NYMEX Natural Gas Future January 2014
| 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 |
3.657 |
3.728 |
0.071 |
1.9% |
3.750 |
| High |
3.740 |
3.739 |
-0.001 |
0.0% |
3.768 |
| Low |
3.565 |
3.655 |
0.090 |
2.5% |
3.565 |
| Close |
3.717 |
3.664 |
-0.053 |
-1.4% |
3.664 |
| Range |
0.175 |
0.084 |
-0.091 |
-52.0% |
0.203 |
| ATR |
0.092 |
0.091 |
-0.001 |
-0.6% |
0.000 |
| Volume |
37,648 |
45,699 |
8,051 |
21.4% |
144,469 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.938 |
3.885 |
3.710 |
|
| R3 |
3.854 |
3.801 |
3.687 |
|
| R2 |
3.770 |
3.770 |
3.679 |
|
| R1 |
3.717 |
3.717 |
3.672 |
3.702 |
| PP |
3.686 |
3.686 |
3.686 |
3.678 |
| S1 |
3.633 |
3.633 |
3.656 |
3.618 |
| S2 |
3.602 |
3.602 |
3.649 |
|
| S3 |
3.518 |
3.549 |
3.641 |
|
| S4 |
3.434 |
3.465 |
3.618 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.275 |
4.172 |
3.776 |
|
| R3 |
4.072 |
3.969 |
3.720 |
|
| R2 |
3.869 |
3.869 |
3.701 |
|
| R1 |
3.766 |
3.766 |
3.683 |
3.716 |
| PP |
3.666 |
3.666 |
3.666 |
3.641 |
| S1 |
3.563 |
3.563 |
3.645 |
3.513 |
| S2 |
3.463 |
3.463 |
3.627 |
|
| S3 |
3.260 |
3.360 |
3.608 |
|
| S4 |
3.057 |
3.157 |
3.552 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.768 |
3.565 |
0.203 |
5.5% |
0.086 |
2.4% |
49% |
False |
False |
28,893 |
| 10 |
3.887 |
3.565 |
0.322 |
8.8% |
0.079 |
2.1% |
31% |
False |
False |
25,923 |
| 20 |
4.137 |
3.565 |
0.572 |
15.6% |
0.087 |
2.4% |
17% |
False |
False |
22,202 |
| 40 |
4.295 |
3.565 |
0.730 |
19.9% |
0.090 |
2.5% |
14% |
False |
False |
20,282 |
| 60 |
4.665 |
3.565 |
1.100 |
30.0% |
0.091 |
2.5% |
9% |
False |
False |
19,263 |
| 80 |
4.825 |
3.565 |
1.260 |
34.4% |
0.095 |
2.6% |
8% |
False |
False |
19,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.096 |
|
2.618 |
3.959 |
|
1.618 |
3.875 |
|
1.000 |
3.823 |
|
0.618 |
3.791 |
|
HIGH |
3.739 |
|
0.618 |
3.707 |
|
0.500 |
3.697 |
|
0.382 |
3.687 |
|
LOW |
3.655 |
|
0.618 |
3.603 |
|
1.000 |
3.571 |
|
1.618 |
3.519 |
|
2.618 |
3.435 |
|
4.250 |
3.298 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.697 |
3.660 |
| PP |
3.686 |
3.656 |
| S1 |
3.675 |
3.653 |
|