NYMEX Natural Gas Future November 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 |
3.474 |
3.462 |
-0.012 |
-0.3% |
3.630 |
| High |
3.494 |
3.489 |
-0.005 |
-0.1% |
3.630 |
| Low |
3.444 |
3.435 |
-0.009 |
-0.3% |
3.468 |
| Close |
3.454 |
3.450 |
-0.004 |
-0.1% |
3.482 |
| Range |
0.050 |
0.054 |
0.004 |
8.0% |
0.162 |
| ATR |
0.094 |
0.091 |
-0.003 |
-3.0% |
0.000 |
| Volume |
17,914 |
22,679 |
4,765 |
26.6% |
121,136 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.620 |
3.589 |
3.480 |
|
| R3 |
3.566 |
3.535 |
3.465 |
|
| R2 |
3.512 |
3.512 |
3.460 |
|
| R1 |
3.481 |
3.481 |
3.455 |
3.470 |
| PP |
3.458 |
3.458 |
3.458 |
3.452 |
| S1 |
3.427 |
3.427 |
3.445 |
3.416 |
| S2 |
3.404 |
3.404 |
3.440 |
|
| S3 |
3.350 |
3.373 |
3.435 |
|
| S4 |
3.296 |
3.319 |
3.420 |
|
|
| 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 |
3.591 |
3.435 |
0.156 |
4.5% |
0.065 |
1.9% |
10% |
False |
True |
22,101 |
| 10 |
3.864 |
3.435 |
0.429 |
12.4% |
0.076 |
2.2% |
3% |
False |
True |
20,335 |
| 20 |
3.910 |
3.435 |
0.475 |
13.8% |
0.093 |
2.7% |
3% |
False |
True |
17,225 |
| 40 |
4.070 |
3.435 |
0.635 |
18.4% |
0.093 |
2.7% |
2% |
False |
True |
15,316 |
| 60 |
4.442 |
3.435 |
1.007 |
29.2% |
0.092 |
2.7% |
1% |
False |
True |
13,320 |
| 80 |
4.594 |
3.435 |
1.159 |
33.6% |
0.098 |
2.8% |
1% |
False |
True |
12,371 |
| 100 |
4.594 |
3.435 |
1.159 |
33.6% |
0.097 |
2.8% |
1% |
False |
True |
11,828 |
| 120 |
4.594 |
3.435 |
1.159 |
33.6% |
0.093 |
2.7% |
1% |
False |
True |
10,726 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.719 |
|
2.618 |
3.630 |
|
1.618 |
3.576 |
|
1.000 |
3.543 |
|
0.618 |
3.522 |
|
HIGH |
3.489 |
|
0.618 |
3.468 |
|
0.500 |
3.462 |
|
0.382 |
3.456 |
|
LOW |
3.435 |
|
0.618 |
3.402 |
|
1.000 |
3.381 |
|
1.618 |
3.348 |
|
2.618 |
3.294 |
|
4.250 |
3.206 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.462 |
3.488 |
| PP |
3.458 |
3.475 |
| S1 |
3.454 |
3.463 |
|