NYMEX Natural Gas Future September 2013
| 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 |
3.450 |
3.452 |
0.002 |
0.1% |
3.764 |
| High |
3.472 |
3.454 |
-0.018 |
-0.5% |
3.784 |
| Low |
3.420 |
3.341 |
-0.079 |
-2.3% |
3.552 |
| Close |
3.446 |
3.387 |
-0.059 |
-1.7% |
3.563 |
| Range |
0.052 |
0.113 |
0.061 |
117.3% |
0.232 |
| ATR |
0.109 |
0.109 |
0.000 |
0.3% |
0.000 |
| Volume |
81,069 |
152,916 |
71,847 |
88.6% |
406,827 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.733 |
3.673 |
3.449 |
|
| R3 |
3.620 |
3.560 |
3.418 |
|
| R2 |
3.507 |
3.507 |
3.408 |
|
| R1 |
3.447 |
3.447 |
3.397 |
3.421 |
| PP |
3.394 |
3.394 |
3.394 |
3.381 |
| S1 |
3.334 |
3.334 |
3.377 |
3.308 |
| S2 |
3.281 |
3.281 |
3.366 |
|
| S3 |
3.168 |
3.221 |
3.356 |
|
| S4 |
3.055 |
3.108 |
3.325 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.329 |
4.178 |
3.691 |
|
| R3 |
4.097 |
3.946 |
3.627 |
|
| R2 |
3.865 |
3.865 |
3.606 |
|
| R1 |
3.714 |
3.714 |
3.584 |
3.674 |
| PP |
3.633 |
3.633 |
3.633 |
3.613 |
| S1 |
3.482 |
3.482 |
3.542 |
3.442 |
| S2 |
3.401 |
3.401 |
3.520 |
|
| S3 |
3.169 |
3.250 |
3.499 |
|
| S4 |
2.937 |
3.018 |
3.435 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.656 |
3.341 |
0.315 |
9.3% |
0.091 |
2.7% |
15% |
False |
True |
115,917 |
| 10 |
3.825 |
3.341 |
0.484 |
14.3% |
0.096 |
2.8% |
10% |
False |
True |
92,232 |
| 20 |
3.833 |
3.341 |
0.492 |
14.5% |
0.112 |
3.3% |
9% |
False |
True |
70,381 |
| 40 |
4.008 |
3.341 |
0.667 |
19.7% |
0.110 |
3.3% |
7% |
False |
True |
55,876 |
| 60 |
4.366 |
3.341 |
1.025 |
30.3% |
0.108 |
3.2% |
4% |
False |
True |
43,474 |
| 80 |
4.517 |
3.341 |
1.176 |
34.7% |
0.111 |
3.3% |
4% |
False |
True |
36,276 |
| 100 |
4.517 |
3.341 |
1.176 |
34.7% |
0.109 |
3.2% |
4% |
False |
True |
31,603 |
| 120 |
4.517 |
3.341 |
1.176 |
34.7% |
0.104 |
3.1% |
4% |
False |
True |
27,461 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.934 |
|
2.618 |
3.750 |
|
1.618 |
3.637 |
|
1.000 |
3.567 |
|
0.618 |
3.524 |
|
HIGH |
3.454 |
|
0.618 |
3.411 |
|
0.500 |
3.398 |
|
0.382 |
3.384 |
|
LOW |
3.341 |
|
0.618 |
3.271 |
|
1.000 |
3.228 |
|
1.618 |
3.158 |
|
2.618 |
3.045 |
|
4.250 |
2.861 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.398 |
3.415 |
| PP |
3.394 |
3.405 |
| S1 |
3.391 |
3.396 |
|