NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.410 |
3.322 |
-0.088 |
-2.6% |
3.560 |
| High |
3.434 |
3.386 |
-0.048 |
-1.4% |
3.560 |
| Low |
3.358 |
3.322 |
-0.036 |
-1.1% |
3.358 |
| Close |
3.375 |
3.346 |
-0.029 |
-0.9% |
3.375 |
| Range |
0.076 |
0.064 |
-0.012 |
-15.8% |
0.202 |
| ATR |
0.103 |
0.101 |
-0.003 |
-2.7% |
0.000 |
| Volume |
47,499 |
29,277 |
-18,222 |
-38.4% |
222,128 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.543 |
3.509 |
3.381 |
|
| R3 |
3.479 |
3.445 |
3.364 |
|
| R2 |
3.415 |
3.415 |
3.358 |
|
| R1 |
3.381 |
3.381 |
3.352 |
3.398 |
| PP |
3.351 |
3.351 |
3.351 |
3.360 |
| S1 |
3.317 |
3.317 |
3.340 |
3.334 |
| S2 |
3.287 |
3.287 |
3.334 |
|
| S3 |
3.223 |
3.253 |
3.328 |
|
| S4 |
3.159 |
3.189 |
3.311 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.037 |
3.908 |
3.486 |
|
| R3 |
3.835 |
3.706 |
3.431 |
|
| R2 |
3.633 |
3.633 |
3.412 |
|
| R1 |
3.504 |
3.504 |
3.394 |
3.468 |
| PP |
3.431 |
3.431 |
3.431 |
3.413 |
| S1 |
3.302 |
3.302 |
3.356 |
3.266 |
| S2 |
3.229 |
3.229 |
3.338 |
|
| S3 |
3.027 |
3.100 |
3.319 |
|
| S4 |
2.825 |
2.898 |
3.264 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.510 |
3.322 |
0.188 |
5.6% |
0.074 |
2.2% |
13% |
False |
True |
43,363 |
| 10 |
3.796 |
3.322 |
0.474 |
14.2% |
0.088 |
2.6% |
5% |
False |
True |
36,272 |
| 20 |
3.844 |
3.322 |
0.522 |
15.6% |
0.102 |
3.1% |
5% |
False |
True |
33,777 |
| 40 |
4.004 |
3.322 |
0.682 |
20.4% |
0.104 |
3.1% |
4% |
False |
True |
30,354 |
| 60 |
4.373 |
3.322 |
1.051 |
31.4% |
0.102 |
3.1% |
2% |
False |
True |
28,322 |
| 80 |
4.525 |
3.322 |
1.203 |
36.0% |
0.108 |
3.2% |
2% |
False |
True |
28,124 |
| 100 |
4.525 |
3.322 |
1.203 |
36.0% |
0.107 |
3.2% |
2% |
False |
True |
30,083 |
| 120 |
4.525 |
3.322 |
1.203 |
36.0% |
0.103 |
3.1% |
2% |
False |
True |
29,439 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.658 |
|
2.618 |
3.554 |
|
1.618 |
3.490 |
|
1.000 |
3.450 |
|
0.618 |
3.426 |
|
HIGH |
3.386 |
|
0.618 |
3.362 |
|
0.500 |
3.354 |
|
0.382 |
3.346 |
|
LOW |
3.322 |
|
0.618 |
3.282 |
|
1.000 |
3.258 |
|
1.618 |
3.218 |
|
2.618 |
3.154 |
|
4.250 |
3.050 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.354 |
3.401 |
| PP |
3.351 |
3.382 |
| S1 |
3.349 |
3.364 |
|