NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.452 |
3.386 |
-0.066 |
-1.9% |
3.543 |
| High |
3.454 |
3.407 |
-0.047 |
-1.4% |
3.543 |
| Low |
3.341 |
3.330 |
-0.011 |
-0.3% |
3.330 |
| Close |
3.387 |
3.347 |
-0.040 |
-1.2% |
3.347 |
| Range |
0.113 |
0.077 |
-0.036 |
-31.9% |
0.213 |
| ATR |
0.109 |
0.107 |
-0.002 |
-2.1% |
0.000 |
| Volume |
152,916 |
78,244 |
-74,672 |
-48.8% |
547,983 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.592 |
3.547 |
3.389 |
|
| R3 |
3.515 |
3.470 |
3.368 |
|
| R2 |
3.438 |
3.438 |
3.361 |
|
| R1 |
3.393 |
3.393 |
3.354 |
3.377 |
| PP |
3.361 |
3.361 |
3.361 |
3.354 |
| S1 |
3.316 |
3.316 |
3.340 |
3.300 |
| S2 |
3.284 |
3.284 |
3.333 |
|
| S3 |
3.207 |
3.239 |
3.326 |
|
| S4 |
3.130 |
3.162 |
3.305 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.046 |
3.909 |
3.464 |
|
| R3 |
3.833 |
3.696 |
3.406 |
|
| R2 |
3.620 |
3.620 |
3.386 |
|
| R1 |
3.483 |
3.483 |
3.367 |
3.445 |
| PP |
3.407 |
3.407 |
3.407 |
3.388 |
| S1 |
3.270 |
3.270 |
3.327 |
3.232 |
| S2 |
3.194 |
3.194 |
3.308 |
|
| S3 |
2.981 |
3.057 |
3.288 |
|
| S4 |
2.768 |
2.844 |
3.230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.543 |
3.330 |
0.213 |
6.4% |
0.086 |
2.6% |
8% |
False |
True |
109,596 |
| 10 |
3.784 |
3.330 |
0.454 |
13.6% |
0.097 |
2.9% |
4% |
False |
True |
95,481 |
| 20 |
3.833 |
3.330 |
0.503 |
15.0% |
0.110 |
3.3% |
3% |
False |
True |
72,831 |
| 40 |
3.996 |
3.330 |
0.666 |
19.9% |
0.108 |
3.2% |
3% |
False |
True |
57,334 |
| 60 |
4.366 |
3.330 |
1.036 |
31.0% |
0.108 |
3.2% |
2% |
False |
True |
44,452 |
| 80 |
4.517 |
3.330 |
1.187 |
35.5% |
0.111 |
3.3% |
1% |
False |
True |
37,115 |
| 100 |
4.517 |
3.330 |
1.187 |
35.5% |
0.109 |
3.3% |
1% |
False |
True |
32,305 |
| 120 |
4.517 |
3.330 |
1.187 |
35.5% |
0.104 |
3.1% |
1% |
False |
True |
28,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.734 |
|
2.618 |
3.609 |
|
1.618 |
3.532 |
|
1.000 |
3.484 |
|
0.618 |
3.455 |
|
HIGH |
3.407 |
|
0.618 |
3.378 |
|
0.500 |
3.369 |
|
0.382 |
3.359 |
|
LOW |
3.330 |
|
0.618 |
3.282 |
|
1.000 |
3.253 |
|
1.618 |
3.205 |
|
2.618 |
3.128 |
|
4.250 |
3.003 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.369 |
3.401 |
| PP |
3.361 |
3.383 |
| S1 |
3.354 |
3.365 |
|