NYMEX Natural Gas Future November 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
3.462 |
3.442 |
-0.020 |
-0.6% |
3.630 |
| High |
3.489 |
3.450 |
-0.039 |
-1.1% |
3.630 |
| Low |
3.435 |
3.375 |
-0.060 |
-1.7% |
3.468 |
| Close |
3.450 |
3.392 |
-0.058 |
-1.7% |
3.482 |
| Range |
0.054 |
0.075 |
0.021 |
38.9% |
0.162 |
| ATR |
0.091 |
0.090 |
-0.001 |
-1.3% |
0.000 |
| Volume |
22,679 |
21,484 |
-1,195 |
-5.3% |
121,136 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.631 |
3.586 |
3.433 |
|
| R3 |
3.556 |
3.511 |
3.413 |
|
| R2 |
3.481 |
3.481 |
3.406 |
|
| R1 |
3.436 |
3.436 |
3.399 |
3.421 |
| PP |
3.406 |
3.406 |
3.406 |
3.398 |
| S1 |
3.361 |
3.361 |
3.385 |
3.346 |
| S2 |
3.331 |
3.331 |
3.378 |
|
| S3 |
3.256 |
3.286 |
3.371 |
|
| S4 |
3.181 |
3.211 |
3.351 |
|
|
| 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 |
3.582 |
3.375 |
0.207 |
6.1% |
0.071 |
2.1% |
8% |
False |
True |
21,710 |
| 10 |
3.836 |
3.375 |
0.461 |
13.6% |
0.075 |
2.2% |
4% |
False |
True |
21,351 |
| 20 |
3.910 |
3.375 |
0.535 |
15.8% |
0.090 |
2.6% |
3% |
False |
True |
17,587 |
| 40 |
4.070 |
3.375 |
0.695 |
20.5% |
0.093 |
2.7% |
2% |
False |
True |
15,520 |
| 60 |
4.442 |
3.375 |
1.067 |
31.5% |
0.092 |
2.7% |
2% |
False |
True |
13,509 |
| 80 |
4.594 |
3.375 |
1.219 |
35.9% |
0.097 |
2.9% |
1% |
False |
True |
12,467 |
| 100 |
4.594 |
3.375 |
1.219 |
35.9% |
0.097 |
2.9% |
1% |
False |
True |
11,834 |
| 120 |
4.594 |
3.375 |
1.219 |
35.9% |
0.092 |
2.7% |
1% |
False |
True |
10,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.769 |
|
2.618 |
3.646 |
|
1.618 |
3.571 |
|
1.000 |
3.525 |
|
0.618 |
3.496 |
|
HIGH |
3.450 |
|
0.618 |
3.421 |
|
0.500 |
3.413 |
|
0.382 |
3.404 |
|
LOW |
3.375 |
|
0.618 |
3.329 |
|
1.000 |
3.300 |
|
1.618 |
3.254 |
|
2.618 |
3.179 |
|
4.250 |
3.056 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
3.413 |
3.435 |
| PP |
3.406 |
3.420 |
| S1 |
3.399 |
3.406 |
|