NYMEX Natural Gas Future January 2014
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.733 |
3.717 |
-0.016 |
-0.4% |
3.887 |
| High |
3.764 |
3.728 |
-0.036 |
-1.0% |
3.887 |
| Low |
3.712 |
3.652 |
-0.060 |
-1.6% |
3.747 |
| Close |
3.725 |
3.668 |
-0.057 |
-1.5% |
3.758 |
| Range |
0.052 |
0.076 |
0.024 |
46.2% |
0.140 |
| ATR |
0.086 |
0.085 |
-0.001 |
-0.8% |
0.000 |
| Volume |
22,081 |
19,037 |
-3,044 |
-13.8% |
114,767 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.911 |
3.865 |
3.710 |
|
| R3 |
3.835 |
3.789 |
3.689 |
|
| R2 |
3.759 |
3.759 |
3.682 |
|
| R1 |
3.713 |
3.713 |
3.675 |
3.698 |
| PP |
3.683 |
3.683 |
3.683 |
3.675 |
| S1 |
3.637 |
3.637 |
3.661 |
3.622 |
| S2 |
3.607 |
3.607 |
3.654 |
|
| S3 |
3.531 |
3.561 |
3.647 |
|
| S4 |
3.455 |
3.485 |
3.626 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.217 |
4.128 |
3.835 |
|
| R3 |
4.077 |
3.988 |
3.797 |
|
| R2 |
3.937 |
3.937 |
3.784 |
|
| R1 |
3.848 |
3.848 |
3.771 |
3.823 |
| PP |
3.797 |
3.797 |
3.797 |
3.785 |
| S1 |
3.708 |
3.708 |
3.745 |
3.683 |
| S2 |
3.657 |
3.657 |
3.732 |
|
| S3 |
3.517 |
3.568 |
3.720 |
|
| S4 |
3.377 |
3.428 |
3.681 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.851 |
3.652 |
0.199 |
5.4% |
0.066 |
1.8% |
8% |
False |
True |
20,634 |
| 10 |
4.074 |
3.652 |
0.422 |
11.5% |
0.069 |
1.9% |
4% |
False |
True |
20,944 |
| 20 |
4.137 |
3.652 |
0.485 |
13.2% |
0.082 |
2.2% |
3% |
False |
True |
19,693 |
| 40 |
4.295 |
3.652 |
0.643 |
17.5% |
0.089 |
2.4% |
2% |
False |
True |
19,422 |
| 60 |
4.665 |
3.652 |
1.013 |
27.6% |
0.089 |
2.4% |
2% |
False |
True |
18,423 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.051 |
|
2.618 |
3.927 |
|
1.618 |
3.851 |
|
1.000 |
3.804 |
|
0.618 |
3.775 |
|
HIGH |
3.728 |
|
0.618 |
3.699 |
|
0.500 |
3.690 |
|
0.382 |
3.681 |
|
LOW |
3.652 |
|
0.618 |
3.605 |
|
1.000 |
3.576 |
|
1.618 |
3.529 |
|
2.618 |
3.453 |
|
4.250 |
3.329 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.690 |
3.710 |
| PP |
3.683 |
3.696 |
| S1 |
3.675 |
3.682 |
|