NYMEX Natural Gas Future October 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.262 |
3.347 |
0.085 |
2.6% |
3.322 |
| High |
3.350 |
3.350 |
0.000 |
0.0% |
3.386 |
| Low |
3.154 |
3.242 |
0.088 |
2.8% |
3.154 |
| Close |
3.321 |
3.257 |
-0.064 |
-1.9% |
3.257 |
| Range |
0.196 |
0.108 |
-0.088 |
-44.9% |
0.232 |
| ATR |
0.104 |
0.104 |
0.000 |
0.3% |
0.000 |
| Volume |
93,246 |
104,316 |
11,070 |
11.9% |
302,017 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.607 |
3.540 |
3.316 |
|
| R3 |
3.499 |
3.432 |
3.287 |
|
| R2 |
3.391 |
3.391 |
3.277 |
|
| R1 |
3.324 |
3.324 |
3.267 |
3.304 |
| PP |
3.283 |
3.283 |
3.283 |
3.273 |
| S1 |
3.216 |
3.216 |
3.247 |
3.196 |
| S2 |
3.175 |
3.175 |
3.237 |
|
| S3 |
3.067 |
3.108 |
3.227 |
|
| S4 |
2.959 |
3.000 |
3.198 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.962 |
3.841 |
3.385 |
|
| R3 |
3.730 |
3.609 |
3.321 |
|
| R2 |
3.498 |
3.498 |
3.300 |
|
| R1 |
3.377 |
3.377 |
3.278 |
3.322 |
| PP |
3.266 |
3.266 |
3.266 |
3.238 |
| S1 |
3.145 |
3.145 |
3.236 |
3.090 |
| S2 |
3.034 |
3.034 |
3.214 |
|
| S3 |
2.802 |
2.913 |
3.193 |
|
| S4 |
2.570 |
2.681 |
3.129 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.386 |
3.154 |
0.232 |
7.1% |
0.102 |
3.1% |
44% |
False |
False |
60,403 |
| 10 |
3.560 |
3.154 |
0.406 |
12.5% |
0.093 |
2.8% |
25% |
False |
False |
52,414 |
| 20 |
3.844 |
3.154 |
0.690 |
21.2% |
0.101 |
3.1% |
15% |
False |
False |
42,071 |
| 40 |
4.004 |
3.154 |
0.850 |
26.1% |
0.106 |
3.2% |
12% |
False |
False |
34,357 |
| 60 |
4.373 |
3.154 |
1.219 |
37.4% |
0.104 |
3.2% |
8% |
False |
False |
31,025 |
| 80 |
4.525 |
3.154 |
1.371 |
42.1% |
0.107 |
3.3% |
8% |
False |
False |
29,777 |
| 100 |
4.525 |
3.154 |
1.371 |
42.1% |
0.108 |
3.3% |
8% |
False |
False |
30,568 |
| 120 |
4.525 |
3.154 |
1.371 |
42.1% |
0.103 |
3.2% |
8% |
False |
False |
30,913 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.809 |
|
2.618 |
3.633 |
|
1.618 |
3.525 |
|
1.000 |
3.458 |
|
0.618 |
3.417 |
|
HIGH |
3.350 |
|
0.618 |
3.309 |
|
0.500 |
3.296 |
|
0.382 |
3.283 |
|
LOW |
3.242 |
|
0.618 |
3.175 |
|
1.000 |
3.134 |
|
1.618 |
3.067 |
|
2.618 |
2.959 |
|
4.250 |
2.783 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.296 |
3.255 |
| PP |
3.283 |
3.254 |
| S1 |
3.270 |
3.252 |
|