
3.871 |
3.673 |
|
| R2 |
3.759 |
3.759 |
3.657 |
|
| R1 |
3.692 |
3.692 |
3.640 |
3.726 |
| PP |
3.580 |
3.580 |
3.580 |
3.597 |
| S1 |
3.513 |
3.513 |
3.608 |
3.547 |
| S2 |
3.401 |
3.401 |
3.591 |
|
| S3 |
3.222 |
3.334 |
3.575 |
|
| S4 |
3.043 |
3.155 |
3.526 |
|
|
| 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 |
3.718 |
3.469 |
0.249 |
6.9% |
0.081 |
2.2% |
62% |
False |
True |
14,953 |
| 10 |
3.902 |
3.469 |
0.433 |
11.9% |
0.079 |
2.2% |
36% |
False |
True |
13,509 |
| 20 |
4.061 |
3.469 |
0.592 |
16.3% |
0.087 |
2.4% |
26% |
False |
True |
11,486 |
| 40 |
4.215 |
3.469 |
0.746 |
20.6% |
0.093 |
2.6% |
21% |
False |
True |
10,146 |
| 60 |
4.583 |
3.469 |
1.114 |
30.7% |
0.092 |
2.5% |
14% |
False |
True |
8,783 |
| 80 |
4.744 |
3.469 |
1.275 |
35.2% |
0.095 |
2.6% |
12% |
False |
True |
8,385 |
| 100 |
4.744 |
3.469 |
1.275 |
35.2% |
0.095 |
2.6% |
12% |
False |
True |
8,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.409 |
|
2.618 |
4.117 |
|
1.618 |
3.938 |
|
1.000 |
3.827 |
|
0.618 |
3.759 |
|
HIGH |
3.648 |
|
0.618 |
3.580 |
|
0.500 |
3.559 |
|
0.382 |
3.537 |
|
LOW |
3.469 |
|
0.618 |
3.358 |
|
1.000 |
3.290 |
|
1.618 |
3.179 |
|
2.618 |
3.000 |
|
4.250 |
2.708 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.602 |
3.606 |
| PP |
3.580 |
3.587 |
| S1 |
3.559 |
3.569 |
|