NYMEX Natural Gas Future October 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 |
3.322 |
3.345 |
0.023 |
0.7% |
3.560 |
| High |
3.386 |
3.383 |
-0.003 |
-0.1% |
3.560 |
| Low |
3.322 |
3.326 |
0.004 |
0.1% |
3.358 |
| Close |
3.346 |
3.343 |
-0.003 |
-0.1% |
3.375 |
| Range |
0.064 |
0.057 |
-0.007 |
-10.9% |
0.202 |
| ATR |
0.101 |
0.097 |
-0.003 |
-3.1% |
0.000 |
| Volume |
29,277 |
36,103 |
6,826 |
23.3% |
222,128 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.522 |
3.489 |
3.374 |
|
| R3 |
3.465 |
3.432 |
3.359 |
|
| R2 |
3.408 |
3.408 |
3.353 |
|
| R1 |
3.375 |
3.375 |
3.348 |
3.363 |
| PP |
3.351 |
3.351 |
3.351 |
3.345 |
| S1 |
3.318 |
3.318 |
3.338 |
3.306 |
| S2 |
3.294 |
3.294 |
3.333 |
|
| S3 |
3.237 |
3.261 |
3.327 |
|
| S4 |
3.180 |
3.204 |
3.312 |
|
|
| 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 |
3.493 |
3.322 |
0.171 |
5.1% |
0.071 |
2.1% |
12% |
False |
False |
38,173 |
| 10 |
3.796 |
3.322 |
0.474 |
14.2% |
0.084 |
2.5% |
4% |
False |
False |
36,768 |
| 20 |
3.844 |
3.322 |
0.522 |
15.6% |
0.099 |
3.0% |
4% |
False |
False |
34,415 |
| 40 |
4.004 |
3.322 |
0.682 |
20.4% |
0.103 |
3.1% |
3% |
False |
False |
30,352 |
| 60 |
4.373 |
3.322 |
1.051 |
31.4% |
0.101 |
3.0% |
2% |
False |
False |
28,360 |
| 80 |
4.525 |
3.322 |
1.203 |
36.0% |
0.107 |
3.2% |
2% |
False |
False |
28,064 |
| 100 |
4.525 |
3.322 |
1.203 |
36.0% |
0.107 |
3.2% |
2% |
False |
False |
30,159 |
| 120 |
4.525 |
3.322 |
1.203 |
36.0% |
0.102 |
3.1% |
2% |
False |
False |
29,554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.625 |
|
2.618 |
3.532 |
|
1.618 |
3.475 |
|
1.000 |
3.440 |
|
0.618 |
3.418 |
|
HIGH |
3.383 |
|
0.618 |
3.361 |
|
0.500 |
3.355 |
|
0.382 |
3.348 |
|
LOW |
3.326 |
|
0.618 |
3.291 |
|
1.000 |
3.269 |
|
1.618 |
3.234 |
|
2.618 |
3.177 |
|
4.250 |
3.084 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.355 |
3.378 |
| PP |
3.351 |
3.366 |
| S1 |
3.347 |
3.355 |
|