NYMEX Natural Gas Future October 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 |
3.473 |
3.477 |
0.004 |
0.1% |
3.759 |
| High |
3.493 |
3.479 |
-0.014 |
-0.4% |
3.796 |
| Low |
3.444 |
3.370 |
-0.074 |
-2.1% |
3.572 |
| Close |
3.471 |
3.415 |
-0.056 |
-1.6% |
3.582 |
| Range |
0.049 |
0.109 |
0.060 |
122.4% |
0.224 |
| ATR |
0.105 |
0.105 |
0.000 |
0.3% |
0.000 |
| Volume |
43,205 |
34,781 |
-8,424 |
-19.5% |
140,226 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.748 |
3.691 |
3.475 |
|
| R3 |
3.639 |
3.582 |
3.445 |
|
| R2 |
3.530 |
3.530 |
3.435 |
|
| R1 |
3.473 |
3.473 |
3.425 |
3.447 |
| PP |
3.421 |
3.421 |
3.421 |
3.409 |
| S1 |
3.364 |
3.364 |
3.405 |
3.338 |
| S2 |
3.312 |
3.312 |
3.395 |
|
| S3 |
3.203 |
3.255 |
3.385 |
|
| S4 |
3.094 |
3.146 |
3.355 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.322 |
4.176 |
3.705 |
|
| R3 |
4.098 |
3.952 |
3.644 |
|
| R2 |
3.874 |
3.874 |
3.623 |
|
| R1 |
3.728 |
3.728 |
3.603 |
3.689 |
| PP |
3.650 |
3.650 |
3.650 |
3.631 |
| S1 |
3.504 |
3.504 |
3.561 |
3.465 |
| S2 |
3.426 |
3.426 |
3.541 |
|
| S3 |
3.202 |
3.280 |
3.520 |
|
| S4 |
2.978 |
3.056 |
3.459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.667 |
3.370 |
0.297 |
8.7% |
0.087 |
2.6% |
15% |
False |
True |
42,616 |
| 10 |
3.832 |
3.370 |
0.462 |
13.5% |
0.091 |
2.7% |
10% |
False |
True |
36,584 |
| 20 |
3.844 |
3.370 |
0.474 |
13.9% |
0.108 |
3.2% |
9% |
False |
True |
32,204 |
| 40 |
4.012 |
3.370 |
0.642 |
18.8% |
0.105 |
3.1% |
7% |
False |
True |
29,741 |
| 60 |
4.373 |
3.370 |
1.003 |
29.4% |
0.103 |
3.0% |
4% |
False |
True |
27,948 |
| 80 |
4.525 |
3.370 |
1.155 |
33.8% |
0.109 |
3.2% |
4% |
False |
True |
27,819 |
| 100 |
4.525 |
3.370 |
1.155 |
33.8% |
0.107 |
3.1% |
4% |
False |
True |
29,919 |
| 120 |
4.525 |
3.370 |
1.155 |
33.8% |
0.103 |
3.0% |
4% |
False |
True |
29,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.942 |
|
2.618 |
3.764 |
|
1.618 |
3.655 |
|
1.000 |
3.588 |
|
0.618 |
3.546 |
|
HIGH |
3.479 |
|
0.618 |
3.437 |
|
0.500 |
3.425 |
|
0.382 |
3.412 |
|
LOW |
3.370 |
|
0.618 |
3.303 |
|
1.000 |
3.261 |
|
1.618 |
3.194 |
|
2.618 |
3.085 |
|
4.250 |
2.907 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.425 |
3.440 |
| PP |
3.421 |
3.432 |
| S1 |
3.418 |
3.423 |
|