NYMEX Natural Gas Future November 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 |
3.510 |
3.474 |
-0.036 |
-1.0% |
3.630 |
| High |
3.540 |
3.494 |
-0.046 |
-1.3% |
3.630 |
| Low |
3.468 |
3.444 |
-0.024 |
-0.7% |
3.468 |
| Close |
3.482 |
3.454 |
-0.028 |
-0.8% |
3.482 |
| Range |
0.072 |
0.050 |
-0.022 |
-30.6% |
0.162 |
| ATR |
0.097 |
0.094 |
-0.003 |
-3.5% |
0.000 |
| Volume |
26,527 |
17,914 |
-8,613 |
-32.5% |
121,136 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.614 |
3.584 |
3.482 |
|
| R3 |
3.564 |
3.534 |
3.468 |
|
| R2 |
3.514 |
3.514 |
3.463 |
|
| R1 |
3.484 |
3.484 |
3.459 |
3.474 |
| PP |
3.464 |
3.464 |
3.464 |
3.459 |
| S1 |
3.434 |
3.434 |
3.449 |
3.424 |
| S2 |
3.414 |
3.414 |
3.445 |
|
| S3 |
3.364 |
3.384 |
3.440 |
|
| S4 |
3.314 |
3.334 |
3.427 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.013 |
3.909 |
3.571 |
|
| R3 |
3.851 |
3.747 |
3.527 |
|
| R2 |
3.689 |
3.689 |
3.512 |
|
| R1 |
3.585 |
3.585 |
3.497 |
3.556 |
| PP |
3.527 |
3.527 |
3.527 |
3.512 |
| S1 |
3.423 |
3.423 |
3.467 |
3.394 |
| S2 |
3.365 |
3.365 |
3.452 |
|
| S3 |
3.203 |
3.261 |
3.437 |
|
| S4 |
3.041 |
3.099 |
3.393 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.605 |
3.444 |
0.161 |
4.7% |
0.067 |
2.0% |
6% |
False |
True |
23,881 |
| 10 |
3.864 |
3.444 |
0.420 |
12.2% |
0.081 |
2.3% |
2% |
False |
True |
19,497 |
| 20 |
3.910 |
3.444 |
0.466 |
13.5% |
0.095 |
2.8% |
2% |
False |
True |
16,829 |
| 40 |
4.070 |
3.444 |
0.626 |
18.1% |
0.094 |
2.7% |
2% |
False |
True |
15,137 |
| 60 |
4.442 |
3.444 |
0.998 |
28.9% |
0.093 |
2.7% |
1% |
False |
True |
13,170 |
| 80 |
4.594 |
3.444 |
1.150 |
33.3% |
0.098 |
2.8% |
1% |
False |
True |
12,239 |
| 100 |
4.594 |
3.444 |
1.150 |
33.3% |
0.097 |
2.8% |
1% |
False |
True |
11,669 |
| 120 |
4.594 |
3.444 |
1.150 |
33.3% |
0.093 |
2.7% |
1% |
False |
True |
10,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.707 |
|
2.618 |
3.625 |
|
1.618 |
3.575 |
|
1.000 |
3.544 |
|
0.618 |
3.525 |
|
HIGH |
3.494 |
|
0.618 |
3.475 |
|
0.500 |
3.469 |
|
0.382 |
3.463 |
|
LOW |
3.444 |
|
0.618 |
3.413 |
|
1.000 |
3.394 |
|
1.618 |
3.363 |
|
2.618 |
3.313 |
|
4.250 |
3.232 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.469 |
3.513 |
| PP |
3.464 |
3.493 |
| S1 |
3.459 |
3.474 |
|