NYMEX Natural Gas Future January 2014
| 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 |
3.717 |
3.657 |
-0.060 |
-1.6% |
3.887 |
| High |
3.728 |
3.740 |
0.012 |
0.3% |
3.887 |
| Low |
3.652 |
3.565 |
-0.087 |
-2.4% |
3.747 |
| Close |
3.668 |
3.717 |
0.049 |
1.3% |
3.758 |
| Range |
0.076 |
0.175 |
0.099 |
130.3% |
0.140 |
| ATR |
0.085 |
0.092 |
0.006 |
7.5% |
0.000 |
| Volume |
19,037 |
37,648 |
18,611 |
97.8% |
114,767 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.199 |
4.133 |
3.813 |
|
| R3 |
4.024 |
3.958 |
3.765 |
|
| R2 |
3.849 |
3.849 |
3.749 |
|
| R1 |
3.783 |
3.783 |
3.733 |
3.816 |
| PP |
3.674 |
3.674 |
3.674 |
3.691 |
| S1 |
3.608 |
3.608 |
3.701 |
3.641 |
| S2 |
3.499 |
3.499 |
3.685 |
|
| S3 |
3.324 |
3.433 |
3.669 |
|
| S4 |
3.149 |
3.258 |
3.621 |
|
|
| 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 |
3.808 |
3.565 |
0.243 |
6.5% |
0.082 |
2.2% |
63% |
False |
True |
25,299 |
| 10 |
3.964 |
3.565 |
0.399 |
10.7% |
0.076 |
2.1% |
38% |
False |
True |
23,369 |
| 20 |
4.137 |
3.565 |
0.572 |
15.4% |
0.086 |
2.3% |
27% |
False |
True |
20,799 |
| 40 |
4.295 |
3.565 |
0.730 |
19.6% |
0.091 |
2.4% |
21% |
False |
True |
19,666 |
| 60 |
4.665 |
3.565 |
1.100 |
29.6% |
0.090 |
2.4% |
14% |
False |
True |
18,748 |
| 80 |
4.825 |
3.565 |
1.260 |
33.9% |
0.095 |
2.6% |
12% |
False |
True |
18,967 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.484 |
|
2.618 |
4.198 |
|
1.618 |
4.023 |
|
1.000 |
3.915 |
|
0.618 |
3.848 |
|
HIGH |
3.740 |
|
0.618 |
3.673 |
|
0.500 |
3.653 |
|
0.382 |
3.632 |
|
LOW |
3.565 |
|
0.618 |
3.457 |
|
1.000 |
3.390 |
|
1.618 |
3.282 |
|
2.618 |
3.107 |
|
4.250 |
2.821 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.696 |
3.700 |
| PP |
3.674 |
3.682 |
| S1 |
3.653 |
3.665 |
|