NYMEX Natural Gas Future September 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.326 |
3.325 |
-0.001 |
0.0% |
3.543 |
| High |
3.361 |
3.357 |
-0.004 |
-0.1% |
3.543 |
| Low |
3.308 |
3.301 |
-0.007 |
-0.2% |
3.330 |
| Close |
3.319 |
3.318 |
-0.001 |
0.0% |
3.347 |
| Range |
0.053 |
0.056 |
0.003 |
5.7% |
0.213 |
| ATR |
0.103 |
0.099 |
-0.003 |
-3.3% |
0.000 |
| Volume |
75,739 |
75,454 |
-285 |
-0.4% |
547,983 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.493 |
3.462 |
3.349 |
|
| R3 |
3.437 |
3.406 |
3.333 |
|
| R2 |
3.381 |
3.381 |
3.328 |
|
| R1 |
3.350 |
3.350 |
3.323 |
3.338 |
| PP |
3.325 |
3.325 |
3.325 |
3.319 |
| S1 |
3.294 |
3.294 |
3.313 |
3.282 |
| S2 |
3.269 |
3.269 |
3.308 |
|
| S3 |
3.213 |
3.238 |
3.303 |
|
| S4 |
3.157 |
3.182 |
3.287 |
|
|
| 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 |
3.472 |
3.301 |
0.171 |
5.2% |
0.070 |
2.1% |
10% |
False |
True |
92,684 |
| 10 |
3.784 |
3.301 |
0.483 |
14.6% |
0.085 |
2.6% |
4% |
False |
True |
97,111 |
| 20 |
3.833 |
3.301 |
0.532 |
16.0% |
0.102 |
3.1% |
3% |
False |
True |
76,883 |
| 40 |
3.996 |
3.301 |
0.695 |
20.9% |
0.107 |
3.2% |
2% |
False |
True |
58,526 |
| 60 |
4.366 |
3.301 |
1.065 |
32.1% |
0.106 |
3.2% |
2% |
False |
True |
46,302 |
| 80 |
4.517 |
3.301 |
1.216 |
36.6% |
0.110 |
3.3% |
1% |
False |
True |
38,576 |
| 100 |
4.517 |
3.301 |
1.216 |
36.6% |
0.108 |
3.3% |
1% |
False |
True |
33,587 |
| 120 |
4.517 |
3.301 |
1.216 |
36.6% |
0.103 |
3.1% |
1% |
False |
True |
29,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.595 |
|
2.618 |
3.504 |
|
1.618 |
3.448 |
|
1.000 |
3.413 |
|
0.618 |
3.392 |
|
HIGH |
3.357 |
|
0.618 |
3.336 |
|
0.500 |
3.329 |
|
0.382 |
3.322 |
|
LOW |
3.301 |
|
0.618 |
3.266 |
|
1.000 |
3.245 |
|
1.618 |
3.210 |
|
2.618 |
3.154 |
|
4.250 |
3.063 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.329 |
3.354 |
| PP |
3.325 |
3.342 |
| S1 |
3.322 |
3.330 |
|