NYMEX Natural Gas Future November 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 |
3.565 |
3.573 |
0.008 |
0.2% |
3.828 |
| High |
3.591 |
3.582 |
-0.009 |
-0.3% |
3.864 |
| Low |
3.544 |
3.479 |
-0.065 |
-1.8% |
3.654 |
| Close |
3.573 |
3.524 |
-0.049 |
-1.4% |
3.664 |
| Range |
0.047 |
0.103 |
0.056 |
119.1% |
0.210 |
| ATR |
0.099 |
0.099 |
0.000 |
0.3% |
0.000 |
| Volume |
23,438 |
19,948 |
-3,490 |
-14.9% |
67,103 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.837 |
3.784 |
3.581 |
|
| R3 |
3.734 |
3.681 |
3.552 |
|
| R2 |
3.631 |
3.631 |
3.543 |
|
| R1 |
3.578 |
3.578 |
3.533 |
3.553 |
| PP |
3.528 |
3.528 |
3.528 |
3.516 |
| S1 |
3.475 |
3.475 |
3.515 |
3.450 |
| S2 |
3.425 |
3.425 |
3.505 |
|
| S3 |
3.322 |
3.372 |
3.496 |
|
| S4 |
3.219 |
3.269 |
3.467 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.357 |
4.221 |
3.780 |
|
| R3 |
4.147 |
4.011 |
3.722 |
|
| R2 |
3.937 |
3.937 |
3.703 |
|
| R1 |
3.801 |
3.801 |
3.683 |
3.764 |
| PP |
3.727 |
3.727 |
3.727 |
3.709 |
| S1 |
3.591 |
3.591 |
3.645 |
3.554 |
| S2 |
3.517 |
3.517 |
3.626 |
|
| S3 |
3.307 |
3.381 |
3.606 |
|
| S4 |
3.097 |
3.171 |
3.549 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.742 |
3.479 |
0.263 |
7.5% |
0.080 |
2.3% |
17% |
False |
True |
22,876 |
| 10 |
3.885 |
3.479 |
0.406 |
11.5% |
0.085 |
2.4% |
11% |
False |
True |
18,571 |
| 20 |
3.910 |
3.479 |
0.431 |
12.2% |
0.100 |
2.8% |
10% |
False |
True |
15,819 |
| 40 |
4.072 |
3.479 |
0.593 |
16.8% |
0.096 |
2.7% |
8% |
False |
True |
14,627 |
| 60 |
4.442 |
3.479 |
0.963 |
27.3% |
0.095 |
2.7% |
5% |
False |
True |
12,742 |
| 80 |
4.594 |
3.479 |
1.115 |
31.6% |
0.099 |
2.8% |
4% |
False |
True |
11,878 |
| 100 |
4.594 |
3.479 |
1.115 |
31.6% |
0.097 |
2.8% |
4% |
False |
True |
11,342 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.020 |
|
2.618 |
3.852 |
|
1.618 |
3.749 |
|
1.000 |
3.685 |
|
0.618 |
3.646 |
|
HIGH |
3.582 |
|
0.618 |
3.543 |
|
0.500 |
3.531 |
|
0.382 |
3.518 |
|
LOW |
3.479 |
|
0.618 |
3.415 |
|
1.000 |
3.376 |
|
1.618 |
3.312 |
|
2.618 |
3.209 |
|
4.250 |
3.041 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.531 |
3.542 |
| PP |
3.528 |
3.536 |
| S1 |
3.526 |
3.530 |
|