NYMEX Natural Gas Future December 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.561 |
3.642 |
0.081 |
2.3% |
3.650 |
| High |
3.648 |
3.644 |
-0.004 |
-0.1% |
3.679 |
| Low |
3.469 |
3.562 |
0.093 |
2.7% |
3.469 |
| Close |
3.624 |
3.574 |
-0.050 |
-1.4% |
3.574 |
| Range |
0.179 |
0.082 |
-0.097 |
-54.2% |
0.210 |
| ATR |
0.092 |
0.091 |
-0.001 |
-0.8% |
0.000 |
| Volume |
26,358 |
30,786 |
4,428 |
16.8% |
90,126 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.839 |
3.789 |
3.619 |
|
| R3 |
3.757 |
3.707 |
3.597 |
|
| R2 |
3.675 |
3.675 |
3.589 |
|
| R1 |
3.625 |
3.625 |
3.582 |
3.609 |
| PP |
3.593 |
3.593 |
3.593 |
3.586 |
| S1 |
3.543 |
3.543 |
3.566 |
3.527 |
| S2 |
3.511 |
3.511 |
3.559 |
|
| S3 |
3.429 |
3.461 |
3.551 |
|
| S4 |
3.347 |
3.379 |
3.529 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.204 |
4.099 |
3.690 |
|
| R3 |
3.994 |
3.889 |
3.632 |
|
| R2 |
3.784 |
3.784 |
3.613 |
|
| R1 |
3.679 |
3.679 |
3.593 |
3.627 |
| PP |
3.574 |
3.574 |
3.574 |
3.548 |
| S1 |
3.469 |
3.469 |
3.555 |
3.417 |
| S2 |
3.364 |
3.364 |
3.536 |
|
| S3 |
3.154 |
3.259 |
3.516 |
|
| S4 |
2.944 |
3.049 |
3.459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.679 |
3.469 |
0.210 |
5.9% |
0.085 |
2.4% |
50% |
False |
False |
18,025 |
| 10 |
3.800 |
3.469 |
0.331 |
9.3% |
0.079 |
2.2% |
32% |
False |
False |
15,654 |
| 20 |
4.061 |
3.469 |
0.592 |
16.6% |
0.088 |
2.5% |
18% |
False |
False |
12,649 |
| 40 |
4.215 |
3.469 |
0.746 |
20.9% |
0.092 |
2.6% |
14% |
False |
False |
10,687 |
| 60 |
4.583 |
3.469 |
1.114 |
31.2% |
0.092 |
2.6% |
9% |
False |
False |
9,188 |
| 80 |
4.744 |
3.469 |
1.275 |
35.7% |
0.095 |
2.7% |
8% |
False |
False |
8,690 |
| 100 |
4.744 |
3.469 |
1.275 |
35.7% |
0.096 |
2.7% |
8% |
False |
False |
8,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.993 |
|
2.618 |
3.859 |
|
1.618 |
3.777 |
|
1.000 |
3.726 |
|
0.618 |
3.695 |
|
HIGH |
3.644 |
|
0.618 |
3.613 |
|
0.500 |
3.603 |
|
0.382 |
3.593 |
|
LOW |
3.562 |
|
0.618 |
3.511 |
|
1.000 |
3.480 |
|
1.618 |
3.429 |
|
2.618 |
3.347 |
|
4.250 |
3.214 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.603 |
3.569 |
| PP |
3.593 |
3.564 |
| S1 |
3.584 |
3.559 |
|