NYMEX Natural Gas Future September 2013
| 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 |
3.305 |
3.237 |
-0.068 |
-2.1% |
3.543 |
| High |
3.318 |
3.326 |
0.008 |
0.2% |
3.543 |
| Low |
3.230 |
3.129 |
-0.101 |
-3.1% |
3.330 |
| Close |
3.247 |
3.297 |
0.050 |
1.5% |
3.347 |
| Range |
0.088 |
0.197 |
0.109 |
123.9% |
0.213 |
| ATR |
0.099 |
0.106 |
0.007 |
7.1% |
0.000 |
| Volume |
177,407 |
232,565 |
55,158 |
31.1% |
547,983 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.842 |
3.766 |
3.405 |
|
| R3 |
3.645 |
3.569 |
3.351 |
|
| R2 |
3.448 |
3.448 |
3.333 |
|
| R1 |
3.372 |
3.372 |
3.315 |
3.410 |
| PP |
3.251 |
3.251 |
3.251 |
3.270 |
| S1 |
3.175 |
3.175 |
3.279 |
3.213 |
| S2 |
3.054 |
3.054 |
3.261 |
|
| S3 |
2.857 |
2.978 |
3.243 |
|
| S4 |
2.660 |
2.781 |
3.189 |
|
|
| 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 |
3.407 |
3.129 |
0.278 |
8.4% |
0.094 |
2.9% |
60% |
False |
True |
127,881 |
| 10 |
3.656 |
3.129 |
0.527 |
16.0% |
0.093 |
2.8% |
32% |
False |
True |
121,899 |
| 20 |
3.833 |
3.129 |
0.704 |
21.4% |
0.103 |
3.1% |
24% |
False |
True |
92,940 |
| 40 |
3.996 |
3.129 |
0.867 |
26.3% |
0.110 |
3.3% |
19% |
False |
True |
65,349 |
| 60 |
4.366 |
3.129 |
1.237 |
37.5% |
0.107 |
3.3% |
14% |
False |
True |
52,586 |
| 80 |
4.517 |
3.129 |
1.388 |
42.1% |
0.110 |
3.3% |
12% |
False |
True |
43,358 |
| 100 |
4.517 |
3.129 |
1.388 |
42.1% |
0.110 |
3.3% |
12% |
False |
True |
37,319 |
| 120 |
4.517 |
3.129 |
1.388 |
42.1% |
0.104 |
3.2% |
12% |
False |
True |
32,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.163 |
|
2.618 |
3.842 |
|
1.618 |
3.645 |
|
1.000 |
3.523 |
|
0.618 |
3.448 |
|
HIGH |
3.326 |
|
0.618 |
3.251 |
|
0.500 |
3.228 |
|
0.382 |
3.204 |
|
LOW |
3.129 |
|
0.618 |
3.007 |
|
1.000 |
2.932 |
|
1.618 |
2.810 |
|
2.618 |
2.613 |
|
4.250 |
2.292 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.274 |
3.279 |
| PP |
3.251 |
3.261 |
| S1 |
3.228 |
3.243 |
|