NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.836 |
3.836 |
0.000 |
0.0% |
4.054 |
| High |
3.851 |
3.851 |
0.000 |
0.0% |
4.094 |
| Low |
3.808 |
3.757 |
-0.051 |
-1.3% |
3.902 |
| Close |
3.839 |
3.798 |
-0.041 |
-1.1% |
3.913 |
| Range |
0.043 |
0.094 |
0.051 |
118.6% |
0.192 |
| ATR |
0.094 |
0.094 |
0.000 |
0.0% |
0.000 |
| Volume |
20,870 |
14,322 |
-6,548 |
-31.4% |
80,888 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.084 |
4.035 |
3.850 |
|
| R3 |
3.990 |
3.941 |
3.824 |
|
| R2 |
3.896 |
3.896 |
3.815 |
|
| R1 |
3.847 |
3.847 |
3.807 |
3.825 |
| PP |
3.802 |
3.802 |
3.802 |
3.791 |
| S1 |
3.753 |
3.753 |
3.789 |
3.731 |
| S2 |
3.708 |
3.708 |
3.781 |
|
| S3 |
3.614 |
3.659 |
3.772 |
|
| S4 |
3.520 |
3.565 |
3.746 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.546 |
4.421 |
4.019 |
|
| R3 |
4.354 |
4.229 |
3.966 |
|
| R2 |
4.162 |
4.162 |
3.948 |
|
| R1 |
4.037 |
4.037 |
3.931 |
4.004 |
| PP |
3.970 |
3.970 |
3.970 |
3.953 |
| S1 |
3.845 |
3.845 |
3.895 |
3.812 |
| S2 |
3.778 |
3.778 |
3.878 |
|
| S3 |
3.586 |
3.653 |
3.860 |
|
| S4 |
3.394 |
3.461 |
3.807 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.964 |
3.757 |
0.207 |
5.5% |
0.071 |
1.9% |
20% |
False |
True |
21,440 |
| 10 |
4.108 |
3.757 |
0.351 |
9.2% |
0.077 |
2.0% |
12% |
False |
True |
20,501 |
| 20 |
4.137 |
3.757 |
0.380 |
10.0% |
0.092 |
2.4% |
11% |
False |
True |
18,283 |
| 40 |
4.310 |
3.757 |
0.553 |
14.6% |
0.091 |
2.4% |
7% |
False |
True |
19,142 |
| 60 |
4.665 |
3.757 |
0.908 |
23.9% |
0.091 |
2.4% |
5% |
False |
True |
18,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.251 |
|
2.618 |
4.097 |
|
1.618 |
4.003 |
|
1.000 |
3.945 |
|
0.618 |
3.909 |
|
HIGH |
3.851 |
|
0.618 |
3.815 |
|
0.500 |
3.804 |
|
0.382 |
3.793 |
|
LOW |
3.757 |
|
0.618 |
3.699 |
|
1.000 |
3.663 |
|
1.618 |
3.605 |
|
2.618 |
3.511 |
|
4.250 |
3.358 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.804 |
3.812 |
| PP |
3.802 |
3.807 |
| S1 |
3.800 |
3.803 |
|